Job Description
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
Key skill Required
- Python
- Financial Markets
- Insurance
- Learning
- Learning Techniques
- Machine Learning
- Management
- Trading
- Vision Insurance
