Strategist – Capital Pricing, Structuring & Strategy (FRS)

Overview

A hybrid role at the intersection of quantitative strats work and front-office commercial decision-making, pricing capital- and funding-intensive transactions and building the models, analytics and tooling that make that pricing scalable and repeatable.

What you'll do

• Price capital- and funding-intensive transactions, with a focus on corporate derivatives and structured financing.
• Work with sales, structuring and GCM to structure trades optimally, thinking through client requests, carry profiles and cash flows to make the pricing work.
• Advise business heads on the impact of regulatory and internal resource hurdles, and on optimizing the product footprint to maximize returns.
• Support SFT / GSIB / NSFR optimization; track overborrow, funding inefficiencies and margin concentration, and partner with desks, ops and strats to drive fixes to closure.
• Build tools that automate valuation and risk metrics for repos, stock loans and total return swaps, and for the swaps and options used in pricing capital hurdles.
• Own pricing, reporting and analytical frameworks end to end, including dashboards that track and forecast capital, margin, funding and liquidity metrics for traders and business operators.
• Build a working knowledge of capital, funding and liquidity rules and models, and translate them into analysis the business can act on.
• Partner with technology to deliver robust, scalable, production-ready solutions, and keep communication with GCM, Controllers, Corporate Treasury, Finance, Risk and regional counterparts tight and decision-oriented.

What you'll need

• Bachelor's or Master's in a quantitative discipline: Engineering, Mathematics, Statistics, Physics, Economics or Financial Engineering.
• 2–5 years of experience at an investment bank or similar institution, in a role requiring both programming skills and an understanding of financial products.
• Python (Pandas, NumPy) and strong Excel; clean, maintainable code and reproducible workflows rather than one-off scripts.
• Solid financial mathematics: discounting, curves, derivative valuation and risk sensitivities.
• Working knowledge of derivatives, plus repo / stock loan / SFT, CCP margin, and collateral and liquidity drivers.
• Familiarity with RWA, CCAR, GSIB, NSFR and LCR, and with balance sheet and funding models.
• Ability to summarize complex problems and detailed analysis with clarity and brevity, in writing and in person, for busy stakeholders.
• Ownership and a bias for action; frames ambiguous problems, proposes options with trade-offs, and follows through.
• Integrity in handling confidential information.

Nice to have

• IIT / BITS / ISI or equivalent, or a CFA / FRM.
• q / KDB+, Git, Scala or Java, Power BI or Tableau, or exposure to Data Fabric and other firm data platforms.
• Exposure to XVA or capital and funding valuation adjustments, or to derivative pricing libraries.

Details

• Location: Mumbai, India (onsite/hybrid).
• Level: Associate / Senior Associate (Professional).