QDS Asia Strats , Sr Manager , Institutional Equity Division
Morgan Stanley · Mumbai · onsite · Posted 30d ago
Undisclosed4–5 yrsfulltimeSourced from
About a minute. You'll make an account on the way through.
About this role
Primary Responsibilities
Skills required (essential)
Disclaimer: This job posting has been aggregated from external source. Role details, content, and availability are subject to change. Applicants are advised to confirm the latest information directly on the company website before applying.
The Quantitative and Derivative Strategies Group (QDS) provides investment strategies and quantitative models and bespoke strategies for external clients and the sales desk. We are looking for proactive, self-starting individual to be part of QDS Asia group. This is a challenging role and offering exposure to an interesting, dynamic product group and work environment to build your career in. The role also offers a unique opportunity of exposure to financial analysis across varied industries/sectors combined with working on Sales Trading related activities for the desk. The role covers both delta one basket and derivatives support -
Responsibilities for this role would involve:
- Coordinate with sales to support client flows across vanilla and exotic derivatives, from pricing, execution to trade booking, reconciliation, trade documentation drafts.
- Manage trade lifecycle (amends/cancels, booking breaks, operational follow-ups).
- Manage basket maintenance - including index/basket rebalance coordination, implementation checks, corporate action impacts etc.
- Provide daily analytical support for flow, market, trend analysis through data extraction, process, feed etc.
- Maintain tracking/monitoring of thematic/factor/regional baskets, including relative performance and key drivers. Assist in the construction of baskets and index.
- Drive ad-hoc system/workflow projects to improve desk efficiency, automation, repeatability, and error reduction in daily outputs.
- Build scalable tools (Python; Excel/VBA where relevant) to streamline reporting, analytics, and operational workflows.
Office Timings: 06 AM - 03 PM
Skills required (essential)
- Degree with quantitative discipline (BE, BTech, MS in Maths/Statistics/Financial Engineering).
- 4-5 years prior exposure to Index/Quants Research and equities/multi asset indices analytics is important.
- Coursework/Strong understanding in Finance Market, (Derivatives Knowledge must)
- Excellent written and verbal communication skills/Ability to express ideas via writing. Prior track record in writing marketing material/trade ideas for wider distribution will be advantageous.
- High level of attention to detail.
- Proficiency in Python KDB (both mandatory).
In addition, the candidate should have theoretical or practical understanding of -
- Options and their behavior over time
- Basic options trading strategies
- General behavior of Equity Derivatives markets - Flow and Structured Products
Disclaimer: This job posting has been aggregated from external source. Role details, content, and availability are subject to change. Applicants are advised to confirm the latest information directly on the company website before applying.
Sourced from naukri
Skills
data extractionAutomationENTimequity derivativesAnalyticsconstructionExpress.jsEquitiesKDBfinancingCommunication SkillsInvestment StrategiesHedge FundsEquityfinancial analysisEmployee BenefitsFinancial Marketsfinance
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