Quantitative Strategist Specialist, AVP

Deutsche Bank; Mumbai; On-site; INR 4,000,000 - 7,000,000; Full time

Benefits offered by this job

Best in class leave policy

Gender neutral parental leaves

Childcare assistance reimbursement

Sponsorship for industry relevant cert

Employee Assistance Program

Comprehensive hospitalization for you/

Accident and Term life Insurance

Health screening for 35+

Job summary

Deutsche Bank in Mumbai, India, is seeking a Quantitative Strategist Specialist, AVP, to join the AlgoS team. You will design and implement financial algorithms for regulatory risk measures, collaborating with Finance, Credit, Market Risk, and Tech to deliver robust solutions.

The role requires a Master’s in a quantitative field and 5+ years in banking with credit risk exposure. Strong programming skills (SAS, R, SQL, Python) and Basel 4/CRR3 knowledge are essential.

Qualifications

• Master's degree in a relevant field (math, CS, finance, or economics).
• At least 5 years of experience in banking with exposure to credit risk and regulatory concepts.
• Hands-on experience with SAS, R, SQL, or Python and large datasets.
• Experience with Basel 4 / CRR3 and reporting FINREP/COREP/Pillar 3 is a plus.
• Ability to leverage AI tools to boost productivity while ensuring ethical use of data and AI outputs.

Responsibilities

• Algorithmic design translating capital regime regulations into intelligent, sustainable calculations and transparent reporting.
• Design, document and write algorithms in a bespoke AlgoS language with code generation.
• Collaborate with technology for design, build and rigorous testing of changes.
• Run algorithmic work in an Agile environment, coordinating with Finance and Change functions.
• Perform ad hoc data analyses for regulatory impact studies and capital planning.

Skills

SAS

R

SQL

Python

Education

Master's degree in natural sciences, math, computer science, engineering, finance, or economics

Tools

Basel 4 / CRR3

FINREP

COREP

Pillar 3

AI tools

Job description

Job Title- Quantitative Strategist Specialist, AVP

Location- Mumbai, India

Role Description

The Algorithmic Solutions (AlgoS) team is part of the Group Strategic Analytics (GSA) seeking a highly motivated analyst to join our team. AlgoS is a small, dynamic team of specialists responsible for design and development of the financial algorithms on which regulatory risk measures such credit risk weighted assets, leverage ratio, expected credit losses and economic capital are based.

The team has a deep understanding of existing and newly drafted regulations on capital requirement under both European and US rules with a particular focus on Credit Risk.

AlgoS is an international team based in Frankfurt, London, and Pune. As a member of AlgoS, you will interact with a variety of divisions around the firm (Finance, Credit, Market Risk, Regulatory policy, Front Office, Audit and Technology). The interaction with numerous departments technology, front office, quant, credit risk methodology and reporting and the diverse projects that ensue allow for a challenging, varied, and multi-dimensional work environment.

What we’ll offer you

• 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

• Algorithmic Design: Understand new and amended capital regime regulations and translate these into intelligent, strategic, and sustainable calculations supporting a more accurate and transparent analysis and reporting of its impact.
• Business Programming: Design, document and write algorithms in a bespoke AlgoS business language, from which machine generated code is automatically created.
• Technical build : Facilitate in direct partnership with other technology departments the creation of functional design and actual technical build and assure a precise and complete testing of the changes.
• Change Governance: Run algorithmic book of work in an Agile environment, face off Finance and GT change functions, and ensure successful build of solutions for continuous enhancements on existing and new regulatory framework.
• Sophisticated Data Analysis: Ad hoc analytic services for senior stakeholders on specific topics such as regulatory quantitative impact studies and what-if analysis for capital planning purposes.

Your skills and experience

• Master's degree in natural sciences, math, computer science, engineering, finance, or economics.
• At least 5 years of working experience, ideally in banking with exposure to credit risk and associated regulatory concepts.
• Engineer mind-set (curiosity, desire to change things, to design and shape processes, and to make projects happen).
• Work autonomously and feel comfortable working with teams that both welcome and challenge new ideas.
• Practical experience in programming (SAS, R, SQL, or Python) and working with big datasets.
• Practical experience on Basel 4 /CRR3 and reporting frameworks FINREP, COREP and Pillar 3 and US and European local regulations is an added advantage.
• Proven ability to leverage AI tools to enhance productivity, optimise workflows to solve business problems, while applying critical judgment to ensure responsible and ethical use of data and AI outputs.

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.