Quantitative Strategist - London, United Kingdom - Deutsche Bank

Deutsche Bank

Verified Company

London, United Kingdom

2 weeks ago

Posted by:

Tom O´Connor

beBee Recruiter

Description

Job Title Quantitative Strategist

Location London

Corporate Title Associate

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 (quant) 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 arrangements with the opportunity to work in the office and remotely from home
Competitive salary and noncontributory 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
Contribute to creating regulatory compliant model documentation for new models and model changes
Analyse and explain calculated numbers, work with traders, risk managers and strategist colleagues to continuously improve models and risk management and pricing tools

Your skills and experience

Solid quantitative background, extensive analytical skills, and ability to efficiently solve problems proactively and without supervision
Experience of handson development, ideally in Python or C++ and an enthusiasm to continue doing this on a daytoday basis

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 and our teams
Deutsche Bank is the leading German bank with strong European roots and a global network.

Our values define the working environment we strive to create - diverse, supportive and welcoming of different views. We embrace a culture reflecting a variety of perspectives, insights and backgrounds to drive innovation.

We build talented and diverse teams to drive business results and encourage our people to develop to their full potential.

Talk to us about flexible work arrangements and other initiatives we offer.