Lead Quantitative Strategist

Deutsche CIB Centre Pvt Ltd

Mumbai, India
Python and c++ programming
Quantitative strategic models
Risk management (credit, market, anti-financial crime)
The Quantitative Strategist is responsible for designing, developing and implementing quantitative strategic models, risk management solutions, and pricing solutions to meet business and control needs

Job Summary

  • The Quantitative Strategist is responsible for designing, developing and implementing quantitative strategic models, risk management solutions, and pricing solutions to meet business and control needs.
  • Key responsibilities include optimizing funding, managing asset/liability mismatches, measuring market risks, and remediating risk model findings.
  • The company offers a flexible scheme with benefits such as best-in-class leave policy, gender-neutral parental leaves, childcare assistance, flexible working arrangements, and comprehensive insurance.

Matching Summary

The Quantitative Strategist is responsible for designing, developing and implementing quantitative strategic models, risk management solutions, and pricing solutions to meet business and control needs.

Skills & Requirements

Must-have

  • Python and C++ programming
  • Quantitative strategic models
  • Risk management (credit, market, anti-financial crime)
  • Liquidity risk analysis
  • Market risk measurement
  • Data structures and algorithms
  • Probability, Calculus, Linear Algebra

Nice-to-have

  • Applied econometrics experience
  • Linear/Integer linear programming knowledge
  • Financial product knowledge (Bonds, Swaps, Loans)
  • Attention to detail
  • Problem-solving instincts

Key Requirements

  • At least 8 years of experience in Banking or Software Development
  • At least 3 years of experience with relational database design
  • Strong educational background in Engineering/Science from top-tier colleges

Work Rights

Not specified

Tailored Resume

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