Quantitative Strategist Associate Deutsche Bank

7.0 - 9.0 years

0 Lacs

mumbai, maharashtra, india

On-site

Position Overview In Scope of Position based Promotions (INTERNAL only) Job Title: Quantitative Strategist Associate Location: Mumbai, India Role Description The Strategic Production and Analytics of Risk function within Group Strategic Analytics is principally responsible for daily analysis and control of various market risk metrics onboarded to bank's strategic platforms. The role involves analysis of various market risk metrics including VaR / SVaR, Economic Capital, Market Risk CCAR, charges under Standardised Approach, IMA Approach (Default Risk Charge and Risk Theoretical PnL) and Credit Valuation Adjustment (CVA) under FRTB regulations. You will work with Market Risk Managers, FO Quan...

Posted 2 weeks ago

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Quantitative Strategist Associate Deutsche Bank

7.0 - 9.0 years

0 Lacs

mumbai, maharashtra, india

On-site

Quantitative Strategist Associate Position Overview In Scope of Position based Promotions (INTERNAL only) Job Title: Quantitative Strategist Associate Location: Mumbai, India Role Description TheStrategic Production and Analytics of Risk function within Group Strategic Analytics is principally responsible for daily analysis and control of various market risk metrics onboarded to bank's strategic platforms. The role involves analysis of various market risk metrics including VaR / SVaR, Economic Capital, Market Risk CCAR, charges under Standardised Approach, IMA Approach (Default Risk Charge and Risk Theoretical PnL) and Credit Valuation Adjustment (CVA) under FRTB regulations. You will work w...

Posted 3 weeks ago

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Risk Engineer Business Analyst Crisil

3.0 - 7.0 years

0 Lacs

pune, maharashtra

On-site

As a Market Risk Team Lead, your role involves leading a team of 2-3 analysts. You will be responsible for assigning tasks, providing mentorship, and escalating any issues related to Market risk processes. Your key responsibilities include: - Generating reports and monitoring VaR limits - Observing risk measures and taking corrective actions - Developing and performing reconciliations and DQ checks using Python and SQL - Performing UAT testing on data post-implementation of changes - Onboarding and maintaining time series data for risk measure calculations - Helping optimize processes to reduce turnaround time in the daily signoff process Qualifications required for this role include: - Expe...

Posted 3 weeks ago

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