Corporate Banking Capital Strats
Deutsche Bank (company site, opens in a new tab)2+ yrsMumbaiOn-siteDirect career pageEst. 12–25 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, risk-weighted assets, and financial resource management.
- Translate business and regulatory requirements into robust Python and C++ implementations with strong control, data quality, and documentation standards.
- Collaborate with global stakeholders across Front Office, Credit Risk, Finance, and Technology to deliver analytical solutions and support model development and production implementation.
Minimum Requirements
- At least 2 years of hands-on Python development experience including data analysis and production-quality coding.
- Working knowledge of C++ including object-oriented programming and common data structures.
- Experience with relational databases and SQL; knowledge of Oracle or MySQL database design preferred.
- Strong academic background in engineering, computer science, mathematics, statistics, physics, finance, economics, or another quantitative discipline.
Ideal Candidate Profile
- Experienced in quantitative analytics within banking or financial services domains related to credit risk and regulatory capital.
- Comfortable working collaboratively across business, risk, finance, and technology teams in a global, fast-paced environment.
- Able to manage competing priorities and apply structured problem-solving to complex regulatory and business requirements.