QIS Structuring

Trexquant is a growing systematic fund manager with a core team of highly accomplished technologists. We apply a wide variety of statistical and machine learning techniques to build investment portfolios and trade our client assets in global equity and futures markets.

This is a Structuring role within the QIS Team at Trexquant. The ideal candidate has extensive QIS Structuring (asset class agnostic) experience at an investment bank.

Responsibilities

• Replicate and improve existing QIS strategies
• Procure and maintain data needed for the QIS platform
• Support the management and investment team in making decisions on which QIS strategies to invest in, generating trading signals and managing them within a portfolio

Requirements

• Quantitative field of study/major at a competitive university with a high GPA
• Minimum 2 years of QIS Structuring experience at a top-tier investment bank
• Demonstrated interest and knowledge of various asset classes in financial markets
• Strong ability to code in Python
• Understand how to interpret and translate index rulebooks

Benefits

• Competitive salary, plus bonus based on individual and company performance
• Collaborative, casual, and friendly work environment while solving the hardest problems in the financial markets
• PPO Health, dental and vision insurance premiums fully covered for you and your dependents