Cross-Asset Product Structurer - Global Markets

The Cross‑Asset Product Structurer will sit within the Global Markets business, responsible for designing, structuring and pricing innovative solutions across asset classes (rates, FX, credit, equity and hybrids) for institutional and corporate clients. The role works closely with Sales and Trading to deliver solutions‑driven products that meet client investment, hedging and financing needs while ensuring robust risk, regulatory and profitability metrics.

• Design and structure bespoke cross‑asset products and strategies (including derivatives, structured notes and OTC solutions) to address client investment and risk‑management objectives.
• Provide timely, competitive pricing and scenario analysis for cross‑asset trades, leveraging internal pricing models and market data.
• Partner closely with Sales to originate, pitch and execute client solutions, including preparing term sheets, marketing materials and trade ideas.
• Work with Trading to optimise product design, hedging strategies and lifecycle management for structured transactions.
• Generate innovative product ideas and cross‑asset themes, based on market views, client feedback and competitor trends.
• Conduct quantitative analysis, back‑testing and payoff modelling to assess product performance under different market scenarios and stress tests.
• Ensure all products comply with internal risk, legal, tax, accounting and regulatory requirements, coordinating with Risk, Legal, Compliance, Operations and Finance as needed.
• Monitor existing transactions and client portfolios, identify restructuring or unwind opportunities and support post‑trade requests.
• Contribute to platform and tooling enhancements (pricing tools, documentation templates, analytics) to improve scalability and time‑to‑market.

• Bachelor’s or Master’s degree in Finance, Financial Engineering, Mathematics, Statistics, Physics, Engineering or a related quantitative discipline.
• Minimum 4 years of relevant experience in product structuring, derivatives pricing, quantitative solutions or closely related roles in Global Markets (e.g. equity derivatives, rates or FX structuring).
• Proven track record in innovative product structuring and pricing across at least one major asset class; cross‑asset exposure strongly preferred.
• Solid understanding of derivatives payoffs, valuation and risk measures (e.g. Greeks, scenario and stress testing) and familiarity with market conventions.
• Strong analytical and quantitative skills, with experience using pricing libraries and tools; programming skills (e.g. Python, VBA, C++) are an advantage.
• Excellent communication and presentation skills, with the ability to explain complex structures clearly to sales, traders and clients.
• Fluent in English and Mandarin (spoken and written); additional Asian language skills a plus.
• High attention to detail, strong sense of ownership and ability to deliver under time pressure in a fast‑paced markets environment.

• Client‑focused mindset with a solutions‑driven approach.
• Strong team player able to collaborate effectively with Sales, Trading and Support functions across regions.
• Proactive, creative and intellectually curious, with a passion for markets and product innovation.