Analyst- Equity Exotic Trading For a leading global Bank in Mumbai

1 - 3 Years
Mumbai

Job Description

Our client a leading Global Bank in Mumbai is looking for an Analyst with an experience of 1-3 years, for their Equity Exotic Trading Desk. The candidate should have a Bachelor's /Master's Degree in a Quantitative /Numerate Field with working knowledge of Equity Exotics including Hybrids, SNO, Index Derivatives, very good understanding of Option Greeks & Derivative Products with a strong coding expertise in R/Python/VBA.


Responsibilities include:

  • Trade Support/Capture
  • Expiries/Determinations/Fixings
  • Inventory Management/Treasury Unwinds
  • Secondary Market/Indications
  • Creating automated tools and dashboards for the desk to analyze exposures
  • Monitor upcoming autocall /barrier events, send report to trading/sales
  • Track daily price movement in the books vs the market. Analyse the correlation in the movement.
  • Reverse Engineer exotic market quotes from the inter-dealer broker market and maintain a database
  • Send periodic pricing runs together in conjunction with trading and FE desk
  • Track and analyse the hit-ratios for all of the Exotics books
  • Track/Monitor Index changes coming up in the week ahead.
  • Run backtests in Python/R of thematic strategies
  • Optimize stock selection based on simple categories like country, sector, div, realized vol etc
  • Clean historical spot data for corporate actions
  • Check realized vol of strategy as well as dividend yield against benchmark for the purpose of pricing benefit
  • Output regional composition and work out effective dividend taxation

Location: Mumbai

Shift: Starting 6 am


Salary: Not Disclosed by Recruiter

Industry:Banking / Financial Services / Broking

Functional Area:Financial Services, Banking, Investments, Insurance

Role Category:Mutual Funds/Fund Management/Asset Management

Role:Analyst

Keyskills

Desired Candidate Profile

Please refer to the Job description above

Company Profile

Symphoni HR Private Limited

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Recruiter Name:Himanshi Singh

Contact Company:Symphoni HR Private Limited