Our client, a rapidly growing Financial Services company is setting up a recent fund launch. They are seeking a sharp, data-driven Derivatives Analyst to join their investment desk.
This role bridges quantitative analysis, strategic trade ideation, and strict risk compliance within the Indian F&O; framework.
What You Will Do
- Alpha Generation: Scrutinise live futures and options data—including volatility smiles, skew, roll dynamics, and open interest—to build actionable trade setups.
- Quantitative Modeling: Design and update robust internal models to track portfolio Greeks, evaluate payoff structures, and simulate severe market stress tests.
- Trade Orchestration: Partner closely with execution dealers to ensure smooth, efficient order routing and optimal fill prices.
- Risk & Compliance Guardrails: Act as the first line of defense by tracking daily margins,
leverage utilization, and asset-liability metrics against regulatory frameworks.
- Operational Liaison: Oversee middle-office workflows, trade reconciliation, and management reporting (MIS) alongside risk, compliance, and clearing partners.
Profile We Are Looking For
- F&O; Domain Expertise: Strong grasp of derivative instruments, arbitrage mechanisms (cash-vs-futures), and advanced multi-leg option strategies.
- Regulatory Sharpness: Solid understanding of exchange-level position limits, peak margins, and asset management compliance rules in India.
- Agility: A proactive mindset ready to adapt processes as the investment desk scales ahead of the fund launch.