AVP - Structuring & Pricing Equity Derivative - Bank

o Understanding payoff of structured products (Exotic Options like Auto-callables, Equity Linked Notes, Basket Options, etc) and having the ability to understand the greek profile of various exotic option structures. To be able to use various in house models to price them in a relatively short time to meet the demand from Sales during live market.

o Ability to run various pricing engines via Python to make the pricing process further efficient

o Providing support to the traders on an adhoc basis on daily trade life cycle activities like monitoring impact of corporate actions on QIS business, updating PNL generated for the day etc for Exotic Options

o Ownership of Factsheets, MTM and position reports and analytics for client and other teams - ensuring timely deliver with accuracy and efficiency

o Provide term sheet and stress tests once the trades/strategies have been executed.

Stakeholder Management and Leadership

o The candidate would have to interact with counterparts in London/ New York. The candidate would have to work with the structuring and trading teams to understand the requirements, create the analytics, identify the opportunities and communicate the same to the desk.

o Ability to prioritize different responsibilities and guide junior team members to deliver their work

Decision-making and Problem Solving

o The candidate will have to be proactive in identifying issues and getting them resolved by aliasing with various stakeholders

o The candidate needs to work on several time sensitive activities and hence is required to be meticulous and efficient

- Risk and Control Objective [This section is mandatory for all role profiles and must not be deleted]

- Ensure that all activities and duties are carried out in full compliance with regulatory requirements, Enterprise Wide Risk Management Framework and internal Policies and Policy Standards.

Skills and Qualification

o Good knowledge of Equity Derivatives and Indices - their pricing and risk profiles - MBA/ CFA preferred

o Strong Analytical and Quantitative ability

o Eye for Detail - Need to make sure all corporate actions are incorporated. Any missing prices are update

o Good Programming skills including Excel/VBA and Python to focus on automation and efficiency generation

o Strong co-ordination skills to manage multiple tasks

o Flexible to work long hours

o Excellent communication skills (oral/written) and good written/presentation skills

o Proactive in nature. Should be able to demonstrate a self-starting attitude