Corporate and Private Bank Strat

Job Title Corporate and Private Bank Strat

Location London

Corporate Title Vice President

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

Strats combine expertise in quantitative analytics, modelling, pricing and risk management with 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 underlies the trading functions of the Bank as well as management processes around the rational allocation of constrained resources, management of funding costs and capital efficiency programs. You will join the team with the responsibility of Corporate and Private Bank Strat.

Your key responsibilities

• Modelling and managing funding costs and funds transfer pricing, moving to a portfolio funding model
• Pricing deposits and loans based on funding costs and capital hurdles
• Design incentive structures for businesses around financial resource consumption, allocation, and capital optimisation
• Drive alignment across Front Office, Credit Risk Management, and Finance for financial resource calculations
• Assist and support in building and calibrating credit risk capital models using historical default and recovery data
• Provide trading desks expertise in quantitative analytics, modelling, pricing, and management of loan and mortgage portfolios

Your skills and experience

• Strong quantitative and analytical skills
• Strong computing and programming skills, including C++ and Python experience
• Understanding of funding or banking businesses and markets
• Experience with interest rate risk or credit risk modelling
• Experience with managing capital efficiency

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.