Analyst​/Associate, QIS Cross Asset Volatility Structurer

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The QIS Structuring Group sits within CIBC Global Markets. This role supports the design and development of Quantitative Investment Strategies (QIS) / systematic indices for Financial Institution and Retail channels, with a focus on delivering innovative, tailored volatility-based solutions. The successful candidate will bring experience in volatility-driven products and strategies and will work closely with partners across Capital Markets to help originate, structure, and commercialize client-focused systematic solutions.

This position offers strong exposure to cross-asset markets and an opportunity to broaden technical and commercial expertise within Global Markets.

• Assist the Structuring Group with their daily activities and administrative tasks, including but not limited to the following:
  • Proactively generate Cross-Asset Derivatives and Quantitative Investment Strategy (QIS) / Systematic Indices ideas for Financial Institutions and other institutional clients, with particular emphasis on volatility-based strategies across multiple asset classes.
  • Research, design, construct and backtest systematic volatility strategies (including signals, portfolio construction, rebalancing, and risk controls), and support commercialization to institutional clients.
  • Quickly and efficiently respond to derivative pricing and structuring requests from Sales and clients; pricing capabilities across multiple asset classes are an asset.
  • Perform market and quantitative analysis in support of new product and index development (e.g., volatility surfaces, skew, correlation, carry/roll-down, liquidity and transaction costs).
  • Knowledge of commodity markets is a strong plus and may be leveraged in cross-asset strategy development.
  • Produce scenario, stress-testing, and performance attribution analysis to support internal review, governance, and client discussions.
  • Create and maintain client-facing materials (e.g., factsheets, pitch content, methodology summaries, trade idea write-ups) in partnership with Sales.
  • Collaborate and partner with other groups in Capital Markets (Sales, Trading, Risk, Legal/Compliance, Operations, Technology, Model Validation) to deliver best-in-class client solutions.
  • Support QIS/index lifecycle processes, including methodology documentation, approvals, periodic reviews, and (where applicable) coordination with calculation agents/vendors.
  • Contribute to process improvement and automation of recurring research and reporting workflows.
• On your own initiative, develop product knowledge through directed or self-directed study. Be prepared to cross train when the appropriate time arises, as suggested by management. Share any developed skills, knowledge, ideas with management and other members of Global Markets. Attend learning sessions hosted by the Continuous Learning Program as required.

• Knowledge of business/economics typically acquired through a university degree and/or a Knowledge of business/economics typically acquired through a university degree and/or a combination of education and industry experience; STEM degrees (Mathematics, Engineering, Physics, Computer Science) strongly preferred.
• Demonstrated experience in derivatives and systematic strategies, ideally with a focus on volatility (e.g., variance/vol swaps, options strategies, dispersion/correlation, carry/roll-down), typically acquired through ~3+ years in structuring, trading, quant, or a closely related role.
• Strong understanding of global financial markets and the drivers of volatility across asset classes (rates, FX, equities, credit and commodities); commodity derivatives knowledge is a plus.
• Working knowledge of derivative pricing and risk (e.g., Greeks, volatility surfaces, smile/skew…