06 Aug
|
Deutsche Bank
|
Mumbai
06 Aug
Deutsche Bank
Mumbai
Job Title: Quantitative Strategist Senior Analyst, AS
Location: Mumbai, India
Corporate Title: AS
Role Description
- Group Strategic Analytics (GSA) is part of Group Chief Operation Office (COO) which acts as the bridge between the Bank s businesses and infrastructure functions to help deliver the efficiency, control, and transformation goals of the Bank.
- You will join the team with the responsibility of Capital Strat to design and implement credit risk related calculations and associated reporting laying the basis for the allocation of constrained resources and capital efficiency programs.
What we ll offer you
As part of our adaptable 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)
- Sponsorship for Industry relevant certifications and education
- Employee Assistance Program for you and your family members
- Comprehensive Hospitalization Insurance for you and your dependents
- Accident and Term life Insurance
- Complementary Health screening for 35 yrs. and above
Your key responsibilities
- Analyze and implement regulatory and internal calculations and reporting working closely with Risk, Finance and other stakeholders
- Build prototypes and what-if analysis for capital planning purposes and facilitate the strategic re-development of the calculation platform
- Use output of credit risk parameter models (PD, LGD, CCF) to build and implement Counterparty Credit Risk Calculations on the system.
- Provide expertise in analytics and management of Credit Risk RWA and other key risk metrics to stakeholders
- Design incentive structures for businesses around financial resource consumption, allocation, and capital optimization
- Drive alignment across Front Office,
Credit Risk Management, and Finance for financial resource calculations
Your skills and experience
- Strong quantitative and analytical skills
- Strong computing and programming skills, including C++ or Python experience in implementation on production like environments.
- Understanding of banking businesses and products or accounting rules
- In-depth knowledge of European banking regulations and accounting standards (e. g. , CRR, IFRS 9) and reporting frameworks (e. g. , COREP, FINREP, or AnaCredit).
- A strong understanding of capital requirements for implementing credit risk/counterparty credit risk parameter models (PD, LGD, CCF).
- Knowledge of financial products/derivatives, bank balance sheet accounting, and extensive practical application, or additional qualifications such as CFA, or FRM.
- Experience with data models and designing new calculation processes
- Excellent written and verbal communication skills in English.
How we ll support you
- Training and development to help you excel in your career
- Coaching and support from experts in your team
- A culture of continuous learning to aid progression
- A range of flexible benefits that you can tailor to suit your needs
We strive for a culture in which we are empowered to excel together every day. This includes acting responsibly, thinking commercially, taking initiative and working collaboratively.
Together we share and celebrate the successes of our people. Together we are Deutsche Bank Group.
We welcome applications from all people and promote a positive, fair and inclusive work environment.
Disclaimer : This job posting has been aggregated from external source. Role details, content, and availability are subject to change. Applicants are advised to confirm the latest information directly on the company website before applying.
📌 Quantitative Strategist Senior Analyst, AS (Mumbai)
🏢 Deutsche Bank
📍 Mumbai