Quantitative Strategist

We are seeking a Quantitative Strategist to join our Market Risk Strats unit within Group Strategic Analytics (GSA) at Deutsche Bank in London.

As a Quantitative Strategist, you will focus on platform development and model implementation for Market Risk and Capital calculation, such as the Fundamental Review of the Trading Book (FRTB), Value at Risk (VaR), Stress Testing and Economic Capital.

Your key responsibilities will include:

• Designing, implementing, and maintaining high-quality software components for market risk calculations
• Participating in the development of production applications implemented in Python and C++
• Maintaining a rigorous focus on system stability, completeness, and accuracy of calculations
• Analysing and explaining calculated numbers, working with traders, risk managers, and strategist colleagues to continuously improve models and risk management and pricing tools

To be successful in this role, you will need:

• Strong C++ programming skills and experience building robust, high-performance, and maintainable codebases
• A quantitative background and analytical skills, with the ability to efficiently solve problems independently and proactively
• Understanding of the disciplines and tools used to deliver robust, high-quality applications
• Prior exposure to finance, particularly subjects such as derivatives and value-at-risk
• Excellent interpersonal and communication skills, with the ability to effectively partner with colleagues and stakeholders

We offer a range of benefits, including:

• Hybrid working
• 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