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