Quant Strategist

Job Description

Job Title Quant Strategist Location London Corporate Title Vice President Group Strategic Analytics (GSA) is part of Group Chief Operation Office (COO) which acts as the bridge between the Banks businesses and infrastructure functions to help deliver the efficiency, control, and transformation goals of the Bank. GSA concentrates Deutsche Banks 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, analytics scenarios,and rolls out common development standards. You will join the Market Risk Strats team within GSA, which is 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 Capitalcalculation, such as Fundamental Review of Trading Book (FRTB) and 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 interfaceto Market and Credit Risk, Finance and Treasury. What well offer youA 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. Thats why we are committed to providing an environment with your development and wellbeingat 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 forthem
• 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 and provide qualitative justification for modelling choices
• Develop deep understanding of market risk capital regulations
• Participate in the development of production applications implemented in Python and C++
• Maintain 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
• Evaluate 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
• 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: source control, unit-testing, regression testing, release, and deployment controls, etcetera
• Prior exposure to finance, in particular subjects such as derivatives and value-at-risk
• Desire to learn new subjects and ability to work collaboratively in a team

How well support you

• Training and development to help you excel in your career
• Flexible working to assist you balance your personal priorities
• Coaching and support from experts in your team
• 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 (e.g. 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 a Times Top 50 Employer for Gender Equality for three consecutive years. Additionally, we have been awarded a Silver Award from Stonewall for two years running and named in their Top 100 Employers for 2023for our work supporting LGBTQ+ inclusion. 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 teamsto 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. We promote good working relationships and encourage high standards of conduct and work performance. We welcome applications from talented people from all cultures, countries, races, genders, sexual orientations, disabilities, beliefs and generations and arecommitted to providing a working environment free from harassment, discrimination and retaliation. Visit Inside Deutsche Bank to discover more about the culture of Deutsche Bank including Diversity, Equity & Inclusion, Leadership, Learning, Future of Work and more besides.