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Quantitative Strategist

  • Job
    Full-time
    Entry, Junior & Mid Level
  • Data
    Banking & Finance
  • London

AI generated summary

  • You need experience in financial modeling and derivatives pricing, a relevant degree, strong math skills, C++ programming proficiency, and excellent communication abilities.
  • You will support pricing models for non-linear interest rate products, document and test models, and assist with the DBAnalytics library across various teams.

Requirements

  • Experience in Financial modelling and derivatives pricing
  • Educated to University level or equivalent qualification/work experience (such as a Master of Science/ Doctor of Philosophy (MSc/ PhD) in a relevant subject such as Finance, Maths, Physics, Computer Science
  • Excellent communication skills, both written and verbal with attention to detail
  • Strong Maths skills in probability, stochastic calculus and numerical methods (finite differences, Monte Carlo)
  • Good computing and programming skills, including experience of C++
  • Highly motivated, enthusiastic with a keen willingness to learn and take on new challenges

Responsibilities

  • Supporting pricing models for non-linear interest rate products
  • Documenting and testing new and existing models
  • Supporting the DBAnalytics library to Strats, Trading, Information Technology (IT), Model Validation and Finance

FAQs

What is the job title for this position?

The job title is Quantitative Strategist.

Where is this position located?

This position is located in London.

What corporate title does this role carry?

The corporate title for this role is Associate.

What does the Group Strategic Analytics do?

Group Strategic Analytics acts as the bridge between the Bank’s businesses and infrastructure functions to help deliver efficiency, control, and transformation goals.

What is Deutsche Bank Analytics (DBA)?

Deutsche Bank Analytics (DBA) is the pricing model package used across all divisions of Deutsche Bank for trading and risk management of Cash and Derivatives in various asset classes.

What are some of the asset classes relevant to the DBA team?

Relevant asset classes include Rates, Credit, Foreign Exchange (FX), Commodities, Equities, Inflation, Corporate Finance, Money Markets, Mortgages, Hybrids, and Emerging Markets (EM).

What type of working model does the bank offer?

The bank offers a hybrid working model that allows eligible employees to work remotely for part of their working time.

What benefits are offered to employees?

Employees can expect a competitive salary, non-contributory pension, 30 days’ holiday plus bank holidays, life assurance, private healthcare, and various flexible benefits.

What are some key responsibilities of the Quantitative Strategist role?

Key responsibilities include supporting pricing models for non-linear interest rate products, documenting and testing new and existing models, and supporting the DBAnalytics library.

What qualifications are required for this position?

Candidates should have experience in financial modeling and derivatives pricing, and an educational background at University level or equivalent (such as an MSc/PhD in a relevant subject).

What programming language should candidates be proficient in?

Candidates should have good computing and programming skills, including experience in C++.

How does Deutsche Bank support employee development?

Deutsche Bank supports employee development through training, coaching from experts, a culture of continuous learning, and flexible benefits.

Does the company promote diversity and inclusion?

Yes, Deutsche Bank values diversity and promotes a positive, fair, and inclusive work environment.

Are there any opportunities for volunteering within the company?

Yes, employees have the opportunity to support a wide-ranging CSR program and are given 2 days’ volunteering leave per year.

Finance
Industry
10,001+
Employees
1869
Founded Year

Mission & Purpose

At Deutsche Bank, we give original thinkers the space and support they need to shine. Merging local knowledge with global vision, in-depth insight with industry-leading digital expertise, if you’re an innovator by nature, we can help you to unleash your potential. We see things differently at Deutsche Bank – and we’re proud of our fresh perspective. Today, we’re driving growth through our strong client franchise, investing heavily in digital technologies, prioritising long-term success over short term gains, and serving society with ambition and integrity. Wherever your interests lie – in investment banking, trading, private wealth, asset management, retail banking - or many of the infrastructure functions that support them – you’ll discover resources, training and opportunities designed to keep you ahead of the curve. Intelligence has no boundaries: we welcome high-achieving, talented individuals from any background.

Benefits

  • Home office flexible work time

    We support flexible working, whether that’s working from home, flexible working hours or even part-time working. However, it is important to note that opportunities will vary depending on your particular role.

  • Annual leave & more

    Employees are entitled to generous leave allowance (details should be discussed with local recruitment teams). Additionally, paid leave is granted for special events including, wedding/civil partnerships, compassionate leave, paternity leave or when you’re caring for a sick child. On top of the statutory 36 months of parental leave (Germany), Deutsche Bank offers an extra six months of parental leave – providing you have been with us for more than three years.

  • Support & Counselling

    Whether you need professional help or personal advice: Deutsche Bank offers a comprehensive support network ranging from career advice, mental health support, assistance in finding childcare or social care for the elderly.

  • Health insurance

    You can choose between statutory or a range of private health insurance options. Our statutory health insurance ‘Betriebskrankenkasse BKK’ is available exclusively to Deutsche Bank employees and their families. Aside from shorter waiting times for appointments, BKK provides access to expert medical consultations over the phone and regular health checks.

  • Sick pay

    Beyond statutory sick pay, Deutsche Bank will also cover the difference between your net salary and the statutory sickness benefit allowance. The duration of the sick pay will be dependent on the number of years you’ve worked with us.

  • Pension

    We understand that pensions can be a dry topic; however here at Deutsche Bank, we are dedicated to simplifying the complexities, so that all of our people can enjoy their lives beyond work. To provide a great foundation for your future, we provide our people with a comprehensive pension scheme that delivers all the security and all the flexibility you need.