QIS Structurer

LevelUP HCS; Greater London; On-site; GBP 120,000 - 180,000; Full time

Job summary

LevelUP HCS in London seeks an experienced QIS Structurer to join its Quantitative Investment Strategies platform. You will develop and expand Volatility QIS strategies, working across strategy design, structuring, backtesting and client solutions for institutional investors.

Responsibilities include leading research and backtesting of new QIS, structuring investable products, pricing support and risk modeling, and collaborating with Sales, Trading, Quant, Structuring and Tech to grow the

Qualifications

• Strong background in quantitative finance and Quantitative Investment Strategies.
• Experience designing, backtesting and implementing QIS and volatility strategies.
• Knowledge of equity, volatility and cross-asset investment strategies.
• Experience with tools/frameworks used for strategy development, backtesting, pricing and replication.
• Strong understanding of institutional QIS market and competitive landscape.
• Proven ability to collaborate across Structuring, Sales, Trading, Quant and Technology.

Responsibilities

• Lead the research, design and backtesting of new Quantitative Investment Strategies for institutional clients.
• Develop and commercialise Volatility QIS strategies and identify competitive positioning.
• Collaborate with Sales, Trading, Quant, Structuring and Technology to implement QIS strategies.
• Create systematic equity and cross-asset strategies, including volatility, risk premia and multi-asset allocation.
• Structure and package QIS strategies into investable products, including structured notes and certificates.
• Partner with Sales to originate and tailor investment solutions across equities, rates, FX and volatility.
• Support pricing, hedging, execution and lifecycle management of structured products with Trading.
• Build and maintain pricing tools, backtesting frameworks and analytical models for QIS development.
• Conduct risk analysis, stress testing and performance monitoring for strategy robustness.
• Monitor market developments to identify new QIS product opportunities.
• Educate Sales teams and clients on the Volatility QIS offering and investment solutions.

Skills

Quantitative finance

QIS

Volatility strategies

Backtesting

Cross-asset strategies

Tools

Pricing tools

Backtesting frameworks

Cross-asset models

Job description

We are seeking an experienced QIS Structurer to join a well-established Investment Bank's Quantitative Investment Strategies platform in London. The successful candidate will play a key role in developing and expanding the Volatility QIS platform, working across strategy design, structuring, backtesting and client solutions for institutional investors.

Key Responsibilities

• Lead the research, design and backtesting of new Quantitative Investment Strategies (QIS) for institutional clients.
• Develop and commercialise Volatility QIS strategies and identify competitive positioning within the institutional market.
• Work closely with Sales, Trading, Quant, Structuring and Technology teams to develop, implement and replicate QIS strategies.
• Create systematic equity and cross-asset strategies, including volatility, factor-based, risk premia and multi-asset allocation solutions.
• Structure and package QIS strategies into investable products, including structured notes and certificates.
• Partner with Sales to originate and tailor investment solutions across equities, rates, FX and volatility.
• Support pricing, hedging, execution and lifecycle management of structured products in partnership with Trading.
• Build and maintain pricing tools, backtesting frameworks and analytical models to support QIS strategy development.
• Conduct risk analysis, stress testing and performance monitoring to ensure strategy robustness.
• Monitor market developments and competitor offerings to identify opportunities for new QIS products.
• Educate Sales teams and institutional clients on the bank's Volatility QIS offering and investment solutions.
• Contribute to the continued growth and development of the QIS platform.

About You

• Strong experience in quantitative finance, with a proven background in Quantitative Investment Strategies.
• Significant experience designing, backtesting and implementing QIS and volatility strategies.
• Strong knowledge of equity, volatility and cross-asset investment strategies.
• Experience with tools and frameworks used for strategy development, backtesting, pricing and replication.
• Strong understanding of the institutional QIS market and competitive landscape.
• Proven ability to work collaboratively across Structuring, Sales, Trading, Quant and Technology.
• Strong communication and stakeholder management skills, with the ability to explain complex technical concepts to both internal and external audiences.
• Experience leading teams, projects or cross-functional initiatives within a QIS or structuring environment.
• Strong commercial awareness and a track record of developing client-focused investment solutions.

Why Join?

This is an opportunity to play a key role in the growth of a Volatility QIS platform, combining quantitative strategy development with structuring, client engagement and cross-functional leadership. The role offers significant exposure to institutional clients and the opportunity to contribute directly to new product development and the expansion of the firm's QIS offering.