Quantitative Strategist Senior Analyst

 
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In Scope of Position based Promotions (INTERNAL only)
Job TitleQuantitative Strategist Analyst
LocationMumbai, India
Role Description
Group Strategic Analytics : Analytics and technology are seen as central to all the main units of the bank, including Investment Bank, Corporate Bank and to Risk and Control functions. The Strategic Analytics team combines expertise in quantitative analytics, modelling, pricing and risk management with deep understanding of system architecture and programming. The primary output is a scalable and flexible Front Office pricing and risk management system with consistent interface to both the Middle Office and Back Office. The consistency in analytics and the technology platform ensures that no arbitrage can exist between various parts of the Bank as well as rational allocation of constrained resources, including risk budget, balance sheet, funding, and capital.
What well offer you

100% reimbursement under childcare assistance benefit (gender neutral)

Sponsorship for Industry relevant certifications and education

Accident and Term life Insurance

Your key responsibilities
Valuation Control Strats:
The candidate is required to work in collaboration with London/New York/Berlin team on various quantitative and regulatory driven projects. Candidate is required to understand the business problem, gather information required for the implementation and provide an end-to-end optimized solution on a scalable platform. Implementation of the project needs to be done in Python programming language. Candidate should possess a very good English communication skill in order to coordinate and communicate work effectively with various stakeholders spread across globe.ROLE RESPONSIBILITIES

Development of complex processes, framework or risk analysis as well as improvements

Implement, enhance and maintain existing framework to measure market risks across the bank

Understand and decipher business problem to convert into manageable smaller problem statements

Coordinate and gather information from various stakeholders for deeper understanding of the business

Design an automated solution which is optimized and scalable

Develop and design tables and databases required for the storage of the data

Develop applications/libraries for the implementation of the solution

Remediation of regulatory as well as external and internal findings against the MR HS models in line with the assigned tasks

Constant awareness and understanding of the key market risks taken by the business areas and communication to senior management and with external stakeholders, challenge the business within assigned areas when required Quality assurance (e.g. 4 eyes principle reviews)

Your skills and experience
Education/ Qualifications:

Strong educational background in Engineering/Science, Economics, Statistics or other numerate discipline preferably from good colleges in India e.g. IIT, NIT, ISI , BITS etc.

Good knowledge of financial instruments and markets across all asset classes

Knowledge of financial pricing models, risk models would be desirable

Certification courses like CFA/FRM/CQF

Competencies:

Programming Skills

At least 2 years hands on experience in Python programming

Good knowledge of OOPs programming concepts ( Class, Pointers, Data structure stacks, queue)

Experience in pulling data from various Market data sources.

Independent handling and mitigating methodological or process weaknesses identified by regulators, auditors and internal model validation team

Strong communication skills and presentation ability with attention to detail

Good problem solving instincts and strong analytical skills

Personal characteristics:

Ability to work independently as well as flexibly within intra or inter-departmental groups

Continuous advancement of own skills and knowledge

Can-Do attitude & Able to cope well under pressure and tight deadlines

How well support you

About us and our teams
Please visit our company website for further information:https://www.db.com/company/company.htm
We strive for a culture in which we are empowered to excel together every day. This includes acting responsibly, thinking commercially, taking initiative and working collaboratively.Together we share and celebrate the successes of our people. Together we are Deutsche Bank Group.We welcome applications from all people and promote a positive, fair and inclusive work environment.