India Grad Program GSA

Position Overview

Job Title - Quantitative Strategist Analyst, AYST

Role Description:

The Quantitative Strategist (Quant Strat) is responsible for designing, developing and implementing through analytical (quantitative) and direct coding (e.g. via C++; Python or any other relevant application), quantitative strategic models, risk management (credit risk, market risk, anti-financial crime etc.) and pricing solutions to meet business & control needs and drive respective strategies or regulatory adherence. They use their domain knowledge and strong quantitative and coding expertise to contribute to the overall delivery of strategic initiatives within a business, control function, or a bank-wide program. A Quant Strat may lead a specific work package/team, work independently, contribute to a specific part of a work package or be accountable for a wider program of work. The Quant Strat will work with stakeholders within the Quant Strat area as well as the overall program sponsor and various subject-matter experts across the bank.

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 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

• Independently validate mathematical, statistical, expert judgment and/or AI/ML models.
• Perform validation of the Ongoing Performance Monitoring metrics.
• Pro-actively assess the choice of the model with reference to the constraints at the data level.
• Assess the theoretical basis of the chosen model and its application to the modelled value.
• Assess the performance of the model against history and expected behaviour.
• Assess the on-going performance of the model, assuming it is an ongoing monitoring or periodic evaluation.
• Assess the quality of the documentation and the quality of the model vis-à-vis the minimum standards set forth by competent authorities.
• Set-up testing frames on analytical platforms like R, Python, C++ etc.
• Draft high quality validation reports as part of the validation exercise.
• Interact with senior stakeholders from business/infrastructure functions and the model developers.

Your skills and experience

• Post-graduate degree in banking, finance, economics, mathematics, accounting, engineering or business administration.
• Understanding of Risk (Credit and Operational) and overall Risk Framework in a financial institution.
• Knowledge of the workings of OTC derivative products (Rates, Credit, Equity, FX, Commodities) and markets.
• Strong analytical skills, knowledge of financial markets and economic/industry trends
• Knowledge of financial ratios, financial statement analysis, cash flow projections or project finance
• Excellent communication skills – ability to articulate technical and financial topics with global stakeholders
• A reliable team player with the motivation to work in a dynamic, international and diverse environment.
• A committed and motivated individual for self-development and growth
• Keen interest in various risk frameworks and how they are interconnected for bank’s capital
• Basic experience in using large datasets and excellent in MS Office (including Access, Excel, PowerPoint and Word knowledge); other IT skillsets like VBA, Python are useful
• Able to multi-task and deliver under tight deadlines

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

About us and our teams

Please visit our company website for further information:

https://www.db.com/company/company.htm

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.