QIS Structurer

Overview

We are partnering with a leading institution in the Finance sector to appoint a QIS Structurer for the Paris team. This permanent position is suited to an Associate or VP-level professional with 3–10 years of experience, who will design and deliver innovative Quantitative Investment Strategies across equity volatility and fixed income. The role involves working closely with stakeholders across the business, developing cross‑asset solutions that meet sophisticated investor needs.

Key Skills & Experience

• QIS – Quantitative Investment Strategies : Proven experience in designing and implementing rules-based strategies for institutional and sophisticated clients.
• QIS Structuring : Hands‑on background structuring investment solutions, including pricing, payoff design, and risk/return optimisation.
• Equity Volatility QIS : Strong understanding of volatility-based equity strategies, including dynamics of volatility surfaces and volatility-driven payoffs.
• Exposure to Fixed‑Income QIS : Experience or familiarity with fixed‑income based QIS, such as rate or credit strategies, is highly beneficial.
• Cross‑Asset Solutions Structuring : Ability to design and structure cross‑asset strategies that combine equity, volatility, and fixed‑income components.
• Structuring Expertise : Solid foundation in structuring complex financial products, working closely with sales, trading, and risk teams.
• Location Flexibility – Paris or London : Comfortable operating within major European financial centres, collaborating across the client’s offices.