Quantitative Strategist Specialist, AVP – Quantitative Strategy

Job Description

Quantitative Strategist Specialist, AVP | Deutsche Bank

The Tone:
This is a full-time role at Deutsche Bank, located in Mumbai, India. The Algorithmic Solutions (AlgoS) team, part of Group Strategic Analytics (GSA), designs and develops financial algorithms for regulatory risk measures such as credit risk weighted assets, leverage ratio, expected credit losses, and economic capital. This role is crucial for understanding new and amended capital regime regulations and translating them into intelligent, strategic, and sustainable calculations. The work supports more accurate and transparent analysis and reporting of the impact of these regulations, particularly focusing on Credit Risk under both European and US rules.

The TL;DR
• Role: Full Time
• Type: Regular
• Location: In-person – Mumbai, Maharashtra, India

• Team: Algorithmic Solutions (AlgoS) team, part of the Group Strategic Analytics (GSA).
• Mission: Translate new and amended capital regime regulations into intelligent, strategic, and sustainable calculations to support a more accurate and transparent analysis and reporting of its impact.
• Tech Stack: SAS, R, SQL, Python

What You’ll Actually Do
• Algorithmic Design: Understand new and amended capital regime regulations and translate these into intelligent, strategic, and sustainable calculations supporting accurate and transparent analysis and reporting of their impact.
• Business Programming: Design, document, and write algorithms in a bespoke AlgoS business language, from which machine-generated code is automatically created.
• Technical Build: Facilitate, in direct partnership with other technology departments, the creation of functional design and actual technical build, and assure precise and complete testing of the changes.
• Change Governance: Run the algorithmic book of work in an Agile environment, interface with Finance and GT change functions, and ensure successful build of solutions for continuous enhancements on existing and new regulatory frameworks.
• Sophisticated Data Analysis: Provide ad hoc analytic services for senior stakeholders on specific topics such as regulatory quantitative impact studies and what-if analysis for capital planning purposes.

The Must-Haves
• Background: Master’s degree in natural sciences, math, computer science, engineering, finance, or economics.
• Experience: At least 5 years of working experience, ideally in banking with exposure to credit risk and associated regulatory concepts.
• Skills: Practical experience in programming (SAS, R, SQL, or Python), working with big datasets, an engineer mind-set (curiosity, desire to change things, to design and shape processes, and to make projects happen), ability to work autonomously and interact with teams that both welcome and challenge new ideas, and critical judgment to ensure responsible and ethical use of data and AI outputs.
• Bonus: Practical experience on Basel 4 /CRR3 and reporting frameworks FINREP, COREP and Pillar 3, US and European local regulations, and proven ability to leverage AI tools to enhance productivity and optimize workflows to solve business problems.