Corporate Banking Capital Strats
Deutsche Bank (company site, opens in a new tab)2+ yrsMumbaiOn-siteDirect career pageEst. 12–22 LPA
Posted on 16 Sept
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Job description
Structured overview of role & requirements
About This Role
- Develop and maintain quantitative analytics and forecasting tools for capital, expected credit loss, financial resource management, and performance decision-making.
- Translate business and regulatory requirements into scalable implementations primarily using Python and C++, ensuring control, data quality, and documentation standards.
- Collaborate with global Front Office, Credit Risk Management, Finance, and Technology teams to gather requirements, resolve issues, and deliver agreed outcomes.
Minimum Requirements
- Strong academic background in quantitative disciplines such as engineering, computer science, mathematics, statistics, physics, finance, or economics.
- At least two years of hands-on Python development experience including data analysis and production-quality coding.
- Working knowledge of C++ concepts including object-oriented programming and common data structures.
- Experience with relational databases and SQL; preferred knowledge of database design using Oracle or MySQL.
Ideal Candidate Profile
- Demonstrated ability to work across business, risk, finance, and technology teams globally, managing competing priorities and delivering in fast-moving environments.
- Strong quantitative foundations with practical exposure to banking products, credit risk, regulatory capital, expected credit loss, or financial resource management.
- Proven experience in structured problem-solving, ownership of data quality and controls, and explaining quantitative topics to varied stakeholders.