Counterparty Credit Risk Methodology Strat, As

Deutsche Bank

Mumbai, India
Counterparty credit risk models
Monte carlo simulation
Python programming language
The team is responsible for Deutsche Bank’s derivatives exposure engine to simulate exposure profiles for derivatives and securities financing transactions by applying regulatory approved simulation models

Job Summary

  • The team is responsible for Deutsche Bank’s derivatives exposure engine to simulate exposure profiles for derivatives and securities financing transactions by applying regulatory approved simulation models.
  • Key responsibilities include developing, supporting, and enhancing Backtesting, Risk‑Not‑Covered in IMM (RNIEE) and other tools to monitor the performance of Counterparty Credit Risk models.
  • The role offers a comprehensive benefits package including best-in-class leave policy, gender-neutral parental leaves, and comprehensive hospitalization insurance.

Matching Summary

The team is responsible for Deutsche Bank’s derivatives exposure engine to simulate exposure profiles for derivatives and securities financing transactions by applying regulatory approved simulation models.

Skills & Requirements

Must-have

  • Counterparty Credit Risk models
  • Monte Carlo simulation
  • Python programming language
  • SQL programming language
  • Bitbucket code repositories
  • financial maths and statistics

Nice-to-have

  • strong analytical mindset
  • excellent communication skills
  • work independently and as part of a team
  • fast-paced environment

Key Requirements

  • 3-5 years industry experience
  • Familiarity with Counterparty risk
  • Good knowledge of financial instruments/derivatives
  • Good computing and programming skills

Work Rights

Not specified

Tailored Resume

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