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QIS Structurer (Quantitative Investment Strategies)

Sartre Group

London

On-site

GBP 70,000 - 90,000

Full time

Today
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Job summary

A European Investment Bank in London seeks an Associate / Vice President Structurer to develop and implement quantitative strategies. This role requires 3+ years in a relevant structuring role, strong coding skills in Python, and excellent communication abilities. The ideal candidate will have a Master's degree from a top university and will benefit from multi-language proficiency. The position offers competitive compensation and is located on-site.

Qualifications

  • 3+ years’ experience in a Risk Premia / QIS Structuring role.
  • A developed understanding of Equity products.
  • Strong educational background, particularly from a top university.

Responsibilities

  • Develop and implement Quantitative Investment Strategies.
  • Back-test and forward-test strategies.
  • Price and develop automated pricing tools.

Skills

Quantitative Investment Strategies
Communication skills
Business acumen
Coding in Python
Multi-language proficiency

Education

Master’s Degree in a relevant subject

Tools

Python
Job description
Overview

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.

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 Kevin.Peacock@SartreGroup.com

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