• Analyst - Equity Exotic Trading - Bank Jobs in Mumbai,India - 25255493

  • Symphoni HR
  • Save Job
  • 1 - 3 Years
  • Posted : above 1 month

Job Description:

Location Mumbai

Shift Starting 6am

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 Bachelors /Masters 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

Responsibilities include

- Trade Support/Capture

- Expiries/Determinations/Fixings

- 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

Profile Summary:

Employment Type : Full Time
Salary : Not Mentioned
Deadline : 30th May 2020

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