Quantitative Strategist, VP

Position Overview

In Scope of Position based Promotions (INTERNAL only)

Job Title: Quantitative Strategist

Corporate Title: VP

Location: Mumbai, India

Role Description

Group Strategic Analytics (GSA) concentrates Deutsche Bank's quantitative and modelling expertise within a single unit. With group-wide responsibility for model development GSA takes a cross-business and cross-functional approach to solving quantitative modelling and analytics challenges and rolls out common development standards.

You will join the Market Risk Strats unit within GSA, which is a team comprised of people with technology, front office quant and risk methodology experience. Your immediate focus will be on methodology development and implementing models for Market Risk and Capital calculation, such as FRTB, VaR, Stress Testing and Economic Capital, as well as a further build-out of a scalable and flexible Front Office pricing and risk management system with consistent interface to Market and Credit Risk, Finance and Treasury.

The candidate is required to work in collaboration with London/New York/Berlin teams on various quantitative and regulatory driven projects.

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

• Contribute to the development of model methodology, provide quantitative and qualitative justification for modelling choices.
• Participate in the development of production applications/ libraries implemented in Python and C++.
• Analyze and explain calculated numbers, work with traders, risk managers, model validation teams and strategist colleagues to continuously improve models, risk management and pricing tools.
• Remediation of regulatory as well as external and internal findings against the Market Risk Historical Simulation models in line with the assigned tasks.
• Monitoring performance of Histsim model & RNIV calculation which can have a capital impact, both as per the regulatory requirement.

Your skills and experience

• Strong educational background in Engineering/Science, Economics, Statistics or other quantitative discipline preferably from good colleges. Experience with applied econometrics. Certifications preferred (CQF/FRM).
• Experience of hands-on development, ideally in Python or C++ and a desire to continue doing this on a day-to-day basis.
• Prior exposure to finance, in particular subjects such as derivatives, value-at-risk and stress testing is a plus.
• Track record of leading and successful delivery of large-scale projects, including respective project and stakeholder management experience with people management will be considered advantageous.
• Knowledge of financial pricing models, risk models would be desirable.
• Fair knowledge of key risk measures (e.g. duration, PV01, VaR, EC) & models across asset classes models.

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:

We strive for a 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.