Global Equities - Macro Asset - Vice President

Join a top-ranked Equities and Prime platform where you will expand cross asset positioning analytics and translate signals into impactful client narratives. You will partner with Sales & Trading, Research, Quant Research, and Technology to deliver scalable datasets, insightful publications, and commercial outcomes in a fast-paced, collaborative environment. Job summary As a Vice President within JPMorganChase’s Positioning Intelligence team, you will primarily drive the expansion of our Macro and Cross Asset positioning product—expanding datasets, standardizing methodologies, and building client-facing outputs across rates, commodities, equities, credit, and FX. You will publish high-impact research, engage directly with institutional clients, and partner closely with QR and Technology to productionize analytics and dashboards that drive measurable commercial impact. Job responsibilities Define and drive the macro cross asset positioning product vision and roadmap; deliver datasets, methodologies, and client-facing outputs across rates, commodities, equities, credit, and FX. Build and maintain robust analytics: design signal frameworks (e.g., futures and OTC positioning, prime brokerage, ETFs, options), standardize methodologies, and link signals to major markets. Publish high-impact research and tactical notes connecting macro cross-asset positioning dynamics to market drivers, regime shifts, and investable implications for clients. Internal cross‑pollination and learning: rapidly build fluency in the team’s existing equities‑led positioning frameworks, datasets, and publishing cadence so as to help support these and be able to leverage that knowledge to extend methodologies consistently across other asset classes Contribute to broader team notes, support wider initiatives, and back up teammates on priority deliverables during peak cycles Engage top institutional clients: present findings, gather feedback, and tailor dashboards, reports, and datasets to drive adoption and commercial outcomes. Partner with Sales & Trading and Research to shape ideas and risk discussions using positioning context; support client meetings and roadshows. Collaborate with Quant Research on model design and validation and with Technology on data engineering, governance, and scalability for reliability and stability. Productionize and scale outputs (scheduled reports, alerts, dashboards); mentor junior teammates and codify best practices while fostering a solutions-oriented culture. Required qualifications, capabilities, and skills 5–7 years of industry experience, including 2+ years in macro research, sales, or trading at a sell side, buy side, or public sector institution, with demonstrable cross asset familiarity. Deep understanding of macro markets and cross asset linkages across government rates and curves, commodities, equity index/sector/factors, credit, and FX. Experience building positioning/flow analytics (e.g., futures/COT, prime brokerage/short interest, ETF and mutual fund flows, options positioning, factor/CTA/trend proxies). Strong analytical and statistical skills with ability to frame hypotheses, run robust back tests, and stress methodology choices. Excellent written and verbal communication: convert complex analytics into concise, client-ready narratives; strong presentation skills with senior clients and stakeholders. Commercial orientation with ability to align research outputs to client needs, prioritize for impact, and deliver under tight deadlines. High-integrity data stewardship, including familiarity with data governance, entitlements, licensing, and internal risk controls. Preferred qualifications, capabilities, and skills Strong coding skills, especially Python and SQL; ability to write and modify code independently. Direct experience integrating and interpreting multi-source datasets (e.g., prime brokerage, exchange, vendor, regulatory disclosures, CFTC/COT, EPFR, TRACE, options feeds) and reconciling conflicting signals. Experience building client-facing dashboards or tools (e.g., internal apps, notebooks, or BI platforms). #J-18808-Ljbffr Testing Site - JPMC