GBM - Public Dept-Bengaluru-Associate-Quantitative Engineering

Job Description

Desk Strategist — Synthetics Product Group ( SPG )

Role Summary

A cross-functional desk strat role sitting alongside trading, focused on pricing, risk, automation, and franchise growth.

Responsibilities

• Develop and maintain derivatives pricing models for Equity Swaps, Futures, OTC Equity Derivatives, and structured payoffs. Expand to new underliers and payoff structures.
• Design automated risk management frameworks for Equity, FX, and other exposures.
• Partner with traders on risk management, P&L attribution. Act as the bridge between trading, technology, and risk.
• Drive process improvements across pricing, booking, and risk workflows. Support onboarding of existing/new products and markets.
  
  

• Strong Programming skills is a must.
• Strong academic background in a relevant STEM field (Computer Science, Engineering, Physics or Mathematics)
• Strong interpersonal/communication skills
• Ability to work in a dynamic and fast- paced environment and deliver accurate results quickly
• Ability to solve problems and to explain underlying ideas