4 Swaptions Jobs nearby Vapi

As a Senior Business Analyst with OTC Operations or Projects experience, you will play a critical role in the Funds Change team by contributing to client onboarding or change projects within the Services organization. Your strong analytical skillset will be essential in designing, testing, and validating complex solutions and services for clients and operational teams. Effective communication and networking skills will enable you to cooperate with stakeholders across various seniority levels in Product, Technology, Operations, and Clients. Responsibilities: - Perform process analysis and design solutions to meet client or operational needs - Deliver Business Requirements, prepare BRDs, testing plans, and oversee testing on new system developments - Collaborate closely with business stakeholders, Product, Technology partners, and clients to align vision and strategic goals - Proactively minimize and mitigate implementation and project risks - Challenge the status quo, demonstrate initiative and innovation in proposing solutions - Conduct root cause analysis of common operational issues - Manage client and business ad-hoc queries and requirements - Analyze proposed system changes, ensuring alignment between business requirements and technology deliverables - Contribute to project plans assessing resource requirements and timescales for execution - Participate in Department initiatives and strategic planning - Assist project managers in creating/updating Project Charter, Project Plan, Executive MIS dashboards as needed Qualifications: - 7-9 years of relevant operational experience in Investment Banking Domain - 2-3 years of experience as a Business Analyst in Change Management or operational improvements area - Deep subject matter expertise in OTC Derivatives products and trade lifecycle, Swaption, XCCY Swaps, OIS, FX Swaps, IRS, Non-Deliverable Swaps, CDS, CDX, ETDs - Understanding of Listed instruments like EQ, FIs, FX, Fund Accounting, Collateral Management, and workflow - Experience with complex assets in derivative operations or related project function at Investment Managers or Securities Services operations - Thorough understanding of financial and capital markets - Knowledge of BABOK standard and/or IIBA certification advantageous - Proficiency in English - Ability to work in a fast-paced environment under tight deadlines - Capability to step into project management when required - Excellent communication and stakeholder management skills - Strong analytical skills - Flexible approach and willingness to work in flexible shifts - Knowledge of MS Visio, Power BI, and SQL is an asset - Working knowledge of Derivative Ops within systems like Aladdin, Calypso, or Markit TM advantageous Education: - Bachelor's/University degree or equivalent experience This job description provides a comprehensive overview of the role you will play as a Senior Business Analyst in the Funds Change team. Other job-related duties may be assigned as needed.,

As a Derivatives Analyst at our company located in Mumbai, you will play a crucial role in executing the full production lifecycle for all Derivatives asset types in the APAC region. Your responsibilities will include: - Conducting pre-production analysis, quality checks, and ensuring timely delivery of all Derivatives asset types. - Gathering and analyzing requirements for both vanilla derivatives (IRS, Swaptions, FX and Equity Options, CDS, TRS, Inflation Swaps) and complex/exotic products (Dispersion Swaps, Volatility Swaps, Hybrid Instruments, Exotic Structured Notes). - Supporting client workflow around evaluation pricing to ensure accuracy and responsiveness. To excel in this role, you should have the following qualifications: - Preferred Qualification: CFA/FRM (Pursuing or Completed), Fresher - Bachelor's and/or Masters degree in Finance or related field. - Strong understanding of financial markets and derivative instruments. - Ability to independently research, comprehend, and apply complex financial concepts in real-world scenarios. - Proficiency in Microsoft Excel is a must.,

