Exotic Derivative Strats VP

MASTER MIND CONSULTANCY

Job Location:

Mumbai - India

Monthly Salary: Not Disclosed

Posted on: 30+ days ago

Vacancies: 1 Vacancy

Job Summary

Job Title : Exotic Derivative Strats - VP

Experience : 8-13 Years

Location : Mumbai

Roles & Responsibilities

Develop and enhance exotic and structured derivatives pricing platforms
Build quantitative models and stochastic frameworks for exotic products
Create advanced trading and risk management tools
Automate pricing booking and lifecycle workflows
Analyze complex trades to determine optimal pricing approaches
Monitor and manage portfolio risk exposures
Improve hedging and risk infrastructure
Support decision-making through analytics and tooling
Optimize trading efficiency through automation
Collaborate with traders quants and global teams
Lead and mentor the exotic strats team
Drive innovation in quantitative trading systems

Requisites

Degree in a quantitative discipline (Engineering Mathematics Statistics Financial Engineering or similar)
Strong object-oriented programming skills (Java / C / C# / Python)
Deep quantitative and analytical capability
Knowledge of exotic derivative models
Strong foundation in probability and stochastic calculus
Understanding of numerical methods and PDEs
Familiarity with equity derivatives markets
Knowledge of options futures and swaps

Required Skills:

JavaCalgorithmsExotic Derivative StratsQuantative AnalysisQuantitative AnalyticsPythonStochastic CalculusMathematicsstructured derivatives pricing platformsplatform statsData StructuresAlgorithm DevelopmentEquity DerivativesOption Pricing ModelsFutures TradingSwaps

Job Title : Exotic Derivative Strats - VPExperience : 8-13 YearsLocation : MumbaiRoles & Responsibilities Develop and enhance exotic and structured derivatives pricing platforms Build quantitative models and stochastic frameworks for exotic products Create advanced trading and risk management too...