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Quantitative Strategist Specialist (f/m/x)

Deutsche Bank

Deutsche Bank

Berlin, Germany
Posted on Wednesday, June 5, 2024

Job Description:

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

  • 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

  • Experience of hands-on development, in C++ or Python and a desire to continue doing this on a day-to-day basis

  • 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.

  • Prior exposure to finance, in particular subjects such as derivatives, 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 Carolin Adler; Contact: Carolin Adler +49(0)15164757632

Our values define the working environment we strive to create – diverse, supportive and welcoming of different views. We embrace a culture reflecting a variety of perspectives, insights and backgrounds to drive innovation. We build talented and diverse teams to drive business results and encourage our people to develop to their full potential. Talk to us about flexible work arrangements and other initiatives we offer.

We promote good working relationships and encourage high standards of conduct and work performance. We welcome applications from talented people from all cultures, countries, races, genders, sexual orientations, disabilities, beliefs and generations and are committed to providing a working environment free from harassment, discrimination and retaliation.

Visit Inside Deutsche Bank to discover more about the culture of Deutsche Bank including Diversity, Equity & Inclusion, Leadership, Learning, Future of Work and more besides.