Vice President - Equity Derivatives Exotics Strats

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:

• Developing stochastic models and pricing tools.

• Analysing complex trades and portfolio risks.

• Enhancing trading and hedging infrastructure.

• Leading and developing the Mumbai Exotics Strats team.

Ideal Profile:

• Strong quantitative background.

• Excellent programming skills in C++/Java/Python/C#.

• Solid knowledge of equity derivatives, option Greeks, stochastic calculus, numerical methods, and exotic derivative models.