QIS – Quants/Traders/Structurers
Listed on 2026-03-05
-
Finance & Banking
Financial Consultant, Trading - Equity / Derivatives / Quantitative
Location: New York
Title: QIS – Quants / Traders / Structurers
Level: Associate / VP / Junior Directors
Location: New York City
We are partnered with several global investment banks that are actively expanding their Quantitative Investment Strategies (QIS) platforms within Cross-Asset Volatility
.
These are front‑office growth hires across Quant Research, Trading, and Structuring
, sitting directly within revenue‑generating businesses responsible for the design, execution, and distribution of systematic volatility and risk premia strategies.
QIS teams operate at the intersection of quant research, derivatives trading, and structured solutions, building rules‑based strategies delivered via indices, swaps, notes, and other scalable platforms to institutional clients globally.
We are hiring across three core profiles:
Quantitative Researchers- Research and develop systematic cross‑asset volatility and risk premia strategies
- Design and enhance pricing models and analytics frameworks
- Build robust backtesting and signal generation infrastructure
- Work closely with trading to optimise execution and risk management
- Strong exposure to options modelling, volatility surfaces, stochastic processes, and portfolio construction
- Manage and risk systematic volatility books
- Execute and hedge derivatives exposures across asset classes
- Partner with quant teams to monetise strategy outputs
- Drive P&L generation within structured or index‑linked frameworks
- Design and package QIS strategies into investable client solutions
- Translate systematic strategies into swaps, notes, and index formats
- Partner with Sales on institutional distribution
- Work closely with Trading and Quant teams to ensure scalability and risk integrity
- Strong quantitative academic background (Maths, Physics, Engineering, Statistics, Financial Engineering)
- Experience in cross‑asset derivatives and volatility markets
- Deep understanding of options pricing, Greeks, and hedging mechanics
- Exposure to systematic strategies / risk premia / index design preferred
- Strong coding capability (Python essential; C++ advantageous for quant profiles)
- Front‑office mindset with demonstrable P&L or product impact
- Ability to operate in high‑performance, collaborative trading environments
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