Quantitative Strategist
6 days ago
About the Role
9608 Deutsche India Private Limited, Mumbai Branch is seeking a highly skilled Quantitative Strategist to join our team. As a Quantitative Strategist, you will be responsible for designing, developing, and implementing quantitative strategic models, risk management, and pricing solutions to meet business and control needs.
Key Responsibilities
- Work with Capital and Liquidity Management colleagues in Treasury to develop a framework to optimize funding for the bank, manage asset and liability mismatches in the liquidity pool, and bring more transparency into the process.
- Develop complex processes, frameworks, or risk analysis, as well as improvements, specially focused on Liquidity Risk.
- Implement, enhance, and maintain existing frameworks to measure market risks across the bank from a Treasury perspective.
- Remediate regulatory, as well as external and internal findings, against any existing risk model.
- Build quant-driven tools and products for front-office and control functions.
- Coordinate and gather information from various stakeholders for a deeper understanding of the business.
- Develop and design tables and databases required for the storage of data.
- Design an automated solution that is optimized and scalable.
Requirements
- Strong programming skills in C++ and Python, preferably in the financial industry.
- Relevant experience of at least 8 years in Banking or Software Development.
- At least 3+ years of experience with relational database design (Oracle, MySQL).
- Strong understanding of Data Structures & Algorithms, memory optimization, etc.
- Good quantitative skills in Probability, Calculus, and Linear Algebra.
- Experience with applied econometrics (Hypothesis testing, PCA, Linear/Non-Linear Regression, etc.) is a plus.
- Knowledge of applied linear/Integer linear programming, dynamic programming, and greedy algorithms is a plus.
- Relevant experience in some of the financial products like Bonds, Swaps, Cross Currency Swaps, Loans & Deposits is a plus.
- Strong communication skills and presentation ability with attention to detail.
- Good problem-solving instincts and strong analytical skills.
- Strong educational background in Engineering/Science, preferably from top-tier colleges in India.
What We Offer
- Training and development to help you excel in your career.
- Flexible working to assist you in balancing your personal priorities.
- 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.
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