QIS Quant Trader - Selby Jennings

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.