QDS Asia Strats , Senior Manager , Institutional Equity Division
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Protocol Intelligence
Data-driven signals on your job's competitivenessTier-1 brand, Mumbai location, and 4–5 year mid-level requirement produce high candidate competition.
Requires KDB, derivatives, and equities index experience, limiting cross-industry transferability.
Mandatory 4-5 years, Python and KDB, derivatives expertise and quantitative degree make shortlisting highly strict.
Job Description
Structured overview of role & requirementsAbout This Role
Support client flows for vanilla and exotic derivatives including pricing, execution, trade booking, reconciliation, and documentation.
Manage trade lifecycle activities such as amendments, cancellations, booking breaks, and operational follow-ups.
Develop and improve desk efficiency through scalable tools and workflow automation using Python and Excel/VBA.
Minimum Requirements
Degree in quantitative discipline (BE, BTech, MS in Maths/Statistics/Financial Engineering).
4-5 years' experience in Index/Quant Research and equities/multi-asset indices analytics.
Strong understanding of financial markets with mandatory knowledge of derivatives.
Proficiency in Python and KDB is mandatory.
Ideal Candidate Profile
Experience in equity derivatives markets, including options trading strategies and structured products.
Proven ability in building analytical and automation tools to streamline workflows in a sales & trading environment.
Strong written and verbal communication skills with a track record of preparing marketing materials and trade ideas.