Quantitative Risk Developer

Job Title Quantitative Developer Group Strategic Analytics (GSA) is part of Group Chief Operation Office (COO) which acts as the bridge between the Bank's businesses and infrastructure functions to help deliver the efficiency, control, and transformation goals of the Bank. GSA concentrates Deutsche Bank's quantitative and modelling expertise within a single unit. You will join the Market Risk Strats unit within GSA, which is a team comprised of people with technology, front office quant and market risk and methodology experience. Your immediate focus will be on platform development and model implementation for Market Risk and Capital calculation, such as Fundamental Review of the Trading Book (FRTB), Value at Risk (VaR), Stress Testing and Economic Capital, as well as supporting stakeholders. You will also be involved in a further build-out of a scalable and flexible Front Office pricing and risk management system with consistent interface to Market and Credit Risk, Finance and Treasury. Hybrid Working - we understand that employee expectations and preferences are changing. We have implemented a model that enables eligible employees to work remotely for a part of their working time and reach a working pattern that works for them ~ 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 ~ Design, implement and maintain high-quality software components for market risk calculations including Stress Testing, FRTB and related calculations Participate in the development of production applications implemented in Python and C++ Analyse and explain calculated numbers, work with traders, risk managers and strategist colleagues to continuously improve models and risk management and pricing tools Strong Python programming skills with demonstrated experience in developing robust, maintainable codebases 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 Prior exposure to finance, in particular subjects such as derivatives and value at risk preferred Experience of C++ development is further advantageous Coaching and support from experts in your team A range of flexible benefits that you can tailor to suit your needs We value diversity and as an equal opportunities' employer, we make reasonable adjustments for those with a disability such as the provision of assistive equipment if required (for example, screen readers, assistive hearing devices, adapted keyboards) Deutsche Bank is the leading German bank with strong European roots and a global network. Deutsche Bank in the UK is proud to have been named in The Times Top 50 Employers for Gender Equality 2024 for five consecutive years. Additionally, we have been awarded a Gold Award from Stonewall and named in their Top 100 Employers 2024 for our work supporting LGBTQ+ inclusion. We strive for a culture in which we are empowered to excel together every day. Together we are Deutsche Bank Group.