QIS Structurer: Cross-Asset Innovator

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

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