QIS Structurer (Quantitative Investment Strategies)

Sartre Group; Greater London; On-site; GBP 70,000 - 90,000; Full time

Job summary

A European Investment Bank in London is seeking an Associate / Vice President Structurer to join its QIS team. The successful candidate will develop and implement Quantitative Investment Strategies and automate pricing tools using Python. A strong background with 3+ years of experience in a relevant structuring role and a Master's degree is required. Excellent communication skills and the ability to speak multiple European languages are advantageous. Competitive salary offered.

Qualifications

• 3+ years’ experience in a Risk Premia / QIS Structuring role.
• Strong coding abilities in Python are advantageous.
• A developed understanding of Equity products.

Responsibilities

• Developing and implementing Quantitative Investment Strategies.
• Back-testing and forward-testing strategies.
• Pitching solutions to internal and external clients.

Skills

Experience in Risk Premia / QIS Structuring

Strong communication skills

Ability to speak multiple European languages

Education

Master’s Degree in Engineering, Mathematics, or Quantitative Finance

Tools

Python

Job description

A European Investment Bank is seeking to hire an Associate / Vice Present Structurer to work in its QIS team in London. The role will involve developing and implementing Quantitative Investment Strategies, pricing and developing automated pricing tools, and pitching solutions to both internal and external clients. The role would best suit someone with experience in a similar role, with a developed technical understanding of QIS, excellent communication skills and strong business acumen.

The Role:

• Developing and implementing Quantitative Investment Strategies
• Back-testing and forward-testing strategies
• Pricing and developing automated pricing tools, primarily using Python
• Pitching solutions to internal and external clients
• Working in collaboration with trading and quant teams to optimise performance

Requirements:

• 3+ years’ experience in a Risk Premia / QIS Structuring role
• A developed understanding of Equity products
• A strong educational background, including a Master’s Degree from a top university in a relevant subject (e.g. Engineering, Mathematics, Quantitative Finance)
• Strong coding abilities would be extremely advantageous – particularly in Python
• The ability to speak multiple European languages would also be advantageous

To apply for this role please send your CV to [e-mail]