Your question is Model Seasonality in Financial Time Series. Take a moment with it on the right.
Talk me through your thinking if you like. When you're confident, submit your answer and I'll grade it like a real screen (7/10 or better passes).
Describe your approach to modeling seasonality in financial time series.
Discuss how you would identify seasonal structure, engineer features, select a model, and validate it without look-ahead bias. Include how your approach would differ for prices, returns, volatility, and multiple instruments.