Quantitative Strategist Specialist

Job Description:

Job Title Quantitative Strategist Specialist  

Location London

Corporate Title Vice President

Group Strategic Analytics (GSA) concentrates Deutsche Bank’s quantitative and modelling expertise within a single unit. With group-wide responsibility for model development GSA takes a cross-business and cross-functional approach to solving quantitative modelling and analytics challenges and rolls out common development standards.

You will join the Market Risk Strats unit within GSA, which is a team comprised of people with technology, front office quant and risk methodology experience.

Your immediate focus will be on methodology development and implementing models for Market Risk and Capital calculation, such as Fundamental Review of the Trading Book (FRTB), Value at Risk (VaR), Stress Testing and Economic Capital, as well as a further build-out of a scalable and flexible front office pricing and risk management system with consistent interface to Market and Credit Risk, Finance and Treasury.

What we’ll offer you

A healthy, engaged and well-supported workforce are better equipped to do their best work and, more importantly, enjoy their lives inside and outside the workplace. That’s why we are committed to providing an environment with your development and wellbeing at its centre.

You can expect:  

• Hybrid Working - we understand that employee expectations and preferences are changing. We have implemented a Hybrid Working Model that enables eligible employees to work remotely for a part of their working time and reach a working pattern that works for them
• Competitive salary and non-contributory pension
• 30 days’ holiday plus bank holidays, with the option to purchase additional days
• Life Assurance and Private Healthcare for you and your family
• A range of flexible benefits including Retail Discounts, a Bike4Work scheme and Gym benefits
• The opportunity to support a wide ranging CSR programme + 2 days’ volunteering leave per year

Your key responsibilities

• Contribute to the development of model methodology, provide quantitative and qualitative justification for modelling choices
• Participate in the development of production applications implemented in Python and C++
• Responsible for maintaining a rigorous focus on system stability, completeness and accuracy of calculations, as applications are developed, and continue with this focus as they are used in production
• Contribute to creating regulatory compliant model documentation for new models and model changes
• Analyse and explain calculated numbers, collaborate with traders, risk managers and strategist colleagues to continuously improve models and risk management and pricing tools

Your skills and experience

• Solid quantitative background, together with extensive analytical skills and ability to efficiently solve problems proactively and on own initiative
• Experience of hands-on development, ideally in Python or C++ and a desire to continue doing this on a day-to-day basis
• Understanding of the disciplines and tools which are used to deliver robust high quality applications, such as source control, unit-testing, regression testing, release and deployment controls
• Prior exposure to finance, in particular subjects such as derivatives, value-at-risk and stress testing is a plus
• Track record of managing and successful delivery of large scale projects, including respective project and stakeholder management
• Experience with people management will be considered advantageous

How we’ll support you

• Flexible working to assist you balance your personal priorities
• 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
• We value diversity and as an equal opportunities’ employer, we make reasonable adjustments for those with a disability such as the provision of assistive equipment if required (for example, screen readers, assistive hearing devices, adapted keyboards)

About us

Deutsche Bank is the leading German bank with strong European roots and a global network. Click here to see what we do.

Deutsche Bank in the UK is proud to have been named in The Times Top 50 Employers for Gender Equality 2024 for five consecutive years. Additionally, we have been awarded a Gold Award from Stonewall and named in their Top 100 Employers 2024 for our work supporting LGBTQ+ inclusion.

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.