Quantitative Strategist, Vp

Deutsche Bank Group

Mumbai, India
Quantitative modelling expertise
Market risk and capital calculation
Frtb, var, stress testing
Group Strategic Analytics (GSA) concentrates Deutsche Bank’s quantitative and modelling expertise within a single unit with group-wide responsibility for model development

Job Summary

  • Group Strategic Analytics (GSA) concentrates Deutsche Bank’s quantitative and modelling expertise within a single unit with group-wide responsibility for model development.
  • Your immediate focus will be on methodology development and implementing models for Market Risk and Capital calculation, such as FRTB, VaR, Stress Testing and Economic Capital.
  • As part of our flexible scheme, here are just some of the benefits that you’ll enjoy, Best in class leave policy. Gender neutral parental leaves 100% reimbursement under childcare assistance benefit (gender neutral).

Matching Summary

Group Strategic Analytics (GSA) concentrates Deutsche Bank’s quantitative and modelling expertise within a single unit with group-wide responsibility for model development.

Skills & Requirements

Must-have

  • Quantitative modelling expertise
  • Market Risk and Capital calculation
  • FRTB, VaR, Stress Testing
  • Python and C++ development
  • Model methodology development
  • Risk management and pricing tools

Nice-to-have

  • Cross-business and cross-functional approach
  • Collaborative work environment
  • Continuous learning culture
  • Stakeholder management experience

Key Requirements

  • Engineering/Science, Economics, Statistics or quantitative discipline
  • Applied econometrics experience
  • CQF/FRM certifications preferred
  • Hands-on development experience
  • Prior finance exposure
  • Leading large-scale projects

Work Rights

Not specified

Tailored Resume

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