Quantitative Strategist Specialist, AVP
Deutsche Bank
Job Description:
Job Title: Quantitative Strategist Specialist, AVP
Location: Mumbai, India
Corporate Title: AVP
Role Description
Group Strategic Analytics (GSA) is part of Group Chief Operation Office (COO) which acts as the bridge between the Bank’s businesses and infrastructure functions to help deliver the efficiency, control, and transformation goals of the Bank. Strats combine expertise in quantitative analytics, modelling, pricing and risk management with deep understanding of system architecture and programming.
You will join the team with the responsibility of Capital Strat to design and implement credit risk related calculations and associated reporting laying the basis for the allocation of constrained resources and capital efficiency programs.
What we’ll offer you
As part of our flexible scheme, here are just some of the benefits that you’ll enjoy
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 35 yrs. and above
Your key responsibilities
Analyze and implement regulatory and internal calculations and reporting working closely with Risk, Finance and other stakeholders
Build prototypes and what-if analysis for capital planning purposes and facilitate the strategic re-development of the calculation platform
Provide expertise in quantitative analytics, modelling, and management of RWA and other key risk metrics to stakeholders
Design incentive structures for businesses around financial resource consumption, allocation, and capital optimization
Drive alignment across Front Office, Credit Risk Management, and Finance for financial resource calculations
Your skills and experience
Strong quantitative and analytical skills
Strong computing and programming skills, including C++ or Python experience
Understanding of banking businesses and products or accounting rules
Experience with credit risk (e.g. capital requirements under Basel 4 / CRR3, IFRS9 ECL) and associated reporting
Experience with data models and designing new calculation processes
Excellent written and verbal communication skills in English.
How we’ll support you
Training and development to help you excel in your career
Coaching and support from experts in your team
A culture of continuous learning to aid progression
A range of flexible benefits that you can tailor to suit your needs
About us and our teams
Please visit our company website for further information:
https://www.db.com/company/company.html
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.