As a Quantitative Analyst (Desk Quant) in the Front Office Support team at a leading investment banking environment in Bengaluru, your role involves providing front-office desk quant support to CVA/XVA traders. You will actively engage in daily pricing of Interest Rate Swaps, Caps, Swaptions, Cross-Currency Swaps, and Options. Additionally, you will be responsible for developing, implementing, and maintaining quantitative pricing models within the Front Office Quant Library using C++ and Boost libraries. Your expertise in engineering and integrating pricing engines and tools into Excel via C# libraries will streamline trading workflows and improve efficiency. You will also refactor and optimize C++ quant libraries to ensure scalability, maintainability, and alignment with industry best practices. Furthermore, you will lead the validation of Interest Rate CVA CCAR models to ensure compliance with regulatory and governance requirements. Your responsibilities will also include developing and executing regression tests covering Simulation, Trade Valuation, Aggregation, and XVA calculation to enhance model robustness. Implementing Yield Curve Models using bootstrap methodologies in Python for valuation and risk analytics is another key aspect of your role. You will expand asset coverage within the XVA pricing library by integrating new instruments such as Cross-Currency Swaps (XCCY) and collaborate with trading desks, risk management, and technology partners to deliver accurate, timely, and reliable quantitative solutions. **Key Responsibilities:** - Provide front-office desk quant support to CVA/XVA traders, actively engaged in daily pricing of Interest Rate Swaps, Caps, Swaptions, Cross-Currency Swaps, and Options. - Develop, implement, and maintain quantitative pricing models within the Front Office Quant Library using C++ and Boost libraries. - Engineer and integrate pricing engines and tools (e.g., Rate Lock model) into Excel via C# libraries, streamlining trading workflows and improving efficiency. - Refactor and optimize C++ quant libraries, ensuring scalability, maintainability, and alignment with industry best practices. - Lead the validation of Interest Rate CVA CCAR models, ensuring compliance with regulatory and governance requirements. - Develop and execute regression tests (Excel, XML) covering Simulation, Trade Valuation, Aggregation, and XVA calculation to improve model robustness. - Implement Yield Curve Models using bootstrap methodologies in Python for valuation and risk analytics. - Expand asset coverage within the XVA pricing library by integrating new instruments such as Cross-Currency Swaps (XCCY). - Collaborate with trading desks, risk management, and technology partners to deliver accurate, timely, and reliable quantitative solutions. **Qualifications Required:** - 6-12+ years of experience as a Quant/Desk Quant/Quant Developer in a trading or risk environment. - Strong expertise in Interest Rate Derivatives, CVA/XVA pricing, and Monte Carlo simulation techniques. - Advanced programming skills in C++ (Front Office Quant Development - expert level) and Python (model development & prototyping). - Exposure to C#, Java, MATLAB, R, VBA is an advantage. - Proven experience in model implementation, validation, and integration within trading and risk systems. - Strong understanding of curve building, pricing models, and stochastic calculus. - Ability to work in a fast-paced trading floor environment, delivering under pressure with accuracy. - Excellent communication skills for interaction with traders, quants, risk, and governance teams.,

As a Rates Strats VP at Barclays, you will play a crucial role in supporting critical trading desk initiatives across compression, portfolio optimization, and risk analytics for the global Macro business. This position requires a combination of quantitative analysis, technology expertise, and stakeholder management to deliver impactful solutions. **Key Responsibilities:** - Take ownership of established compression and portfolio novation activities - Lead strategic technology projects including Risk and PnL dashboards for APAC trading desks - Collaborate with Trading, Quants, Global Strats, and Technology leadership - Understand Risk system architecture and Trading desk Risk management requirements/processes - Develop trading view dashboards for enhanced PnL attribution, risk bucketing, and risk aggregation - Innovate new processes with the compression team - Gain knowledge of various rates products such as swaps, FRAs, swaptions, XCCY, and FX - Provide pricing analytics and execution support for competitive portfolio auctions - Coordinate portfolio novation and compression cycle with external vendors - Collaborate with colleagues in Trading, Sales, Structuring, Tech, and middle office on ad-hoc projects - Adhere to control processes around trade booking, verification, and reconciliation **Qualifications Required:** - Bachelor's or master's degree in mathematics, Engineering, Computer Science, Physics, Finance, or related quantitative field - Strong academic record demonstrating analytical and problem-solving capabilities - Experience in investment banking, preferably in Rates Trading, Strats, Quant, or Risk roles - Understanding of interest rate products and trading desk operations - Advanced proficiency in Python for data analysis - Experience with API development and integrations - Excellent communication skills (oral/written) - Ability to prioritize, manage large projects, and take ownership of tasks - Aptitude for self-learning - Experience with compression or portfolio optimization - Experience with building user interfaces/dashboards using Dash (Python) and React - CFA, FRM, or equivalent professional certification This role at Barclays offers a great opportunity to develop your expertise in interest rates, bonds, and derivative products. The position is based out of Mumbai. **Additional Company Details:** In this role, you will be expected to contribute to setting strategies, driving requirements, and making recommendations for change. You will also be responsible for managing and maintaining policies/processes, delivering continuous improvements, and advising key stakeholders on functional and cross-functional areas of impact and alignment. All colleagues at Barclays are expected to demonstrate the Barclays Values of Respect, Integrity, Service, Excellence, and Stewardship, as well as the Barclays Mindset of Empower, Challenge, and Drive.,