Role & responsibilities

- Monitor daily derivative trades and ensure accurate capture, validation and reconciliation.
- Prepare daily reports on positions, MTM/P&L;, margin utilisation, delta exposure and key risk metrics.
- Track live exchange margins (SPAN, Exposure, ELM, Peak Margin, ASM etc.) and coordinate timely funding.
- Monitor option Greeks and support risk monitoring for hedging portfolios.
- Perform beginning-of-day and end-of-day position reconciliation with brokers/exchanges.
- Prepare rollover, expiry and settlement reports.
- Coordinate with Front Office, Risk, Treasury, Finance, Compliance and Clearing Members.
- Investigate and resolve trade breaks and reconciliation exceptions.
- Develop and automate MIS using advanced Excel; VBA/SQL preferred.

Essential Skills & Competencies

- Strong knowledge of NSE/BSE Equity Derivatives (Futures & Options).
- Good understanding of exchange margins, trade lifecycle and risk reporting.
- Knowledge of option Greeks (Delta, Gamma, Vega and Theta) will be preferred.
- Advanced Microsoft Excel (Pivot Tables, Power Query, Lookups)
- Strong analytical, communication and problem-solving skills.
- Ability to work independently in a fast-paced dealing room setting.

📌 Derivatives - Back Office (Mumbai)
🏢 ANANDRATHI
📍 Mumbai