A leading global financial services firm seeks a proactive individual to join their India team, working closely with the Hong Kong Financial Engineering group. This role focuses on pricing complex derivatives and providing analytical support for trading activities.
Key Responsibilities:
- Price complex derivatives products (autocallables, exotic options, hedging solutions).
- Conduct scenario analysis and historical performance back testing for potential trades.
- Perform pre-quote analysis and hedging robustness testing.
- Develop pricing models for non-standard payoffs.
- Update marketing materials (product backtests and pricing).
- Communicate regularly with trading, strategy, and sales teams.
Qualifications & Skills Required:
- 2+ years of relevant experience in derivatives pricing or financial engineering.
- Quantitative degree (BE, BTech, MS in Math, Statistics, or Financial Engineering) from a top-tier institution.
- Strong knowledge of equity derivatives, structured products, and option Greeks.
- Proficiency in programming languages (Python, VBA, R, or Matlab) and financial data analysis.
- Progress towards CFA is preferred.
- Understanding of option Greeks, derivative products (swaps, options, etc.), and equity derivatives markets.