Role: Exotic Derivatives Strat / Quantitative Analyst
Our client, a leading global services firm with a prominent presence in investment banking and wealth management, is seeking an experienced AML Senior Manager for its Fund Services division in Mumbai. The AML Senior Manager will act as the primary contact for all AML-related matters, ensuring strict adherence to anti-money laundering regulations and internal policies.
Primary Responsibilities
Strategists partner with traders and sales to drive revenue generation, focusing on quantitative modeling, risk analysis, and innovative product structuring. For the Exotic Derivatives team, the role emphasizes:
- Building cutting-edge tools for trading and risk management of equity derivatives.
- Implementing stochastic processes to value exotic hybrid securities and maintaining model libraries.
- Conducting analysis on complex trades to assess optimal pricing methods.
- Managing and analyzing risks of existing positions in the trading book.
- Developing automation solutions for pricing, booking, and risk management.
- Enhancing hedging infrastructure and tooling for exotics trading.
- Collaborating with global teams (Europe & New York) for cross-regional initiatives.
Skills & Qualifications (Essential)
- Advanced degree in a quantitative discipline (Engineering, Applied Mathematics, Physics, Software Engineering, etc.).
- Strong quantitative and mathematical foundation with knowledge of Exotic Derivative models a strong plus.
- Excellent programming skills in object-oriented languages (Java/Python/C++), ideally within a front-office environment.
- Solid knowledge of:
- Probability
- Numerical Analysis
- Stochastic Calculus
- Approximation Theory
- Partial Differential Equations
- Strong communication skills (written & verbal English).
- Self-motivation, drive, and ability to thrive in a fast-paced, team-oriented environment.
“Please note that due to the high number of applications only shortlisted candidates will be contacted. If you do not hear from us in the next 5 business days, we regret to inform you that your application for this position was unsuccessful.“