GBM - Public Dept-Bengaluru-Vice President-Quantitative Engineering

Job description

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. Qualifications • 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