In Scope of Position based Promotions (INTERNAL only)
Job Title: Quantitative Strategist
Corporate Title: VP
Location: Mumbai, India
Role Description
- Deutsche India 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 Group Strategic Analytics (GSA) team in India. GSA is the bank’s 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.
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
- 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
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:
https://www.db.com/company/company.html
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.
Top Skills
What We Do
At Deutsche Bank, we give original thinkers the space and support they need to shine. Merging local knowledge with global vision, in-depth insight with industry-leading digital expertise, if you’re an innovator by nature, we can help you to unleash your potential.
We see things differently at Deutsche Bank – and we’re proud of our fresh perspective. Today, we’re driving growth through our strong client franchise, investing heavily in digital technologies, prioritising long-term success over short term gains, and serving society with ambition and integrity.
Wherever your interests lie – in investment banking, trading, private wealth, asset management, retail banking - or many of the infrastructure functions that support them – you’ll discover resources, training and opportunities designed to keep you ahead of the curve.
Intelligence has no boundaries: we welcome high-achieving, talented individuals from any background.
If you’re full of imagination, enjoy solving problems and respond positively to complex challenges, discover a career to look forward to and join us!
