What You’ll Be Doing 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. How You’ll Succeed

• 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.

Who You Are

• 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 dynamics, correlation, convexity, funding/financing, transaction costs) and the ability to support timely pricing/structuring requests.
• Strong quantitative skills, including the ability to interpret model outputs, validate results, and communicate assumptions, limitations, and risks clearly.
• Ability to learn quickly, demonstrate competence rapidly, and add value to transactions and client relationships through insight, responsiveness, and sound judgement.
• Confidence and composure in a fast-paced, high-accountability environment; comfortable prioritizing under tight deadlines.
• Strong ability to multi-task, manage time effectively, and adapt to changing priorities while maintaining attention to detail.
• Strong interpersonal and stakeholder-management skills; effective partner to Sales, Trading, Risk, Legal/Compliance, Operations, Technology, and Model Validation.
• Strong written and verbal communication skills, with the ability to create clear client-facing materials and explain quantitative concepts to non-quant audiences.
• Technical skills: Python (preferred) and SQL (asset); familiarity with common analytics/backtesting workflows and data handling best practices.
• Strong problem-solving skills with the ability to work independently, take ownership of deliverables, and drive issues to resolution.
• High standards of professionalism, integrity, and risk awareness, including comfort operating within governance and control frameworks.
• Values matter to you. You bring your real self to work and you live our values 6 trust, teamwork, and accountability.

#LI-TA Conduct and Risk Culture Our CIBC risk culture is based on employees striving to exceed the expectations of ourselves and our leaderships identification and mitigation of risks in their daily responsibilities, not just in quarterly or annual monitoring/assessments. We all are accountable for managing risk. As an employee of CIBC the incumbent must conduct themselves (and foster an environment for others) in a manner consistent with our strong risk culture. This includes:

• Following all aspects of the CIBC Code of Conduct, as well as all applicable CIBC policies, frameworks, guidelines, processes and controls
• At all times acting in accordance with our Purpose and shared values, to achieve our Banks strategic goals
• Understanding and following the qualitative and quantitative components of our Risk Appetite Statements
• Completing all annual Corporate Mandatory Training and Testing modules, as well as any additional business-specific modules, as required and employing the learnings in daily activities and undertakings
• Escalating matters through one of the appropriate channels identified in the CIBC Code of Conduct (i.e., HR, management, Ethics Hotline, Whistleblower, etc.) upon observing activities that may be inconsistent with CIBCs policies, frameworks, guidelines, processes and controls, and where applicable, assist in the resolution of same
• Speaking up if witnessing behaviors that drive poor or unfair outcomes for clients, team members or other stakeholders
• Escalating matters that can result in adverse market practices and outcomes, thereby negatively impacting CIBCs reputation as a leading financial institution

At CIBC, we offer a competitive total rewards package. This role has an expected salary range of $115,000-$185,000 for the New York, NY market based on experience, qualifications, and location of the position. The successful candidate may be eligible to participate in the relevant business units incentive compensation plan, which also may include a discretionary bonus component. CIBC offers a full range of benefits and programs to meet our employees needs; including Medical, Dental, Vision, Health Savings Account, Life Insurance, Disability, and Other Insurance Plans, Paid Time Off (including Sick Leave, Parental Leave, and Vacation), Holidays, and 401(k), in addition to other special perks reserved for our team members. Candidates hired to work in other locations will be subject to the pay range associated with that location. Additional total compensation and benefits details will be provided during the hiring process.