Commodities Quantitative Strategist

TN United Kingdom; London; Hybrid; GBP 60,000 - 100,000; Full time

Job summary

Join a forward-thinking company as a Commodities Quantitative Strategist in London, where you will leverage your expertise in C++ and Python to support trading and risk management functions. This role offers the opportunity to work in a dynamic team, enhancing the bank's strategic platform while collaborating with various stakeholders. With a commitment to diversity and a culture of continuous learning, this position not only promises professional growth but also the chance to make a significant impact in the financial services sector. Enjoy a hybrid work environment, competitive salary, and generous benefits as you contribute to innovative solutions in commodities trading.

Benefits

Hybrid Working

Competitive Salary

30 Days Holiday

Life Assurance

Private Healthcare

Flexible Benefits

CSR Programme Support

Volunteering Leave

Qualifications

• Experience in investment banking applications and commodity derivative products.
• Strong quantitative skills in financial services and risk management.

Responsibilities

• Support existing work in commodity derivatives and structured products.
• Provide desk support for risk and P&L analysis.
• Collaborate with traders and stakeholders to develop solutions.

Skills

C++

Python

Risk Management

Quantitative Analysis

P&L Calculation

Communication Skills

Job description

Job Title: Commodities Quantitative Strategist

Location: London

Corporate Title: Vice President

Group Strategic Analytics (GSA) is part of the Group Chief Operating Office (COO), which acts as the bridge between the Bank’s businesses and infrastructure functions to help deliver efficiency, control, and transformation goals.

The Commodities Strats team within GSA is responsible for pricing, risk, and profit & loss (P&L) functionalities across commodities and commodity indices within the bank's strategic Kannon platform. You will be part of a small London-based team supporting trading, structuring, middle/back office functions, risk, and finance. Your role will involve analyzing, designing, and implementing platform extensions to facilitate new initiatives or resolve issues.

What we offer:

• Hybrid Working: Flexibility to work remotely part of the time.
• Competitive salary and non-contributory pension.
• 30 days’ holiday plus bank holidays, with options to purchase additional days.
• Life Assurance and Private Healthcare for you and your family.
• Flexible benefits including retail discounts, Bike4Work, and gym memberships.
• CSR programme support and 2 days’ volunteering leave annually.

Your key responsibilities:

• Support the delivery of existing work within commodity derivatives, indices, and structured products.
• Provide desk support to trading teams for risk and P&L analysis.
• Improve existing codebases to adapt to a rapidly changing environment and develop new functionalities.
• Collaborate with Traders, Risk, Finance, and other stakeholders to understand requirements and develop solutions.

Your skills and experience:

• Proficiency in modern C++ and Python development.
• Knowledge of front-office risk and P&L calculation, with experience in investment banking applications.
• Strong quantitative, modeling, pricing, and risk management skills in financial services.
• Understanding of commodity derivative products.
• Ability to multitask and prioritize under tight deadlines.
• Excellent interpersonal and communication skills, capable of explaining complex concepts clearly.

How we’ll support you:

• Flexible working arrangements.
• Continuous learning culture for career progression.
• Customizable flexible benefits.
• Support for diversity and inclusion, including reasonable adjustments for disabilities.

About us:

Deutsche Bank, a leading German bank with strong European roots and a global network, has been recognized for its inclusive culture and commitment to diversity. We promote a positive, fair, and inclusive work environment and welcome applications from all individuals.