Cross-Asset Quant Desk Strategist - Cross Asset Structuring team - London – VP/Director

A leading global financial institution is seeking a cross-asset research strategist to join its cross-asset group within the front office. This role will work closely with payoff structuring, sales, and QIS teams to develop and propose cross-asset investment strategies. The ideal candidate will conduct in-depth research on market regimes, identify tactical and systematic opportunities, and effectively communicate insights to a broad client base.

Key Responsibilities:

• Conduct research into market regimes and investment products across asset classes, both tactical and systematic.

• Work closely with payoff structuring, sales, and QIS teams to propose innovative trade ideas.

• Develop analytical tools to identify market dynamics, including stretched levels and arbitrage opportunities.

• Present complex quantitative ideas in a clear and concise manner to both experienced derivative users and multi-asset investors.

• Engage directly with clients, providing research-backed insights to support investment decisions.

Requirements:

• Experience in delta one, volatility, or macro regimes research is advantageous.

• Strong academic background, preferably in quantitative finance, mathematics, economics, or a related field.

• Strong analytical, programming, and problem-solving skills.

• Excellent communication and interpersonal skills to effectively pitch strategies to clients with varying levels of expertise.

This is an excellent opportunity to join a dynamic front-office team and contribute to the development of innovative quantitative investment strategies while engaging with a global client base.

Please apply to quantresearch@octaviusfinance.com