This job is with Deutsche Bank, an inclusive employer and a member of myGwork – the largest global platform for the LGBTQ+ business community. Please do not contact the recruiter directly.

Position Overview

The Quantitative Strategist is responsible for designing, developing and implementing through analytical and direct coding quantitative strategic models, risk management and pricing solutions to meet business and control needs and drive respective strategies or regulatory adherence. They use their domain knowledge and excellent quantitative and coding expertise to contribute to the overall delivery of strategic initiatives within a business, control function, or a bank-wide program. The Quantitative Strategist will work with stakeholders within the Quant Strat area as well as the overall program sponsor and various subject-matter experts across the bank.

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 - we understand that employee expectations and preferences are changing. We have implemented a model that enables eligible employees to work remotely for a part of their working time and reach a working pattern that works for them
• 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

• Developing functionality within Deutsche Bank’s strategic analytics platform to calculate V-Value Adjustments (XVA) related metrics
• Analyse high dimensional data across Financial Resource Management (FRM) metrics
• Utilise cutting-edge cloud compute grid to value Deutsche Bank's Investment Bank derivate trade population
• Design pre-deal pricing tools for XVA and Capital/hurdle charges used by global sales and structuring
   

Your skills and experience

• Educated to Masters degree level or Phd in a quantitative subject
• Good understanding of pricing and risk of derivative products across Credit, Rates and Foreign exchange (FX)
• Excellent computing and programming skills and experience within a financial services environment, experience with large scale/big data and grid calculations
• Work experience on a XVA desk or experience in XVA modelling
• The ability to communicate effectively across multiple teams and functions, in addition to excellent interpersonal and presentational skills
• Ability to collaborate with colleagues and prioritise against tight deadlines
   

How we’ll support you

• Flexible working to assist you balance your personal priorities
• 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 (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 in The Times Top 50 Employers for Gender Equality 2024 for five consecutive years. Additionally, we have been awarded a Gold Award from Stonewall and named in their Top 100 Employers 2024 for our work supporting LGBTQ+ inclusion.

We strive for a culture in which we are empowered to excel together every day. This includes acting responsibly, thinking commercially, taking initiative and working collaboratively.
Together we share and celebrate the successes of our people. Together we are Deutsche Bank Group.
We welcome applications from all people and promote a positive, fair and inclusive work environment.