Job Title

About the Company Zetheta Algorithms Private Limited is a FinTech start-up which has been recently set up and is developing innovative AI tools.About the Role We are seeking a talented and motivated student intern for a Derivatives Analyst role. This is an extraordinary opportunity for a self-driven, analytically minded student with a passion for derivatives markets and structured products.About the Internship: As a Derivatives Analyst, you will work on analysing derivatives instruments, developing option pricing models, and creating derivatives-based strategies. You will have the opportunity to engage in multiple mini-projects across various derivatives markets. The internship is designed to provide practical exposure to derivatives analysis in a FinTech environment.Key Responsibilities As part of the internship, you will work through a structured set of assignments designed to enhance your understanding of derivatives markets and analysis. Your primary responsibilities will include:Derivatives PricingDevelop option pricing models and frameworksImplement futures contract valuation methodsCreate swap valuation methodologiesBuild models for structured products pricingRisk AnalysisCalculate Greeks for derivatives positionsDevelop Value-at-Risk (VaR) modelsCreate stress testing scenarios for derivatives portfoliosBuild sensitivity analysis frameworksTrading StrategiesDesign options strategies for various market conditionsDevelop futures-based hedging approachesCreate structured product strategiesBuild derivatives-based portfolio overlaysMarket AnalysisMonitor derivatives market trends and developmentsAnalyse implied volatility surfacesResearch derivatives market dynamicsTrack regulatory changes affecting derivatives marketsCapstone ProjectComplete an end-to-end derivatives analysis project including: Strategy development, Risk assessment, Implementation methodology, and Performance evaluationWhat You Will LearnPractical experience with derivatives pricing and analysisRisk management techniques for derivativesStrategy development using options, futures, and swapsQuantitative modelling for derivativesIntegration of derivatives into portfolio strategiesWho Should Apply?Student or fresh graduate from finance, mathematics, or related disciplinesStrong quantitative and analytical skillsUnderstanding of financial markets and derivatives conceptsKnowledge of probability and statisticsWillingness to self-learn and work in a fast-paced environmentInternship Details Duration: Self-paced. Option of 1 month or 2 months within a period of 4 months provided. Type: Unpaid