Job Title : Quant Analyst, AVP
Location : Mumbai, India
Role Description
Group Strategic Analytics :
- Analytics and technology are seen as central to all the main units of the bank, including Investment Bank, Corporate Bank and to Risk and Control functions. The Strategic Analytics team combines expertise in quantitative analytics, modelling, pricing and risk management with deep understanding of system architecture and programming.
- The primary output is a scalable and flexible Front Office pricing and risk management system with consistent interface to both the Middle Office and Back Office.
- The consistency in analytics and the technology platform ensures that no arbitrage can exist between various parts of the Bank as well as rational allocation of constrained resources, including risk budget, balance sheet, funding, and capital.
What we'll offer you
As part of our flexible scheme, here are just some of the benefits that you'll enjoy
Best in class leave policyGender neutral parental leaves100% reimbursement under childcare assistance benefit (gender neutral)Sponsorship for Industry relevant certifications and educationEmployee Assistance Program for you and your family membersComprehensive Hospitalization Insurance for you and your dependentsAccident and Term life InsuranceComplementary Health screening for 35 yrs. and aboveYour key responsibilities
Treasury Strat's
The candidate is required to work in collaboration with London / New York / Frankfurt team on various quantitative and regulatory driven projects.Candidate is required to understand the business problem, gather information required for the implementation and provide an end-to-end optimized solution on a scalable platform.Implementation of the project needs to be done in Python and C++ programming language.Candidate should possess a very good English communication skill in order to coordinate and communicate their work effectively with various stakeholders spread across globe.Role Responsibilities
Development of complex processes, framework or risk analysis as well as improvementsImplement, enhance and maintain existing framework to measure market risks across the bankUnderstand and decipher business problem to convert into manageable smaller problem statementsCoordinate and gather information from various stakeholders for deeper understanding of the businessDesign an automated solution which is optimized and scalableDevelop and design tables and databases required for the storage of the dataDevelop applications / libraries for the implementation of the solutionRemediation of regulatory as well as external and internal findings against the MR HS models in line with the assigned tasksConstant awareness and understanding of the key market risks taken by the business areas and communication to senior management and with exExternal stakeholders, challenge the business within assigned areas when requiredQuality assurance (e.g. 4 eyes principle reviews)Your skills and experience
Competencies :
Programming SkillsAt least 4 years' experience in Python / C++ programmingGood knowledge of OOPs programming concepts ( Class, Pointers, Data structure - stacks, queue)Experience in pulling data from various Market data sources.Independent handling and mitigating methodological or process weaknesses identified by regulators, auditors and internal model validation teamStrong communication skills and presentation ability with attention to detailGood problem solving instincts and strong analytical skillsPersonal characteristics :
Ability to work independently as well as flexibly within intra or inter-departmental groups.Continuous advancement of own skills and knowledgeCan-Do attitude & Able to cope well under pressure and tight deadlines.Education / Qualifications :
Strong educational background in Engineering / Science, Economics, Statistics or other numerate discipline preferably from good colleges in India e.g. IIT, NIT, ISI etc.Good knowledge of financial instruments and markets across all asset classesKnowledge of financial pricing models, risk models would be desirableExperience with applied econometrics (Hypothesis testing, PCA, Linear / Non-Linear Regression etc) will be a plusCertification courses like CFA / FRM / CQHow we'll support you
Training and development to help you excel in your careerCoaching and support from experts in your teamA culture of continuous learning to aid progressionA range of flexible benefits that you can tailor to suit your needsAbout us and our teams
Please visit our company website for further information :
https : / / www.db.com / company / company.htm
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We welcome applications from all people and promote a positive, fair and inclusive work environment.