Quantitative Strategist Specialist, AVP

Deutsche Bank AG; Mumbai; In loco; INR 2.500.000 - 5.500.000; Tempo pieno

Vantaggi offerti da questo lavoro

Best in class leave policy

Gender neutral parental leaves

Childcare assistance reimbursement

Industry certifications sponsorship

Employee Assistance Program

Descrizione del lavoro

Deutsche Bank AG seeks a Quantitative Strategist Specialist, AVP, in Mumbai, to join the AlgoS team within GSA. You will design and implement financial algorithms used for regulatory risk measures, collaborating with Finance, Credit, Market Risk and Front Office.

The role requires a master’s in a quantitative field and 5+ years in banking with credit risk exposure. Proficiency in SAS, R, SQL, or Python is essential, with knowledge of Basel 4/CRR3 and FINREP/COREP advantageous.

Competenze

• Master’s degree in natural sciences, math, computer science, engineering, finance, or economics.

Mansioni

• Understand new and amended capital regime regulations and translate these into intelligent, strategic, and sustainable calculations.
• Design, document and write algorithms in a bespoke AlgoS language, with machine-generated code creation.
• Facilitate collaboration with technology teams for design, build and testing of changes.
• Run algorithmic book of work in an Agile environment and ensure successful delivery of regulatory solutions.
• Provide ad hoc analytic services for senior stakeholders on regulatory quantitative impact studies.

Conoscenze

SAS

R

SQL

Python

Regulatory risk knowledge

Big data handling

Formazione

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

Descrizione del lavoro

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.

For over 150 years, our dedication to being the Global Hausbank for our clients has been driven by our people – in around 60 countries and across more than 150 nationalities.

Their deep understanding, insights, expertise, and passion help our clients navigate an increasingly complex world – be it in our Corporate Bank, our Private Bank, our Investment Bank or our Asset Management (DWS) division. Together we can make a great impact for our clients at home and abroad, securing their lasting success and financial security.

More information at: Deutsche Bank Careers (db.com)