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).
Valuable 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)
Solid analytical, communication and problem-solving skills.
Ability to work independently in a fast-paced dealing room setting.

📌 Derivatives Back Office Mumbai
🏢 ANANDRATHI
📍 Mumbai