Quantitative Strategist Specialist, VP

Deutsche Bank AG; Mumbai; On-site; INR 1,800,000 - 2,800,000; Full time

Benefits offered by this job

Leave policy

Certifications support

Insurance coverage

Job summary

Deutsche Bank AG in Mumbai, India, seeks a Quantitative Strategist Specialist to design and implement financial algorithms supporting regulatory risk measures across credit risk, leverage, ECL, and economic capital. The role engages with Finance, Credit, Market Risk, Policy, Front Office, Audit, and Tech to deliver robust quantitative solutions.

Ideal candidates have 5+ years in banking with credit risk exposure, strong programming with SAS/R/SQL/Python, and Basel 4/CRR3 knowledge.

Qualifications

• 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 regulatory concepts.
• Engineer mindset with curiosity and ability to drive change and projects.
• Ability to work autonomously and collaboratively with cross-functional teams.
• Practical experience in programming and working with big datasets (SAS, R, SQL, Python).
• Experience with Basel 4 /CRR3 and FINREP, COREP and Pillar 3 is an added advantage.
• Proven ability to leverage AI tools to enhance productivity and comply with responsible data use.

Responsibilities

• Algorithmic design: translate regulatory regimes into scalable calculations for risk reporting.
• Business programming: write algorithms in a bespoke AlgoS language to generate code.
• Technical build: collaborate with tech teams to design and test changes.
• Change governance: manage agile project work for regulatory updates.
• Data analysis: perform ad hoc analyses for regulatory impact studies and capital planning.

Skills

SAS

R

SQL

Python

Basel 4/CRR3

FINREP/COREP

AI tools

Autonomy

Teamwork

Education

Master's degree

Tools

SAS

R

SQL

Python

Job description

Job Title

Quantitative Strategist Specialist

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

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

• 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)