Lead Quantitative Strategist (f/m/x)

Position Overview

Details of the role and how it fits into the team

We are Germany’s leading bank with strong positions in Europe and significant presence in the Americas and Asia Pacific. We’re driving growth through our strong client franchise, investing heavily in digital technologies, prioritizing long-term success over short-term gains, and serving society with ambition and integrity. We serve our clients’ real economic needs in commercial and investment banking, retail banking and transaction banking, and provide ground-breaking products and services in asset and wealth management. That means a career packed with opportunities to grow and the chance to shape the future of our clients.

Lead Quantitative Strategist (‘Strat’)

Analytics and Technology are central to Deutsche Bank business. 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 both the trading and banking functions of the Bank, as well as management processes around the rational allocation of constrained resources, management of funding costs and capital efficiency programs. As Lead Quantitative Strategist it will be your responsibility to gather specific requirements and work independently on the design and implementation of complex solutions and working processes which also requires close coordination with relevant stakeholders across various areas.

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 and allocation

• Track and monitor profitability and Return on Equity of clients and businesses

• Drive alignment across Front Office, Credit Risk Management, and Finance for financial resource calculations

• Assist 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 retail mortgage portfolios

• Independent development and coordination of sub-projects of complex processes across different areas in close interaction with relevant stakeholders

Your skills and experiences

• Several years of experience in quantitative analysis, modelling, price and risk management 

• Strong computing and programming skills, including C++ and Python experience, as well as strong quantitative and analytical skills

• Experience with interest rate risk or credit risk modelling, experience with managing capital efficiency, familiarity with funding or banking businesses and markets

• Experience in managing complex processes and projects

What we offer

We provide you with a comprehensive portfolio of benefits and offerings to support both, your private and professional needs.

• Emotionally and mentally balanced
  A positive mind helps us master the challenges of everyday life – both professionally and privately. We offer consultation in difficult life situations as well as mental health awareness trainings.

• Physically thriving
  We support you in staying physically fit through an offering to maintain personal health and a professional environment. You can benefit from health check-ups; vaccination drives as well as advice on healthy living and nutrition.

• Socially connected
  Networking opens up new perspectives, helps us thrive professionally and personally as well as strengthens our self-confidence and well-being. You can benefit from PME family service, FitnessCenter Job, flexible working (e.g parttime, hybrid working, job tandem) as well as an extensive culture of diversity, equity and inclusion.

• Financially secure
  We provide you with financial security not only during your active career but also for the future. You can benefit from offerings such as pension plans, banking services, company bicycle or “Deutschlandticket”.

Since our offerings slightly vary across locations, please contact your recruiter with specific questions.

This job is available in full and parttime.

In case of any recruitment related questions, please get in touch with Julia Lotze.

Contact: Julia Lotze +49(0)171-5570161

Wir streben eine Unternehmenskultur an, in der wir gemeinsam jeden Tag das Beste geben. Dazu gehören verantwortungsvolles Handeln, wirtschaftliches Denken, Initiative ergreifen und zielgerichtete Zusammenarbeit.
Gemeinsam teilen und feiern wir die Erfolge unserer Mitarbeiter*innen. Gemeinsam sind wir die Deutsche Bank Gruppe.

Wir begrüßen Bewerbungen von allen Menschen und fördern ein positives, faires und integratives Arbeitsumfeld.