As a QIS Volatility Structurer, you will be responsible for designing and implementing volatility-based investment strategies within our quantitative investment division. Your primary focus will involve developing and structuring complex volatility products and derivatives to meet the investment objectives of our clients and the organization.
Key Responsibilities:
- Structuring Volatility Products: Design, create, and implement structured volatility products and derivatives that align with client needs and market opportunities.
- Quantitative Analysis: Conduct in-depth quantitative analysis to evaluate and optimize volatility-based investment strategies, utilizing statistical models, mathematical techniques, and programming skills.
- Risk Management: Assess and manage risk exposures associated with volatility strategies, employing sophisticated risk management tools and methodologies.
- Collaboration and Communication: Work closely with quantitative researchers, traders, portfolio managers, and other stakeholders to develop innovative volatility strategies. Communicate complex concepts effectively to both technical and non-technical audiences.
- Market Research and Insights: Stay abreast of market trends, volatility dynamics, and industry developments to identify new opportunities and enhance existing strategies.
Qualifications:
- Master's or Ph.D. in a quantitative discipline such as Mathematics, Finance, Statistics, Physics, or a related field.
- Proven experience in volatility structuring within the financial services industry or quantitative investment Strategies Structuring.
- Proficiency in quantitative analysis, derivatives pricing, and stochastic calculus.
- Strong programming skills in languages such as Python, R, C++, or MATLAB for quantitative analysis and modeling.
- Excellent understanding of financial markets, derivatives, and risk management principles.
- Exceptional analytical, problem-solving, and communication skills.
