Group Strategic Analytics – Quantitative Strategist – Valuation Control, As

Deutsche Bank

Mumbai, India
Python programming language
Quantitative analytics
Valuation models and pricing techniques
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 developing quantitative solutions and methodologies around reserves and prudent valuation, automating and optimizing valuation control processes, and measuring valuation risk across the bank.
  • The company offers a comprehensive benefits package including best-in-class leave policy, gender-neutral parental leaves, childcare assistance, industry certifications, and extensive insurance coverage.

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 models and pricing techniques
  • Market risk, Middle office, Valuations background
  • End-to-end optimized solution

Nice-to-have

  • Agile minds
  • Innovative solutions
  • Continuous learning culture
  • Collaborative work environment
  • Stakeholder relationship management

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
  • Programming in Python
  • Product knowledge of derivatives and pricing

Work Rights

Not specified

Tailored Resume

Cover Letter