Group Strategic Analytics Quantitative Strategist Valuation Control AVP

Role Overview: You will be joining the Valuation Control (VC) Strats team as a Group Strategic Analytics Quantitative Strategist at the AVP level in Mumbai, India. Your primary responsibility will be to support the bank's Valuation Control function by ensuring correct fair value reporting, appropriate reserving, and regulatory capital calculation for the bank's financial instruments. You will collaborate with Valuation managers and FO Quant globally to enhance valuation processes and methodologies. Your role will involve understanding Independent Pricing Verification, Reserves & Prudent valuation processes and implementing solutions in Python programming language. Additionally, you will be responsible for stakeholder relationships, team development, and support globally and locally. Key Responsibilities: - Automate and optimize the valuation control process - Develop quantitative solutions and methodologies for reserves and prudent valuation - Enhance and maintain the framework to measure valuation risk across the bank - Design automated solutions in Python that are scalable and optimized - Remediate regulatory and internal findings related to the valuation control business - Coordinate with stakeholders to gather information and understand business problems - Develop libraries in Python to provide solutions to the business Qualifications Required: - 7+ years of relevant experience with a strong background in MFE/MBA in Finance/Engineering/Mathematics/Quantitative Statistics - Proficiency in programming in Python and programming concepts (Class, Pointers, Data structure stacks, queue) - Good product knowledge of derivatives and pricing in at least one asset class (Equity, Credit, Rates, FX, Commodities) - Experience in valuation models and pricing techniques - Market risk, Middle office, Valuations background with subject matter expertise in one of the three disciplines - Excellent communication skills, attention to detail, analytical, problem-solving, and critical thinking skills - Ability to work under pressure and tight timelines - Track record of working in Projects and supporting Production environment simultaneously - Certification such as FRM, CFA, or CQF is preferred Additional Details: The Group Strategic Analytics team at Deutsche Bank combines expertise in quantitative analytics, modeling, pricing, and risk management with a deep understanding of system architecture and programming. The team's primary output is a scalable Front Office pricing and risk management system with consistent interface to both the Middle Office and Back Office. The team ensures consistency in analytics and technology platform to prevent arbitrage within the bank and rational allocation of resources. (Note: The company website for further information: https://www.db.com/company/company.htm),