QIS (Quantitative Investment Strategies) Strats/Structuring – Assoc/VP level

Anson McCade
Published
18th October 2018
Location
London, United Kingdom
Category
Job Type
Salary
Confidential
Preferred Academic Qualification
MSc, CQF, MFE
Recruiter/Employer Name
John Meadowcroft

Description

QIS (Quantitative Investment Strategies) Strats/Structuring – Assoc/VP level

 

London based

 

To work with the strats and structuring team within my clients award winning QIS (Quantitative Investment Strategies) business with the aim to provide fast and efficient tools to generate and backtest new strategy ideas for their clients.  You will need to have expertise in quantitative analytics, modeling, pricing and risk management with a good understanding of system architecture and programming.  You will work on challenging projects with daily interactions with structuring and trading, discuss new requirements for upcoming trades and produce tools that have a direct impact to the P&L of the desk.

 

Key Responsibilities:

 

  • Work closely with Structuring, trading and Strats to develop and enhance the structuring backtest Framework.
  • Respond to adhoc queries from structuring / trading about framework.
  • Ensure that the backtest framework integrates cleanly into the production QIS systems.

 

Skills & Qualifications:

 

  • Solid quantitative analytic, pricing and risk management skills, within a financial services environment.
  • Strong programming skills and experience in Python with working knowledge of other languages such as Matlab, R, and Q an advantage.
  • Experience of working in an Agile development environment.
  • A good understanding of at least one asset class in either Equities, Fixed Income, Rates, Credit, FX or Commodities.
  • The ability to communicate effectively across multiple teams and functions.
  • Ability to work in a team as well as self-manage individual projects.
  • Able to multi-task different projects and deliver against tight deadlines.

 

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