Cross Asset Solutions Structurer

Redstone Search; Paris; Sur place; EUR 60 000 - 100 000; Plein temps

Résumé du poste

An established industry player is seeking a Senior Cross Asset Solutions Structurer to innovate and design customized financial products. In this pivotal role, you will work closely with clients to understand their needs and market dynamics, crafting complex cross-asset solutions that span equities, fixed income, commodities, FX, and derivatives. Your expertise will drive innovation in product offerings while maintaining strong client relationships. If you are passionate about structured finance and enjoy analyzing market trends, this is an exciting opportunity to make a significant impact in a dynamic financial environment.

Qualifications

• 3-7 years of experience in structured finance or product structuring.
• Strong quantitative and analytical skills with proficiency in Excel and VBA.

Responsabilités

• Design and structure complex cross-asset financial solutions for clients.
• Analyze risks associated with cross-asset structures and conduct market research.

Connaissances

Structured Finance

Derivatives

Product Structuring

Quantitative Skills

Analytical Skills

Fluency in English

Knowledge of Python

Knowledge of R

Formation

Bachelor's degree in Finance

Master's degree in Finance

CFA Certification

FRM Certification

Outils

Excel

VBA

Bloomberg

Reuters

Description du poste

Redstone Search Group are leaders in the global provision of search solutions for the international investment market. With coverage of a wide variety of Investment Banks, Boutiques, Brokers, Fund Managers and Investment Houses, Redstone Search Group can offer tailored search solutions in a changing industry. Redstone Search Group are currently working with a Cross Asset Solutions brokerage who are looking to onboard a Senior Cross Asset Solutions Structurer who is responsible for developing and designing customized financial products across multiple asset classes (equities, fixed income, commodities, FX, and derivatives) to meet the unique needs of institutional clients, including hedge funds, asset managers, corporate treasuries, and other financial institutions.

Key Responsibilities / Tasks

• Design and structure complex, cross-asset financial solutions (e.g., derivatives, structured notes, total return swaps, asset-backed securities, etc.) for clients.
• Work with the sales team to understand client needs and market conditions to create innovative and competitive product offerings.
• Analyze and assess the risks associated with cross-asset structures, including market, credit, and operational risks.
• Conduct in-depth market research and analysis across asset classes to identify new trends, opportunities, and risks.
• Partner with sales and relationship managers to maintain strong client relationships and deliver tailored product solutions.
• Present and explain complex cross-asset structures to clients in a clear and comprehensible manner.
• Drive innovation in product offerings by exploring new asset classes, derivative structures, and alternative strategies.

Key Qualifications / Experience

• A Bachelor's or Master's degree in Finance, Economics, Mathematics, Engineering, or a related field. CFA, FRM, or other relevant certifications are a plus.
• 3–7 years of experience in structured finance, derivatives, or product structuring within a financial institution, investment bank, or similar environment.
• Strong background in at least two or more asset classes (equities, fixed income, FX, commodities, etc.).
• Strong quantitative and analytical skills, with proficiency in Excel, VBA, and financial modelling. Knowledge of Python, R, or other programming languages is a plus.
• Familiarity with financial software and platforms (Bloomberg, Reuters, proprietary pricing engines, etc.).
• Fluent in English; French and Spanish are a plus.
• Located in Switzerland.

If you match the job description and are keen on applying for this role, please send us a copy of your resume/cover letter to [e-mail] or submit your application through the Vacancy Form.