Derivatives Pricing Analyst

Hi,

Role - Associate Equity Structuring

Skills - Derivatives Pricing, Exotic products

Exp - 3 to 5 years

Working in close tandem with global trading desks facing dynamic markets and aggressive deadlines

Pricing FX / Rates OTC derivative structured products

Understanding and implementing the state-of-the-art pricing models in variable scenarios

Work in close collaboration with the global teams to help develop and validate pricing models for the new business

Pre-trade modelling, strategy selection, monitoring, performance analysis

Integration with trading systems and execution channels

Suggest and actualize innovative product designs and trading ideas

Risk modelling optimal portfolio construction for clients