VP - Derivatives Strats

VP Derivatives Pricing Strats

Our client is a leading financial services firm focused on Asset Management, Investment Banking, Wealth Management and Hedge Funds, with offices across the globe. They are expanding their team and hiring for VP Derivatives Pricing Strats role with experience in exotic derivatives and team management. This role requires you to be working closely with sales and trading desks with expertise in python.

Job Responsibilities:

Contribute to the development of our vanilla and structured products platform from product modelling to pricing, ordering, and life cycle events.

Be responsible for accurate internal product representations

Working closely with traders, sales, financial engineers, technologists and global strats team to determine how we onboard new products and price them competitively.

Regular communication with team members in global teams.

Lead, groom, and develop the team in Mumbai

To be eligible for this role you will require:

BE, BTech in Computer Science, MS in Mathematics/Physics/Statistics/ FE) from Tier 1 & 2 institutes along with

Excellent coding in C++, Python or Java.

7-11 years of relevant experience in derivatives pricing model development with strong foundation in stochastic calculus and monte carlo along with product knowledge.

Team Management

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.