QIS Structurer

Selby Jennings; Paris; Sur place; EUR 90 000 - 130 000; Plein temps

Résumé du poste

Selby Jennings is partnering to recruit a QIS Structurer for Paris, with 3–10 years' experience. The role focuses on designing and delivering Quantitative Investment Strategies across equity volatility and fixed income, with cross-asset structuring and collaboration across business units.

Paris or London flexibility is highlighted. The successful candidate will engage with stakeholders to meet sophisticated investor needs, leveraging expertise in structuring complex financial products and

Qualifications

• Experience designing rules-based QIS for institutional clients.
• Hands-on QIS structuring including pricing and payoff design.
• Strong knowledge of volatility-based equity strategies and volatility surfaces.
• Familiarity with fixed income QIS is beneficial.

Responsabilités

• Contribute to design and delivery of Quantitative Investment Strategies across equity volatility and fixed income.
• Collaborate with stakeholders across the business to develop cross-asset solutions meeting sophisticated investor needs.
• Work with sales, trading and risk teams to structure and implement solutions.

Connaissances

QIS - Quantitative Investment Stratégí

QIS Structuring

Equity Volatility QIS

Exposure to Fixed Income QIS

Cross Asset Solutions Structuring

Structuring Expertise

Location Flexibility

Description du poste

We are partnering with our client, a leading institution in the Finance sector, to appoint a QIS Structurer to join our client's team in Paris. This permanent position is suited to an Associate or VP-level professional with 3-10 years' experience, who will contribute to the design and delivery of innovative Quantitative Investment Strategies across equity volatility and fixed income. You will work closely with stakeholders across our client's business, helping to develop cross-asset solutions that meet sophisticated investor needs.

Key Skills & Experience

QIS Structurer - Paris, France

We are partnering with our client, a leading institution in the Finance sector, to appoint a QIS Structurer to join our client's team in Paris. This permanent position is suited to an Associate or VP-level professional with 3-10 years' experience, who will contribute to the design and delivery of innovative Quantitative Investment Strategies across equity volatility and fixed income. You will work closely with stakeholders across our client's business, helping to develop cross-asset solutions that meet sophisticated investor needs.

• QIS - Quantitative Investment Strategies: Proven experience in designing and implementing rules-based strategies for institutional and sophisticated clients.
• QIS Structuring: Hands-on background structuring investment solutions, including pricing, payoff design, and risk/return optimisation.
• Equity Volatility QIS: Strong understanding of volatility-based equity strategies, including dynamics of volatility surfaces and volatility-driven payoffs.
• Exposure to Fixed Income QIS: Experience or familiarity with fixed income-based QIS, such as rate or credit strategies, is highly beneficial.
• Cross Asset Solutions Structuring: Ability to design and structure cross-asset strategies that combine equity, volatility, and fixed income components.
• Structuring Expertise: Solid foundation in structuring complex financial products, working closely with sales, trading, and risk teams.
• Location Flexibility - Paris or London: Comfortable operating within major European financial centres, collaborating across our client's offices.