Overview
Position Overview
Job Title Quantitative Strategist
Location London
Corporate Title Associate/Vice President
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. You will be joining the DBAnalytics (DBA) group which is the front office quant team that maintains and improves the analytics library used across all divisions of Deutsche Bank. It is used for trading and risk management of Cash and Derivatives in all asset classes of the Bank including Rates, Credit, Foreign Exchange (FX), Commodities, Inflation, Corporate Finance, Money Markets, Mortgages, Hybrids, Emerging Markets (EM) and X-Value Adjustment (XVA). DBA is also involved in many of Deutsche Bank’s regulatory and portfolio calculations.
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.
- 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
- The opportunity to support a wide ranging CSR programme + 2 days’ volunteering leave per year
Your Key Responsibilities
- Improve existing models and implement new models for pricing and risk management of counterparty exposure and XVA.
- Work in partnership with Trading, other Strats, Structuring, IT, Model Validation, Credit risk Management and Finance teams to support them to achieve their goals and improve the modelling of XVA/Counterparty Credit Risk.
- Document and test new and existing models.
Your Skills And Experience
- Excellent quantitative, modelling, pricing and risk management skills, with experience within a financial services environment.
- Good computing and programming (coding) skills and experience, utilising programming languages such as Python, Matlab, R, S-Plus, C++, SQL and Oracle.
- Expertise of counterparty risk and derivatives gained from professional experience or within education is desirable.
- Education such as an MSc / PhD in a relevant subject such as Finance, Maths, Physics, Computer Science, Econometrics, Statistics or Engineering
- Excellent mathematics skills in probability, stochastic calculus and numerical methods (finite differences, Monte Carlo)
- Excellent interpersonal skills with the ability to collaborate and partner with various teams, and to be able to communicate effectively
How We’ll Support You
- Training and development to help you excel in your career
- 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 (e.g. screen readers, assistive hearing devices, adapted keyboards)
About Us
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 The Times Top 50 Employers for Gender Equality 2025 for six 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.
If you have a disability, health condition, or require any adjustments during the application process, we encourage you to contact our Adjustments Concierge on to discuss how we can best support you. You can also share your phone number, and a member of the team will be happy to call you to talk through your specific requirements.
We strive for a culture in which we are empowered to excel together every day. This includes acting responsibly, thinking commercially, taking initiative and working collaboratively. Together we share and celebrate the successes of our people. Together we are Deutsche Bank Group. We welcome applications from all people and promote a positive, fair and inclusive work environment.
Seniority level
Employment type
Job function
