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Job Summary:

We are seeking a Structuring Quantitative Analyst / Programming Analyst to support the design, development, and implementation of systematic investment strategies, QIS indices, and structuring models for a Global Investment Bank. The role involves close collaboration with structuring, trading, sales, research, and technology teams to transform investment ideas into robust, rule-based, and scalable quantitative strategies. The ideal candidate will join our Romania-based team, working collaboratively with our colleagues in India and with the client across its global locations.

The position is open to candidates aligned with either:

• Fixed Income / Multi-Asset Structuring.

• Equity Volatility Structuring.

Key Responsibilities:

• Design, implement, and maintain systematic investment strategies, QIS indices, and structured product underlyings.

• Translate investment themes into clear, rule-based quantitative logic suitable for client and product usage.

• Build and maintain structuring models, backtesting frameworks, analytics, and automation tools.

• Perform large-scale data analysis, validation, and performance attribution.

• Support new product launches, enhancements, and ongoing lifecycle management.

• Ensure models and strategies adhere to robust governance, documentation, and risk standards.

• Collaborate with structuring, trading, sales, risk, legal, and technology teams across regions.

Technical Skills & Profile Requirements:

Fixed Income / Multi-Asset Oriented

Candidates aligned to these profiles should demonstrate:

• Strong knowledge of Fixed Income markets and systematic investment strategies.

• Practical understanding of:

-Futures.

-Interest Rate Swaps.

-FX and FX Forwards.

-Swaptions (conceptual and practical understanding).

• Familiarity with rates, curve dynamics, carry/roll-down mechanics, and macro-driven strategies.

Equity Volatility Oriented:

Candidates aligned to this profile should demonstrate:

• Strong knowledge of Equity Volatility markets and systematic volatility strategies.

• Understanding of:

-Option pricing concepts and volatility surfaces.

-Variance, volatility risk premia, and option-based payoff structures

-Delta-hedging principles and volatility carry dynamics

• Experience with volatility-targeting, option overlays, or structured equity strategies is highly desirable.

Skills Common to All Profiles:

• Experience in QIS / index strategy development.

• Strong programming skills in Python, including data analysis and model development.

• Ability to work with large datasets and perform rigorous quantitative analysis.

• Experience building or maintaining:

-Structuring models.

-Backtesting and simulation frameworks.

-Automation and analytics tools.

• Strong understanding of:

-Portfolio theory.

-Investment processes.

-Asset return drivers.

-Financial markets and risk concepts.

• Fluent in English (written and verbal).

Preferred Qualifications:

• 4+ years of experience in Global Markets, Asset Management, Structuring, or systematic strategy roles.

• Quantitative academic background in Finance, Mathematics, Physics, Engineering, or a related field.

• Exposure to structured products, indices, or systematic strategies used in institutional or client-facing contexts.

Disclaimer: The above job description serves as an informative reference for the tasks you may be required to perform. However, it does not constitute an integral component of your employment agreement and is subject to periodic modifications to align with evolving circumstances.

Please Note: We appreciate the accuracy and authenticity of the information you provide, as it plays a key role in your candidacy. As part of the Background Verification Process, we verify your employment, education, and personal details. Please ensure all information is factual and submitted on time. For any assistance, your TA SPOC is available to support you.

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