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