Morgan''s Global Research team as a Vice President or Executive Director Quantitative Strategist, where your expertise will contribute to cutting-edge research and systematic strategies. As a Vice President or Executive Director Quantitative Strategist within our Cross-Asset Risk Premia Research team, you will conduct innovative research in cross-asset risk premia strategies, contribute to research publications, and collaborate with internal sales and structuring teams. Conduct innovative research in cross-asset risk premia strategies.Contribute to and originate periodic and dedicated research publications focused on systematic strategies.Present research findings to external clients and participate in client meetings.Previous experience in a research or structuring department of an investment bank or relevant buy-side experience.Excellent coding skills in Python.In-depth knowledge of machine learning and big data.Strong communication, presentation, and writing skills.This role encompasses the performance of UK regulated activity. The successful candidate will therefore be subject to meeting UK regulatory requirements in the assessment of fitness, propriety, knowledge and competence (as assessed by the Firm) and (where appropriate) approval by the UK Financial Conduct Authority and/or the Prudential Regulation Authority to carry out such activities.#