Quant Analyst - Equity

Division Overview:

Global Markets Division: Based in Mumbai, the front-office team which works on a team extension model delivers pricing, modelling and risk management expertise to the Global Markets business. Founded as a centre of excellence, the group leads the way in price discovery and portfolio optimization techniques and is integral to the business' aggressive revenue targets. The team is playing an integral role in structuring, pricing, risk management and new idea generation.

Business Overview:

The AeJ Equity Derivatives Trading Team works with Sales across regions to provide prices to clients on bespoke solutions. The team monitor the risk and the execution of the hedges being done.

Position Specifications: The AeJ Equity Derivatives Trading Team is looking for an experienced professional who can work closely with the Trading in AEJ to support the sales in Europe and US during European hours in order to provide live pricing to client. The role will include as well monitor risk and risk hedging executions during European hours in close collaboration with traders in AEJ. Her/his role will be based in the Powai office.

Experience: 2-4 Yrs

Qualification: B.E/B. Tech from Top Tier Institutes

Role & Responsibilities:

- Performing Equity Exotics Trading Book risk analytics

- Responsible for managing marks like div/repo/fwd/vol/correl

- Responsible for structured product ideation, pricing and execution with target market Europe.

- Transactions execution monitoring at European close.

- Monitor book hedging strategy during European hours in collaboration with AEJ traders across European and US market.

- Connect with Sales force in Europe in order to maximise the franchise value.

- Help design and build robust analytical toolsets - efficient, reusable and scalable solutions for improvement of daily workflow and optimisation of trading strategy

- Self-drive to identify gaps and strengthen current processes and controls

Skills / qualifications:

Mandatory:

- Strong understanding of Equity Derivatives, Structured Product market, greeks and hedging strategy.

- Attention to detail.

- Good market knowledge to know what competitors are offering now. Strong analytical, problem solving, and troubleshooting abilities Ability to work effectively as part of the team

- Good communication skills.

- Very Strong work ethics.

- Ability to multitask and thrive in a fast-paced environment

Desired:

- Strong programming skills Comfort with technology to the extent of helping manage/ design automation infrastructure