Group Strategic Analytics – Quantitative Strategist – Valuation Control, As

Deutsche Bank UK

Mumbai, India
Python programming language
Quantitative analytics
Valuation control
The Valuation Control (VC) Strats team supports the bank’s independent valuation of the fair value balance sheet, ensuring correct fair value reporting and appropriate reserving and regulatory capital calculation

Job Summary

  • The Valuation Control (VC) Strats team supports the bank’s independent valuation of the fair value balance sheet, ensuring correct fair value reporting and appropriate reserving and regulatory capital calculation.
  • The role requires collaboration with global Valuation managers and FO Quants to drive enhancements in valuation processes and methodologies on various internal and regulatory projects.
  • The company offers a comprehensive benefits package including best-in-class leave policy, gender-neutral parental leaves, childcare assistance, industry-relevant certifications, and comprehensive insurance.

Matching Summary

The Valuation Control (VC) Strats team supports the bank’s independent valuation of the fair value balance sheet, ensuring correct fair value reporting and appropriate reserving and regulatory capital calculation.

Skills & Requirements

Must-have

  • Python programming language
  • Quantitative analytics
  • Valuation Control
  • Independent Pricing Verification
  • Prudent valuation process
  • Derivatives and pricing

Nice-to-have

  • Agile minds
  • Innovative solutions
  • Continuous learning
  • Collaborative work environment

Key Requirements

  • 6+ years of comparable experience for AVP
  • 3+ years of comparable experience for Associate
  • MFE/MBA in Finance / Engineering / Mathematics / Quantitative Statistics background
  • Industry experience in programming in Python
  • Good product knowledge of derivatives
  • FRM or CFA or CQF is preferred

Work Rights

Not specified

Tailored Resume

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