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.ResponsibilitiesReplicate and improve existing QIS strategiesProcure and maintain data needed for the QIS platformSupport the management and investment team in making decisions on which QIS strategies to invest in, generating trading signals and managing them within a portfolioRequirementsQuantitative field of study/major at a competitive university with a high GPAMinimum 2 years of QIS Structuring experience at a top-tier investment bankDemonstrated interest and knowledge of various asset classes in financial marketsStrong ability to code in PythonUnderstand how to interpret and translate index rulebooksBenefitsCompetitive salary, plus bonus based on individual and company performanceCollaborative, casual, and friendly work environment while solving the hardest problems in the financial marketsPPO Health, dental and vision insurance premiums fully covered for you and your dependents