QIS Structurer (Quantitative Investment Strategies)

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 Kevin.Peacock@SartreGroup.com