Accounting & Finance

QIS Structurer

LevelUP HCS

London · England · United Kingdom

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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Reference: WJ-766_22684606

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