QIS Quant Trader - Selby Jennings
Must-have:Python
Overview
A leading investment bank is seeking a QIS Quant Trader to join its established Quantitative Investment Strategies platform. This role sits at the intersection of quantitative research, systematic strategy development and trading, with a particular focus on managing and optimising the lifecycle of QIS and systematic index products.
The team is specifically targeting candidates from a QIS Quant, QIS Strat, or Systematic Quant Research background who have hands-on experience designing, implementing and monitoring systematic investment strategies.
Key Responsibilities
- Manage and oversee the performance and execution of a broad range of QIS and systematic investment strategies.
- Monitor live strategy performance, risk exposures, rebalancing events and implementation costs.
- Partner with QIS quants, structurers and sales teams to launch new systematic indices and investment solutions.
- Analyse strategy behaviour and identify opportunities to improve methodology, execution and risk-adjusted returns.
- Develop tools and analytics to monitor portfolio risks, performance attribution and trading costs.
- Work closely with trading desks to optimise execution and hedging of systematic portfolios.
- Support institutional clients through detailed analysis of strategy performance and methodology.
- Contribute to the design and enhancement of systematic investment products across equities, multi-asset, rates, FX and commodities.
Required Background
- Experience within a QIS Quant, QIS Strat, Systematic Quant Research or Quantitative Portfolio Construction role.
- Strong understanding of factor investing, risk premia, systematic strategies and index construction.
- Experience conducting quantitative research and analysing strategy performance.
- Advanced Python programming skills.