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.
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QIS Structurer employer: LevelUP HCS
As a leading international investment bank, our client offers an exceptional work environment in London that fosters collaboration and operational excellence. Employees benefit from a dynamic culture that prioritises strong relationships with front-office teams, alongside opportunities for professional growth through cross-training and exposure to various market products. With a commitment to delivering outstanding client service and supporting regulatory obligations, this role is perfect for those looking to thrive in a fast-paced Global Markets setting.
