Job Description:

Job Title: Emerging Market Quantitative Desk Strategist

Location: London

Corporate Title: Vice President

Group Strategic Analytics is part of the Group Chief Operating Office (COO), which acts as the bridge between the Bank’s businesses and infrastructure functions to help deliver the Bank's efficiency, control, and transformation goals.

You will join the team as an Emerging Market Quantitative Desk Strategist. The Quantitative Strategist (Quant Strat) combines expertise in quantitative analytics, modelling, pricing, and risk management with a deep understanding of system architecture and programming. Their primary output is a scalable and flexible Front Office pricing and risk management system.

The technology platform supports the trading functions of the Bank as well as management processes related to resource allocation, funding costs, and capital efficiency programs.

What we’ll offer you

We are committed to creating a supportive environment that prioritizes your development and wellbeing, enabling you to perform at your best and enjoy a balanced life.

• Hybrid Working: a model that allows eligible employees to work remotely part of the time
• Competitive salary and non-contributory pension
• 30 days’ holiday plus bank holidays, with options to purchase additional days
• Life Assurance and Private Healthcare for you and your family
• Flexible benefits including Retail Discounts, Bike4Work scheme, and Gym benefits
• Support for CSR initiatives and 2 days’ volunteering leave annually

Your key responsibilities

• Collaborate with Emerging Market Trading, Structuring, Technology, and Operations to develop the strategic analytics platform
• Implement automated processes and controls within or through enhancements to the Bank’s infrastructure or Strat solutions, leveraging static, product, trade, market data, and risk repositories
• Support automation of Profit & Loss (PnL) and risk processes, ensuring appropriate controls are in place
• Migrate all Global Markets businesses to the single strategic analytics platform, starting with Rates, Credit, and Foreign Exchange (FX) Trading

Your skills and experience

• Relevant experience as a Quant Strategist in Banking or Financial Services, with strong knowledge of Derivatives Pricing (Rates/FX/Credit)
• Minimum Bachelor’s Degree or equivalent in Quantitative Finance, Math, Physics, or Computer Science, with strong skills in probability, stochastic calculus, and numerical methods (finite differences, Monte Carlo)
• Proficiency in object-oriented programming in C++ and/or Python
• Knowledge of derivatives products across Rates and FX
• Motivated, eager to learn, and ready to take on new challenges
• Excellent written and verbal communication skills, capable of explaining technical concepts effectively

How we’ll support you

• Training and development opportunities
• Coaching from team experts
• Flexible benefits tailored to your needs
• Inclusive environment with reasonable adjustments for disabilities

About us

Deutsche Bank is a leading German bank with a strong European presence and a global network. Click here to learn more about us.

We are proud to be recognized as a top employer for gender equality and LGBTQ+ inclusion, with awards such as The Times Top 50 Employers for Gender Equality 2025 and a Gold Award from Stonewall.

Our culture emphasizes responsibility, commercial thinking, initiative, and collaboration. We celebrate our people’s successes and promote a positive, inclusive work environment.

We welcome applications from all backgrounds and are committed to diversity and inclusion.