Capital Quantitative Strategist

Deutsche Bank; Greater London; Hybrid; GBP 120,000 - 180,000; Full time

Benefits offered by this job

Hybrid Working

Pension (non-contributory)

30 days holiday + bank holidays

Life Assurance

Private Healthcare

Flexible benefits

CSR volunteering leave

Job summary

Deutsche Bank, a leading global bank, seeks an Associate/Vice President to build scalable capital, pricing and risk analytics for Front Office and Finance. You will develop risk-adjusted pricing and create forecasting tools to support regulatory and business planning, defining methodologies across business, Risk and Finance.

The role offers a hybrid working model in London, with a competitive package and a broad benefits slate.

Qualifications

• Advanced C++ and Python programming skills.
• Strong quantitative modelling and problem-solving abilities.
• Experience building production-grade pricing, risk, capital or forecasting analytics.
• Knowledge of regulatory capital, credit risk, ECL or capital efficiency.
• Clear communication of complex concepts to technical and business audiences.
• Excellent interpersonal and collaborative skills across teams.

Responsibilities

• Build scalable capital, pricing and risk analytics for Front Office and Finance.
• Develop risk-adjusted pricing for deposits and loans, reflecting funding and capital costs.
• Create forecasting and scenario tools for regulatory and business planning.
• Define consistent capital and expected credit loss methodologies across business, Risk and Finance.
• Deliver quantitative insights for profitability, resource allocation and senior management decisions.
• Partner with Corporate Bank and Private Bank stakeholders to improve profitability analytics across regions.

Skills

C++ programming

Python programming

Quantitative modelling

Pricing & risk analytics

Regulatory capital / ECL

Communication skills

Team collaboration

Job description

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.

Strats combine expertise in quantitative analytics, modelling, pricing and risk management with deep understanding of system architecture and programming. Their primary output is a scalable and flexible Front Office pricing and risk management system. The technology platform underlies the trading functions of the Bank as well as management processes around the rational allocation of constrained resources, management of funding costs and capital efficiency programs.

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

• Build scalable capital, pricing and risk analytics for Front Office and Finance
• Develop risk-adjusted pricing for deposits and loans, reflecting funding and capital costs
• Create forecasting and scenario tools for regulatory and business planning
• Define consistent capital and expected credit loss methodologies across business, Risk and Finance
• Deliver quantitative insights for profitability, resource allocation and senior management decisions
• Partner together with Corporate Bank and Private Bank stakeholders to improve profitability analytics across business, clients, products and regions

Your skills and experience

• Advanced C++ and Python programming skills
• Strong quantitative modelling and problem-solving capabilities
• Experience building production-grade pricing, risk, capital or forecasting analytics
• Knowledge of regulatory capital, credit risk, expected credit loss or capital efficiency
• Clear communication of complex concepts to technical and business audiences
• Excellent interpersonal skills with a supportive and collaborative approach across business, Risk, Finance and Technology

How we'll support you

• 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 (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 be named in The Times Top 50 Employers for Gender Equality and has been awarded a Gold Award from Stonewall and named in their Top 100 Employers.

If you have a disability, health condition, or require any adjustments during the application process, we encourage you to contact our Adjustments Concierge on [e-mail] to discuss.

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.