Quantitative Strategist, VP

8 - 13 years

25 - 30 Lacs

Posted:14 hours ago| Platform: Naukri logo

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Job Type

Full Time

Job Description

We are looking for a highly skilled and experienced Quantitative Strategist to join our team in Mumbai, India. The ideal candidate will have 5-10 years of experience.
Roles and Responsibility
  • Develop frameworks to aggregate and optimize daily funding requirements for the Debt business.
  • Create tools to calculate CVA and FVA charges and sensitivities, monitor hedges, and implement regulatory calculations.
  • Collaborate with structuring desks on hurdle, RWA, and leverage calculations for bespoke trades.
  • Identify risks and run what-if scenarios to analyze potential losses.
  • Build tools that can optimize business processes and enhance efficiency using mathematics and new technology.
  • Hedge funding risk for rates business and sweep it into centralized Risk Management books.
Job Requirements
  • Strong educational background in Engineering/Science/Maths, preferably from good colleges in India.
  • Working knowledge of financial products and business, including Bonds, Swaps, Cross Currency Swaps, Loans & Deposits, and Swaptions.
  • Hands-on working knowledge of Python or C++ programming.
  • Good understanding of data structures and algorithms.
  • Basic knowledge of relational database design (Oracle SQL, MySQL).
  • Knowledge of probability, partial differential equations, linear algebra, and optimization techniques.
  • Excellent English communication skills are required to coordinate and communicate work effectively with various stakeholders globally.
  • Ability to handle complex situations and possess people skills.
  • Understanding of business problems, gathering necessary information for implementation, and providing end-to-end optimized solutions on scalable platforms.
  • Implementation of projects needs to be done in Python and C++ programming languages.
Perks and Benefits
  • Best-in-class leave policy.
  • Gender-neutral parental leaves.
  • 100% reimbursement under childcare assistance benefit (gender-neutral).
  • Sponsorship for industry-relevant certifications and education.
  • Employee Assistance Program for you and your family members.
  • Comprehensive Hospitalization Insurance for you and your dependents.
  • Accident and Term Life Insurance.
  • Complementary Health screening for individuals aged 35 and above.
About Company
. We strive for a culture in which we are empowered to excel together every day, including 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.

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Deutsche Bank logo
Deutsche Bank

Banking and Financial Services

Frankfurt

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