Associate - Listed Derivatives & Markets Clearing Desk - Investment Bank - IIT/NIT

JOB DESCRIPTION:

Job Title: Associate

Location: Mumbai

Exp : 4-8 yrs

ROLE RESPONSIBILITIES

Perform quant driven development for Listed Derivatives and Markets Clearing desk

SABR volatility calibration for OTC products and comparison with Listed Markets

Initial Margin calculation for Rates products for different clearing houses.

Pricing & Risk calculation for trades and portfolios for different asset classes

Data analytics on client data (PnL, Revenue, Exposure etc) to present to senior management.

TECHNICAL SKILLS

Strong educational background in Engineering/Science (IIT/NIT candidates)

Strong analytical skills with basic knowledge of Numerical techniques and applied econometric

Basic knowledge of Derivatives Pricing & Risk calculation, VaR

Strong programming skills in at least any one of C/C++, Java, Python, MatLab etc

Basic knowledge in Web-based technology will be a plus.