Exotics Strats Associate and VP Mumbai

Exotics Strats VP | Mumbai

Lead the Equity Derivatives Exotics Strats function in Mumbai, supporting the development, pricing, risk management, and automation of vanilla and complex structured equity products. The role combines quantitative modelling, derivatives expertise, and software engineering to build trading and risk-management solutions, improve pricing and booking workflows, and support exotic/hybrid products.

Key responsibilities include developing stochastic models and pricing tools, analysing complex trades and portfolio risks, enhancing trading and hedging infrastructure, and leading and developing the Mumbai Exotics Strats team.

Ideal candidates will have a strong quantitative background, excellent programming skills in C++/Java/Python/C#, and solid knowledge of equity derivatives, option Greeks, stochastic calculus, numerical methods, and exotic derivative models.