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Quantitative Strategist VP
Deutsche Bank
2.9km | , UK
role reference:  wyw_#00609
Location
2.9km | , UK
Salary
Competitive salary
Contract Full-time
Industry Banking
Hours 37.5 - 37.5 Hours
Days at home 2-3 Per Week
  • Banking
  • PYTHON
  • Python (Programming Language)
  • C++
  • Quantitative Research
  • Financial Analysis
  • Financial Modeling
  • Financial Services
  • QUANTITATIVE STRATEGIST
  • VALUATIONS
Description:

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 arrangements with the opportunity to work in the office and remotely from home
  • 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 

  • Responsible for contributing to the development of model methodology, provide quantitative and qualitative justification for modelling choices
  • Responsible for participating in the development of production applications implemented in Python and C++
  • Responsible for maintaining a rigorous focus on system stability, and 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
  • Responsible for analysing and explaining 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 independently and 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
  • Prior exposure to finance, in particular subjects such as derivatives and value-at-risk is a plus
  • Desire to learn new subjects and ability to work in a team

How we’ll 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 culture of continuous learning to aid progression
  • 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)
Key skills:
  • Banking
  • PYTHON
  • Python (Programming Language)
  • C++
  • Quantitative Research
  • Financial Analysis
  • Financial Modeling
  • Financial Services
  • QUANTITATIVE STRATEGIST
  • VALUATIONS
Competitive salary

CONTRACT

INDUSTRY

Role Type

Job Function

Days at home

37.5 - 37.5 Hours
Flexibility:
Working Patterns
Flexi-Time
Full-time
Flexibility:
Workplace
Hybrid Working (Office / Home)
Office Working
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