Analyst/Associate, QIS Cross Asset Volatility Structurer

Proactively generate Cross-Asset Derivatives and QIS/Systematic Indices ideas, especially volatility-based strategies.,Research, design, construct, and backtest systematic volatility strategies (signals, portfolio construction, rebalancing, risk controls) and support commercialization.,Respond efficiently to derivative pricing and structuring requests from Sales and clients across multiple asset classes.,Perform market and quantitative analysis for new product/index development (e.g., volatility surfaces, skew, correlation, carry/roll-down, liquidity, transaction costs).,Produce scenario, stress-testing, and performance attribution analysis.,Create and maintain client-facing materials (factsheets, pitch content, methodology summaries).,Collaborate with Capital Markets groups (Sales, Trading, Risk, Legal/Compliance, Operations, Technology, Model Validation).,Support QIS/index lifecycle processes, including documentation, approvals, reviews, and coordination with calculation agents.,Contribute to process improvement and automation of research/reporting workflows.,Develop product knowledge and cross-train as appropriate.,Share skills, knowledge, and ideas with management and Global Markets team members.,Attend Continuous Learning Program sessions.

University degree in business/economics or related field, with STEM degrees (Mathematics, Engineering, Physics, Computer Science) strongly preferred. Demonstrated experience (~3+ years) in derivatives and systematic strategies, ideally with a focus on volatility (e.g., variance/vol swaps, options strategies, dispersion/correlation, carry/roll-down) in structuring, trading, quant, or related roles. Strong understanding of global financial markets and drivers of volatility across asset classes (rates, FX, equities, credit, commodities). Working knowledge of derivative pricing and risk (e.g., Greeks, volatility surfaces, smile/skew dynamics, correlation, convexity, funding/financing, transaction costs). Strong quantitative skills, ability to interpret model outputs, validate results, and communicate clearly.

Bachelor's Degree

Must be legally eligible to work at the specified location(s) and, where applicable, must have a valid work or study permit.