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Counterparty Credit Risk Methodology Strat, AS

Deutsche Bank

3.0 - 5.0 years

Mumbai, Maharashtra, India

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Position Overview Job Title: Counterparty Credit Risk Methodology Strat Location: Mumbai, India Corporate Title: Associate Role Description You will be joining Group Strategic Analytics (Strats), which combines expertise in quantitative analytics, modelling, pricing and risk management with deep understanding of system architecture and programming. Within GSA, the Counterparty Credit Risk Methodology team is responsible for Deutsche Bank's derivatives exposure engine to simulate exposure profiles for derivatives and securities financing transactions by applying regulatory approved simulation models. The profiles are simulated via Monte Carlo and are the basis to calculate exposure metrics su...

Posted 6 days ago

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