Analyst - Equity Exotic Trading - Investment Bank

Analyst - Equity Exotic trading

Looking for a candidate with the Equities trading desk of one of the investment Banking clients in Mumbai.

Jobs Specification as mentioned below :

- Calculating, Analyzing and loading Market risk sensitivities

- Quant Analyics & Risk Management

- Scenario Analysis/Model Calibration/Risk Reporting

- Track and analyse the hit-ratios for all of the Exotics books

- Development of Pricing Models to monitor the daily MTM moves

- Looking for Engineers from premier institutes having technical skills knowledge of C++, VBA, VAR, Advanced Excel, etc.

- Domain Knowledge: Equity Exotics - Hybrids, SNO, Index Derivatives

- Strong understanding in Economics, Econometric, Finance

Madhuri