GBM Public Dept-Bengaluru-Vice President-Quantitative Engineering

Desk Strategist Synthetics Product Group ( SPG )

Role Summary

A cross-functional desk strat role sitting alongside trading focused on pricing risk automation and franchise growth.

Responsibilities

• Develop and maintain derivatives pricing models for Equity Swaps Futures OTC Equity Derivatives and structured payoffs. Expand to new underliers and payoff structures.
• Design automated risk management frameworks for Equity FX and other exposures.
• Partner with traders on risk management P&L attribution. Act as the bridge between trading technology and risk.
• Drive process improvements across pricing booking and risk workflows. Support onboarding of existing/new products and markets.

Qualifications

• Strong Programming skills is a must.
• Strong academic background in a relevant STEM field (Computer Science Engineering Physics or Mathematics)
• Strong interpersonal/communication skills
• Ability to work in a dynamic and fast- paced environment and deliver accurate results quickly
• Ability to solve problems and to explain underlying ideas