AVP, Quant Strategist, Equity Derivatives, Global Financial Markets

Responsibilities: 

- Work closely with senior traders, quants, and tech teams to research, develop and implement position & risk management tools to perform real-time P&L calculations, risk attribution, and scenario analysis
- Assist in development and testing of option trading & hedging strategies
- Assist in monitoring & risk managing desk’s positions
- Actively perform research on industry best practices, analyse and drive improvements in desk’s trading & risk management capabilities.
- Conduct market research and risk analysis on equity and index volatility, skew, term structure, and correlation dynamics

Requirements:

- Masters or PhD in a quantitative field is preferred
- Prior experience in related domain is advantageous although not mandatory
- Confident programming skills in Python or C++, proficiency in Excel & VBA
- Good understanding of volatility modelling, numerical methods (e.g., Monte Carlo simulation, PDE methods), and practical pricing challenges.
- Experience with statistical modeling, time-series analysis, and regression techniques.
- Excellent analytical and problem solving skills are essential; Strong communication skills and intellectual curiosity are important assets.

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