Quantitative Strategist – Credit Risk and Capital Strats
Deutsche Bank(2 months ago)
About this role
A Quantitative Strategist in Credit Risk and Capital Strats at Deutsche Bank will design and implement large-scale X-Value Adjustment calculations for the cross-asset derivative portfolio of the Investment Bank. This role requires collaboration with Exotics trading desks and Financial Resource management to optimize the bank's capital usage and manage counterparty credit risk.
Required Skills
- XVA Calculations
- Quantitative Analysis
- Programming
- Risk Management
- Stakeholder Management
Qualifications
- Masters Degree
- PhD
About Deutsche Bank
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