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Elara Capital , Associate , Derivative Research

  • 2-6 yrs
  • Not Disclosed

Job Description

Job Summary :, Special situation arbitrage : Open offer, buy back, delisting, merger, de,merger etc. Predicting acceptance ratio based on shareholding distribution. If stock listed in futures segment, then also giving heading strategy for unaccepted portion. , Index management : MSCI and Nifty. Trying to predict inclusions,exclusions before actual announcement and playing the trade ahead of market participants., Pair trades : Sector neutral trades (system driven short term trades). Cross sectors,Fundamental pairs (medium term backed by fundamentals, triggered by quant models)., Rollover analysis : Tracking roll activity along with spreads. Highlighting stocks witnessing best and worst rolls v,s history. Trying to play short term trades based on immediate sentiments which are reflected through roll spreads., Options Activity : Strike wise OI,Volume distribution, IV changes, playing Vol skews & horizontal,vertical spreads, multi,leg strategies etc.