Counterparty Credit Risk Methodology Strat, As

Deutsche Bank UK

Mumbai, India
Not specified; not specified; comprehensive benefi...
Python programming skills
Sql database experience
Monte carlo simulation modeling
The role involves developing and maintaining analytical tools to simulate exposure profiles for derivatives using Monte Carlo models

Job Summary

  • The role involves developing and maintaining analytical tools to simulate exposure profiles for derivatives using Monte Carlo models.
  • Candidates will produce high-quality quarterly Backtesting and RNIEE reports for senior management and support audit responses.
  • The team collaborates closely with Market Risk Management on Basel III projects including FRTB CVA and Prudential Valuation adjustments.

Matching Summary

The role involves developing and maintaining analytical tools to simulate exposure profiles for derivatives using Monte Carlo models.

Salary

Not specified; Not specified; Comprehensive benefits including childcare reimbursement and insurance

Skills & Requirements

Must-have

  • Python programming skills
  • SQL database experience
  • Monte Carlo simulation modeling
  • Derivatives exposure analysis
  • Backtesting and RNIEE tools

Nice-to-have

  • Familiarity with Counterparty risk
  • Basel III FRTB CVA knowledge
  • Strong analytical problem solving
  • Excellent communication skills
  • Experience with Bitbucket repositories

Key Requirements

  • 3-5 years industry experience in investment banking
  • Degree in Quantitative discipline from top Indian colleges
  • Hands-on experience with Python and SQL

Work Rights

Not specified

Tailored Resume

Cover Letter