Quantitative Strategist, VP

1 day ago

Mumbai, Maharashtra, India Deutsche Bank Full time ₹ 8,00,000 - ₹ 20,00,000 per year

Job Title: Quantitative Strategist

Corporate Title: VP

Location: Mumbai, India

Role Description

  • Deutsche India Pvt Ltd is Deutsche banks 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 Group Strategic Analytics (GSA) team in India. GSA is the banks center of excellence for all analytical effort within the bank. It has a footprint in global hubs like London, New York, Frankfurt, Berlin, Tokyo & Singapore. The candidate hired in this team is required to work in collaboration with global team on various quantitative and regulatory driven projects. Candidates 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 a very good English communication skill to coordinate and communicate his work effectively with various stakeholders spread across globe. Candidate needs to possess people skills and be able to handle complex situations.

Your key responsibilities

  • Hedge funding risk for rates business and sweep that into centralized Risk Management books
  • Develop a framework to aggregate and optimize daily funding requirements for entire Debt business
  • Develop tools to calculate CVA and FVA charges and sensitivities, monitor hedges and implement regulatory calculations
  • Work with structuring desks on hurdle, RWA and leverage calculations for bespoke trades
  • Identify risk and run what-if scenarios to analyze potential loss
  • Build tools which can optimize business and help bring efficiency by using Maths, and new technology in respective domain

Your skills and experience

  • Strong educational background in Engineering/Science/Maths, preferably from good colleges in India
  • Working Knowledge of financial products and business e.g. Bonds, Swaps, Cross Currency Swaps, Loans & Deposits, Swaptions
  • Hands-On working knowledge of Python or C++ programming
  • Good concept of data structures and algorithms
  • Basic knowledge of relational database design (Oracle SQL, MySQL)
  • Knowledge of probability, partial differential equations, linear algebra and optimization techniques

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