Counterparty Credit Risk Methodology Strat, As

Deutsche Bank UK

Mumbai, India
Counterparty credit risk models
Analytical tools and scripts
Python, sql programming
The team is responsible for Deutsche Bank’s derivatives exposure engine to simulate exposure profiles for derivatives and securities financing transactions by applying regulatory approved simulation models

Job Summary

  • The team is responsible for Deutsche Bank’s derivatives exposure engine to simulate exposure profiles for derivatives and securities financing transactions by applying regulatory approved simulation models.
  • Develop, support and enhance Backtesting, Risk‑Not‑Covered in IMM (RNIEE) and other tools to monitor the performance of the Counterparty Credit Risk models.
  • 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

The team is responsible for Deutsche Bank’s derivatives exposure engine to simulate exposure profiles for derivatives and securities financing transactions by applying regulatory approved simulation models.

Skills & Requirements

Must-have

  • Counterparty Credit Risk models
  • analytical tools and scripts
  • Python, SQL programming
  • Bitbucket code repositories
  • financial instruments/derivatives
  • quantitative analytics, modelling

Nice-to-have

  • strong analytical mindset
  • excellent communication skills
  • work independently and team
  • fast-paced environment

Key Requirements

  • 3-5 years industry experience
  • Strong educational background in Quantitative discipline
  • Familiarity with Counterparty risk
  • Good background in financial maths, statistics
  • Good computing and programming skills

Work Rights

Not specified

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