Analyst - FX Derivatives Quant - IIT

We are looking for IIT 2013 pass outs only having 1 to 2 years of experience in Quant - FX Derivatives with below responsibilities:

- Pricing, risk and trade ideas

- Help price various Fx products including Forwards, Volatility Swaps, Variance Swaps, Dual Range Accruals, Forward Accumulators and Dual/Triple Digitals/Worst offs on excel-vba based pricers for G10 and EM ccys

- Identify patterns in client trades to suggest sales ideas for getting more trades

- Identify patterns and correlations between client trades and market movements to suggest possible hedging and risk positioning strategies for various exposures

- Run EOD and Intraday Risk reports, barrier reports, flash Pnl reports and PnL Explains