Director, Structuring and QIS

Remote (NY-area candidates preferred)
· Greenwich, CT
· Full-time

Salt Financial is a leading provider of innovative index solutions and risk analytics, serving insurance carriers, investment banks, asset managers, and index providers. Our proprietary truVol® Risk Control Engine leverages high-frequency data and modern data science to deliver sophisticated risk management solutions across the fixed index annuity, structured products, and ETP markets. With over $8 billion linked to our indices and partnerships with industry-leading investment banks, asset managers, and index providers, Salt combines cutting-edge technology with institutional-grade infrastructure to power the future of indexing.

Reporting directly to the Chief Operating Officer, the Director, Structuring and QIS will support new product efforts across the annuities, structured products, and ETP landscape—identifying opportunities, shaping methodologies, and working hand-in-hand with our partners at leading investment banks, asset managers, and index providers to bring products to market. This position offers the autonomy and visibility of a senior role without the bureaucracy of a larger company while staying closely engaged with some of the most prominent financial institutions in the market.

We're looking for an entrepreneurial quantitative professional who wants to build, not just maintain.

• Design and launch new index products in collaboration with partner banks, asset managers, index providers, and end clients
• Reconcile and validate calculations with external partners and draft technical documentation supporting multiple index launches on tight timelines
• Produce concept materials, product collateral, and analyses in collaboration with our partners
• Generate ad hoc analyses in response to analytical inquiries from partners and end clients as well as proactive research helping explain recent trends in products and markets
• Build and expand quantitative derivatives pricing models and backtesting tools

• 5+ years of experience in the financial industry, preferably with knowledge of index-based products at an investment bank, asset manager, index provider, ETP issuer or other related firm
• Degree(s) in a quantitative discipline such as mathematics, finance, engineering, economics or other related field
• Solid foundation in one or more of the following areas: equity derivatives, portfolio management, structuring/Quantitative Investment Strategies (QIS), risk analytics
• Direct experience in one of annuities, structured products, or derivative-based ETPs preferred
• Proficiency in Python, Excel, and market data platforms (Bloomberg, Refinitiv, Fact Set) for analysis, backtesting, and quantitative modeling
• Hands-on experience using AI/LLM-based tools (Claude Code, Gemini, Codex, etc.) to build workflows and internal software
• Demonstrated ability to produce high-quality, clear analysis and documentation
• Skilled at explaining complex topics to sophisticated counter parties and breaking the same topics down for a non-expert audience
• New York area candidates preferred but will consider other locations

• Competitive salary and bonus
• Equity incentives
• Remote based
• 401k Plan with Matching
• Generous paid time off
• Life insurance & disability
• Parental leave
• Home office expense offsets