Lead Quantitative Strategist

Job title: Debt Strategic Analytics

Corporate Title: VP

Location: Mumbai, India

Role Description

Deutsche CIB Centre Pvt Ltd is Deutsche bank's global platform for front-office & aligned functions to create value by utilizing non-traditional locations, exceptional talent, and a collaborative culture.

This branch of Deutsche Bank Group company is looking for extremely bright candidates for the role of Debt Strategic Analytics (Strats). The candidate is required to work in close collaboration with London/Singapore teams on various quantitative and regulatory driven projects. Candidate is required to understand the business problem, gather information required for the implementation and provide an end-to-end optimized solution on a scalable platform. Implementation of the project needs to be done in Python and C++ programming language. Candidate should possess excellent English communication skills to coordinate and communicate effectively with various stakeholders spread across the globe.

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)
• Flexible working arrangements
• Employee Assistance Program for you and your family members
• Comprehensive Hospitalization Insurance for you and your dependents
• Accident and Term life Insurance

Your key responsibilities

The Quantitative Strategist (Quant Strat) is responsible for designing, developing and implementing through analytical (quantitative) and direct coding (e.g., via C++; Python or any other relevant application), quantitative strategic models, risk management (credit risk, market risk, anti-financial crime etc.) and pricing solutions to meet business & control needs and drive respective strategies or regulatory adherence.

Some responsibilities for this role include, but not limited to:

• 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.
• Development of complex processes, framework or risk analysis as well as improvements specially focused on Liquidity Risk.
• Implement, enhance and maintain existing framework to measure market risks across the bank from Treasury perspective.
• Remediation of 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 deeper understanding of the business.
• Develop and design tables and databases required for storage of the data.
• Design an automated solution which is optimized and scalable.

Your skills and experience

• Strong programming skills in C++ and Python preferably in financial industry.
• Relevant experience of at least 8 years in Banking or Software Development.
• At least 3+ year 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 & greedy algorithms is a plus.
• Relevant experience in some of 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.

How we'll support you

• Training and development to help you excel in your career.
• Flexible working to assist you balance 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.

About us and our teams

Please visit our company website for further information:

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.