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Quantitative Strategist (f/m/x)

Deutsche Bank
Frankfurt am Main, Germany
Closing date
Oct 18, 2023

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Job Function
Industry Sector
Finance - General
Employment Type
Full Time
Job Description:

About Deutsche Bank

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.

Role Overview

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.

Key Responsibilities:
  • Implement pre-deal pricing and credit approval calculations for loans and derivatives incorporating consideration of evolving regulatory credit risk capital models, funding costs and expected losses
  • 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, modeling, pricing, and management of loan portfolios
Your Skills & Qualifications:
  • Strong quantitative and analytical skills
  • Strong computing and programming skills, including C++ and Python experience
  • Familiarity with funding or banking businesses and markets
  • Experience with management of capital efficiency
  • Experience with credit risk capital modeling, such as RWA, LGD, CCF, Default Probability is a plus
What we offer:
  • Flexible working hours and hybrid working models
  • Development and training opportunities, e.g. via our digital learning platform
  • Attractive compensation, including 30 days of vacation and a variety of benefits: Benefits&Wellbeing
Please note that this may vary slightly from location to location.

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

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

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.

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