Vacancy detail

QIS (Quantitative Investment Strategies) Strats - Assoc/VP

£1 – £120,000

Location: United Kingdom (London – City of London, London) Type: Permanent

To work with the strats and structuring team within my client's 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 on 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.

Reference: AMC/RDI/QISS

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