Group Strategic Analytics – Quantitative Strategist – Valuation Control, Avp

Deutsche Bank Group

Mumbai, India
Not specified; not specified; comprehensive hospit...
Python programming expertise required
Derivatives pricing knowledge in asset classes
Valuation control and independent pricing verification
The role supports the bank's Valuation Control function by ensuring correct fair value reporting and appropriate reserving for financial instruments

Job Summary

  • The role supports the bank's Valuation Control function by ensuring correct fair value reporting and appropriate reserving for financial instruments.
  • Candidates must develop automated solutions using Python to optimize valuation processes and remediate regulatory findings.
  • The position offers comprehensive benefits including gender-neutral parental leaves, childcare reimbursement, and sponsorship for industry certifications.

Matching Summary

The role supports the bank's Valuation Control function by ensuring correct fair value reporting and appropriate reserving for financial instruments.

Salary

Not specified; Not specified; Comprehensive Hospitalization Insurance; Accident and Term life Insurance; Childcare assistance benefit

Skills & Requirements

Must-have

  • Python programming expertise required
  • Derivatives pricing knowledge in asset classes
  • Valuation control and independent pricing verification
  • Reserves and prudent valuation process understanding
  • Scalable solution design and implementation

Nice-to-have

  • Global stakeholder relationship management
  • Team development and motivation skills
  • Agile problem-solving instincts
  • Strong English communication abilities
  • Experience with production environment support

Key Requirements

  • 6+ years of comparable experience for AVP level
  • MFE/MBA/Engineering/Mathematics degree from top colleges
  • FRM, CFA, or CQF certification preferred
  • Deep understanding of derivatives and pricing techniques
  • Market risk or Middle office background required

Work Rights

Not specified

Tailored Resume

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