Front Office Structuring Strat for QIS (VP)

Ref: FOSS-1212
Excellent Package & Front Office Bonus
Tier-1 Investment Bank
Quant Investment Strategies, Equities, Python, Matlab, R, etc. Strategies include: Short Vol, Mean reverting, Intra-day, Quality, Value, Momentum, Long Beta, Selection Algos, etc.

This tier-1 Investment Banks award winning QIS (Quantitative Investment Strategies) business has an excellent opportunity for a Structuring Strat to work with the  Structuring team to provide fast and efficient tools to generate and backtest new strategy ideas for their clients.

You will need expertise in quantitative analytics, modelling, pricing and risk management with a deep understanding of system architecture and programming. You will work on challenging projects with daily interactions with structuring and trading, discussing new requirements for upcoming trades and creating tools that will have a direct impact to the P&L of the desk.


  • Work closely with Structuring, Trading and peer 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


  • Solid quantitative analytic, pricing and risk management skills, within a financial services environment
  • Strong programming skills and experience in Python with working knowledge of (e.g.) 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
  • Able to multi-task different projects and deliver against tight deadlines