Anand Rathi - Analyst - Derivatives

Derivatives 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