Treasury Strat Location:
London Corporate Title:
You will be joining the global Treasury Strat team across which is part of the Group Strategic Analytics team. We collaborate with Treasury, Investment Bank, Corporate Bank, and other divisions at Deutsche Bank. We combine expertise in quantitative analytics, modelling, pricing, and risk management with deep understanding of system architecture and programming. The primary output is a scalable and flexible front office pricing and risk management system for treasury and the firm to manage risks, allocate constrained resources, and maximise profitability.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:
Your key responsibilities
- 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 skills and experience
- Responsible for the development of risk management analytics and pricing tools for Treasury trading desks, including pool, issuance, strategic liquidity reserve, and central investment office
- Responsible for the development of a unified fund transfer pricing and request for quote infrastructure for treasury and other businesses at Deutsche Bank
- Responsible for the development of hedge accounting capabilities for treasury issuance and SLR desks.
- Support the development of liquidity risk models for treasury (e.g. intraday liquidity risk models) and development of asset liability management systems for treasury
How we'll support you
- Excellent quantitative, analytical, modelling, pricing, and risk management skills
- Good computing and programming skills, including C++ and Python experience
- Excellent communication skills, both written and verbal
- Ability and aspiration to use, learn, and extend large codebase dealing with complex business problems
- Good experience with funding or banking businesses, interest rate risk and managing capital efficiency
About us and our teams
- 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
Deutsche Bank is the leading German bank with strong European roots and a global network. Click here to see what we do.Deutsche Bank & Diversity
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.
Click here to find out more about diversity and inclusion at Deutsche Bank