Quantitative Strategist

6 days ago


Mumbai, Maharashtra, India 9608 Deutsche India Private Limited, Mumbai Branch Full time

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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