QIS Structurer: Cross-Asset Innovator

Selby Jennings is partnering to recruit a QIS Structurer for Paris, with 3–10 years' experience. The role focuses on designing and delivering Quantitative Investment Strategies across equity volatility and fixed income, with cross-asset structuring and collaboration across business units.

Paris or London flexibility is highlighted. The successful candidate will engage with stakeholders to meet sophisticated investor needs, leveraging expertise in structuring complex financial products and