Quantitative Strategist (f/m/x)

Position Overview

Details of the role and how it fits into the team

Group Strategic Analytics (GSA) concentrates Deutsche Bank’s quantitative and modelling expertise within a single unit. With group-wide responsibility for model development GSA takes a cross-business and cross-functional approach to solving quantitative modelling and analytics challenges and rolls out common development standards.

You will join the Market Risk Strats unit within GSA, which is a team comprised of people with technology, front office quant and risk methodology experience. Your immediate focus will be on implementing models and methodology development for Market Risk and Capital calculation, such as FRTB, VaR as well as a further build-out of a scalable and flexible risk management system with consistent interface to Market Risk.

Your key responsibilities

• Develop and implement production applications with a focus on market risk within the Bank’s strategic systems (Kannon) in C++ and Python

• Working with high performance big data databases (ClickHouse)

• Maintain a rigorous focus on system stability, and completeness and accuracy of calculations, as applications are developed, and continue with this focus as they are used in production

• Contribute to the development of model methodology, provide quantitative and qualitative justification for modelling choices

• Analyse and explain calculated numbers, work with traders, risk managers and strategist colleagues to continuously improve models and risk management and pricing tools

Your skills and experiences

• Solid quantitative background, extensive analytical skills and ability to efficiently solve problems independently and proactively

• At least several years’ experience of hands-on development, in C++ or Python and a desire to continue doing this on a day-to-day basis

• Experience as a database developer (ClickHouse) is a plus

• Understanding of the disciplines and tools which are used to deliver robust high-quality applications: source control, unit-testing, regression testing, release and deployment controls, etc.

• In-depth understanding of finance, in particular subjects such as financial instruments (VaR is a plus)

• Track record of contributing and successful delivery of large-scale projects, including respective project and stakeholder management; experience with people management will be considered advantageous

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 Christin Bode.

Contact Christin Bode: +49 30-3407 4860

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