Looking for IIT graduates with 1-3 years experience. (2006/2007/2008 passouts) The proposed role will support Trading by developing risk reporting tools and reports for core markets and exotics.

Responsibilities include: Running and maintaining customized IR delta, IR vega, IR gamma Risk reports for entire of rates books across, Europe, Asia, Americas and Australia. Ensuring that these reports are comprehensive and accurate by improving the efficiency of the process and keeping the book list up to date. Setup risk reports like FX exposure ,Spread-Delta and Basis Risk, which are very critical for the current market situation. These reports help the senior management have a better understanding of positions across the above mentioned locations Setting up and calibrating vols across asset classes — IR, FX and Equity to be used by various rates and equity exotics desks Helping the Hybrid desk move some trades from an exotic pricing model to a vanilla model by analysing the stability of various risks and then set up the various market data objects required for this transition This has to be done on a trade by trade basis Improve the functionality of the FX Autohedger by expanding the underlyings and making the algorithm more efficient

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