Quant Strategist

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Overview

Quant Strategist role based in London within Deutsche Bank. You will join the Market Risk Strats unit in Group Strategic Analytics (GSA), focusing on methodology development and model implementation for Valuation Control, including model reserves, prudent valuation, fair value reserves, and transactions-based back-testing. You will contribute to building a system for capital and reserve reporting and optimization deployed to Valuation Control, Finance, and Trading. You will participate in conceptualization, design, and implementation of solutions.

What You Will Do

  • Contribute to the development of model methodology, with quantitative and qualitative justification for modelling choices.
  • Develop production applications implemented in Python and C++.
  • Maintain focus on system stability, accuracy of calculations, and robustness of production applications.
  • Help create regulatory compliant model documentation for new models and model changes.
  • Investigate and explain calculated numbers; collaborate with traders, risk managers and strategist colleagues to continuously improve models, risk management, and pricing tools.

Your Skills And Experience

  • At least a master’s degree in a quantitative discipline (Mathematics, Physics, Finance, Computer Science) or equivalent.
  • Prior work experience related to finance.
  • Familiarity with derivatives pricing models.
  • Strong coding development capabilities in Python or C++.
  • Proven ability to contribute to a large team development project; experience with source code control, unit-testing, regression testing, release and deployment controls.

What We Offer

  • Hybrid working model enabling remote work part of the time.
  • Competitive salary and non-contributory pension.
  • Minimum of 25 days holiday plus bank holidays.
  • Life assurance and private healthcare for you and your family.
  • Additional benefits including TaxSaver Travel Scheme, Bike4work and Retail Discounts.
  • Opportunity to support a wide-ranging CSR programme with 2 days volunteering leave per year.

About Us

Deutsche Bank is the leading German bank with strong European roots and a global network. Deutsche Bank in the UK is recognized for diversity and inclusion. We welcome applications from all people and promote a positive, fair and inclusive work environment.

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Location:
London, England, United Kingdom
Salary:
£100,000 - £125,000
Job Type:
FullTime
Category:
Management & Operations

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