Associate, Equity Derivatives & QIS Structuring
Core
Design, structure, and maintain Quantitative Investment Strategies (QIS) indices and equity-linked structured products for institutional and retail clients.
Role type
Associate, Equity Derivatives & QIS Structuring
Builds
QIS indices, equity-linked structured products (market-linked notes, CDs), and associated pricing tools.
Domain
Financial Services / Capital Markets / Derivatives
Deliverable
product features
Required skills
Quantitative finance, Python programming, derivative payoff analysis, risk-return profiling, product lifecycle management, market structure understanding, QIS index design, structured product structuring
Preferred skills
Machine learning techniques, alternative data integration, volatility products expertise (variance swaps, dispersion, gamma, skew, carry), institutional/retail distribution experience, product approval coordination
Technologies
Python
Responsibilities
Research and develop new quantitative investment strategies and index solutions; Build tools to support QIS index design and platform digitalization; Structure, price, and execute equity-linked structured products; Analyze derivative payoffs and hedging considerations; Generate and evaluate new product ideas and payout structures; Partner with Sales and Trading teams to tailor solutions to client objectives; Prepare marketing materials and market updates; Monitor and analyze performance across systematic strategy offerings.
Seniority
Associate, entry-level IC
