Volatility QIS Strategist & Structuring Lead

LevelUP HCS; Greater London; Vor Ort; GBP 120.000 - 180.000; Vollzeit

Zusammenfassung

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

Qualifikationen

• 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.

Aufgaben

• 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.

Kenntnisse

Quantitative finance

QIS

Volatility strategies

Backtesting

Cross-asset strategies

Tools

Pricing tools

Backtesting frameworks

Cross-asset models

Jobbeschreibung

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