Description
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Job TitleQuantitative Strategist – Credit Risk and Capital Strats
LocationLondon
Corporate TitleVice President
Group Strategic Analytics 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 dedicated to the X-Value Adjustment (XVA) trading desk within the Fixed Income & Currencies business in the Investment Bank helping to build risk management and (pre-deal) pricing tools (XVA modelling and book risk management), enhancing the strategic XVA calculation engine/platform and supporting intraday and end-of-day profit & loss (P&L).
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.
You can expect:
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
Supporting the business requests, in terms of both new products/models and automation Ensuring the smooth operation of the franchise, in terms of daily production of accurate and timely risk and P&L figures Dealing with multiple stakeholders, from traders to finance, from software developers to Market Risk Expanding pre-deal pricing capabilities for XVA, funding and capital-based pricing for Trading, Sales and Structuring globally Enhance the strategic XVA (grid) calculation engine as part of the Strategic Analytics Platform
Your skills and experience
Educated to Masters degree level or Doctor of Philosophy (PhD) in a quantitative subject or equivalent qualification/work experience Strong understanding of pricing and risk of derivative products across Credit, Rates and Foreign exchange (FX), Commodities Work experience on a XVA desk and/or experience in XVA modelling Strong computing and programming skills and experience within a financial services environment, utilising programming languages such as C++ and Python The ability to communicate effectively across multiple teams and functions, in addition to excellent presentational skills Ability to prioritise against tight deadlines
How we’ll support you
Training and development to help you excel in your career Coaching and support from experts in your team A culture of continuous learning to aid progression 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)
About us
is the leading German bank with strong European roots and a global network. Click to see what we do.
Deutsche Bank in the UK is proud to have been named in for five consecutive years. Additionally, we have been awarded a Gold Award from Stonewall and named in their for our work supporting LGBTQ+ inclusion.
We strive for a 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.
