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.
- Trade Support/Capture
- 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
Shift: Starting 6 am
Salary: Not Disclosed by Recruiter
Role Category:Mutual Funds/Fund Management/Asset Management
Desired Candidate Profile
Symphoni HR Private Limited
Recruiter Name:Himanshi Singh
Contact Company:Symphoni HR Private Limited