Quantitative Strategist

Deutsche Bank; London; Hybrid; GBP 50,000 - 90,000

Job description

Job Description:

Job Title: Quantitative Strategist

Location: London

Corporate Title: Associate

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.

You will be joining the Deutsche Bank Analytics (DBA) team in London. DBA is the pricing model package used across all divisions of Deutsche Bank for trading and the risk management of Cash and Derivatives in all asset classes of the Bank including Rates, Credit, Foreign Exchange (FX), Commodities, Equities, Inflation, Corporate Finance, Money Markets, Mortgages, Hybrids, Emerging Markets (EM). Furthermore, DBA is used in many of the Bank's regulatory and portfolio calculations.

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:

• Supporting pricing models for non-linear interest rate products.
• Documenting and testing new and existing models.
• Supporting the DBAnalytics library to Strats, Trading, Information Technology (IT), Model Validation and Finance.

Your skills and experience:

• Experience in Financial modelling and derivatives pricing.
• Educated to University level or equivalent qualification/work experience (such as a Master of Science/ Doctor of Philosophy (MSc/ PhD) in a relevant subject such as Finance, Maths, Physics, Computer Science).
• Excellent communication skills, both written and verbal with attention to detail.
• Strong Maths skills in probability, stochastic calculus and numerical methods (finite differences, Monte Carlo).
• Good computing and programming skills, including experience of C++.
• Highly motivated, enthusiastic with a keen willingness to learn and take on new challenges.

How we’ll support you:

• Training and development to help you excel in your career.
• Coaching and support from experts in your team.
• 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 (for example, 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.