Derivative Analyst

Responsibilities -

• Summarize and report daily derivatives transactions
• Communicate the portfolio PnL attribution and key risks to Management on daily basis
• Prepare stress reports on portfolio PnL and portfolio margin
• Calculate impact on portfolio with change in volatility, interest rates and other factors
• Track Indian and Global derivatives markets, prepare daily notes on key observations
• Track daily options volatility, open interest and prepare summary of overall market compared with portfolio positions
• Track Nifty50 stocks, Indian money markets and other global macroeconomic factors
• Track the performance of various algorithmic executions with average performance of overall markets

Essentials -

• Chartered Accountant / CFA / Engineer / MBA Finance
• In-depth knowledge of Futures & Options traded on Indian markets
• Knowledge of structured products, mutual funds and Govt. Bonds
• Strong statistical background and analytical skills
• Advanced knowledge of excel and ability to deal with large data-sets
• Programming skills in C/C++, python are preferred

Experience - 1-3 Years

Education - Chartered Accountants Preferred

Location - Mumbai