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Quantitative Strategist (f/m/x)

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Deutsche Bank

29d ago

  • Job
    Full-time
    Mid & Senior Level
  • Data
    Software Engineering
  • Berlin

AI generated summary

  • You need a solid quantitative background, experience in C++ or Python, database skills (ClickHouse is a plus), finance knowledge, and a track record in managing large-scale projects.
  • You will develop production applications in C++ and Python, analyze model methodologies, ensure system stability, and collaborate with traders and risk managers to enhance risk management tools.

Requirements

  • 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

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

FAQs

What is the main focus of the Group Strategic Analytics (GSA) team?

The main focus of the GSA team is to concentrate Deutsche Bank’s quantitative and modelling expertise within a single unit, with group-wide responsibility for model development and solving quantitative modelling and analytics challenges across various business areas.

What programming languages are primarily used in this role?

The primary programming languages used in this role are C++ and Python.

Is experience with ClickHouse necessary for applicants?

While experience with ClickHouse as a database developer is considered a plus, it is not explicitly required for applicants.

What kind of projects will the hired candidate be involved in?

The hired candidate will be involved in implementing models and methodology development for Market Risk and Capital calculation, such as FRTB and VaR, as well as building a scalable and flexible risk management system.

What skills are considered essential for this position?

Essential skills include a solid quantitative background, extensive analytical skills, hands-on development experience in C++ or Python, and a strong understanding of finance, particularly financial instruments and risk management.

Are there opportunities for professional development within the organization?

Yes, there are opportunities for professional development, as the organization supports a culture of continuous improvement and collaboration.

Will the candidate need to interact with other teams?

Yes, the candidate will need to collaborate and communicate with traders, risk managers, and fellow strategists to analyze and explain calculated numbers and to improve models and risk management tools.

Does the role require project and stakeholder management experience?

Yes, a track record of contributing to and successfully delivering large-scale projects, including project and stakeholder management, is beneficial for this role.

What type of work environment does Deutsche Bank promote?

Deutsche Bank promotes a positive, fair, and inclusive work environment, valuing responsible action, economic thinking, initiative, and targeted collaboration among employees.

Is there a focus on employee well-being at Deutsche Bank?

Yes, Deutsche Bank offers a comprehensive portfolio of benefits to support emotional, mental, physical, and financial well-being for employees.

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Deutsche Bank

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.