Roles and Responsibilities :
- Develop and maintain derivative pricing models using Python programming language.
- Analyze market data to identify trends, risks, and opportunities for improvement in derivative products.
- Collaborate with cross-functional teams to design and implement new derivatives offerings that meet business objectives.
- Provide expert advice on derivative products to internal stakeholders, including sales teams, traders, and senior management.
Job Requirements :
- 3-8 years of experience in a similar role within the banking industry.
- Robust understanding of derivative pricing concepts, including options, futures, swaps, and other exotic instruments.
- Proficiency in Python programming language with experience working with large datasets.
- Experience analyzing market risk exposure through statistical modeling techniques.
📌 MR Quant FRTB Ramesh (Pune)
🏢 EY
📍 Pune