Counterparty Credit Risk Methodology Strat, As

Deutsche Bank

Mumbai, India
Counterparty credit risk modeling
Python programming skills
Financial instruments and derivatives knowledge
You will join the Group Strategic Analytics team responsible for Deutsche Bank’s derivatives exposure engine and regulatory capital calculations

Job Summary

  • You will join the Group Strategic Analytics team responsible for Deutsche Bank’s derivatives exposure engine and regulatory capital calculations.
  • The role offers flexible benefits including gender neutral parental leave, childcare assistance, and comprehensive insurance coverage.
  • The team fosters a culture of continuous learning with training, coaching, and support to help you excel in your career.

Matching Summary

You will join the Group Strategic Analytics team responsible for Deutsche Bank’s derivatives exposure engine and regulatory capital calculations.

Skills & Requirements

Must-have

  • Counterparty credit risk modeling
  • Python programming skills
  • Financial instruments and derivatives knowledge
  • Monte Carlo simulation techniques
  • Backtesting and risk monitoring tools
  • SQL and Bitbucket experience

Nice-to-have

  • Strong analytical and problem solving skills
  • Excellent communication and interpersonal skills
  • Ability to work independently and in teams
  • Familiarity with Basel III and regulatory frameworks
  • Experience with audit and validation processes

Key Requirements

  • 3–5 years industry experience in investment banking or financial institution
  • Strong quantitative background in engineering, financial maths, or statistics
  • Experience with counterparty risk preferred
  • Degree from reputed Indian institutions such as IIT, NIT, or ISI

Work Rights

Not specified

Sponsorship: available

Tailored Resume

Cover Letter