Derivatives Valuation Specialist

Key responsibilities

• Responsible for the pricing and valuation of equity derivative products such as variance/ volatility swaps, listed index/ cash equity options, OTC options, etc.
• Involve in the setup of new products, verification of pricing models, and analysis of P&L.
• Enhance operational efficiency and controls by analysing processes and procedures on ongoing basis and implementing new systems and workflow.
• Responsible for publishing and signing off of daily official marks and curves.
• Act as the primary liaison point to resolve all intraday issues for portfolio managers i.e., pricing, position, risk, etc.