Corporate Bank Strat: Front-Office Quant Pricing & Risk

Deutsche Bank AG; Greater London; On-site; GBP 90,000 - 130,000; Full time

Benefits offered by this job

Hybrid Working

Competitive salary

Pension

Private Healthcare

Job summary

Deutsche Bank AG in London seeks an Associate/VP in Corporate Bank Strat, part of Group Strategic Analytics (GSA). The role focuses on developing scalable Front Office pricing and risk analytics, integrating data across regions, and defining capital and ECL methodologies to support trading and funding decisions.

You will work with Front Office, Risk, Technology and Operations, delivering production-quality software in a hybrid working environment with a strong emphasis on risk-adjusted

Qualifications

• Strong C++ and Python skills.
• Experience in pricing, valuation or risk analytics for derivatives, financing transactions, loans or securities.
• Knowledge of credit risk, collateral, stress testing or portfolio risk measurement.
• Excellent interpersonal and problem-solving skills.
• Ability to deliver complex, cross-functional change in a Front Office environment.

Responsibilities

• Develop quantitative models and analytics for pricing, risk and stress testing across Corporate Bank loans portfolios.
• Build scalable Front Office pricing and risk solutions with integration across control functions.
• Define consistent capital and expected credit loss methodologies across business, Risk and Finance.
• Integrate trade, market and collateral data across products and regions to deliver robust risk calculations.
• Translate complex portfolio analytics into actionable insights for business and risk decisions, including during market stress.

Skills

C++

Python

Job description

Deutsche Bank AG in London seeks an Associate/VP in Corporate Bank Strat, part of Group Strategic Analytics (GSA). The role focuses on developing scalable Front Office pricing and risk analytics, integrating data across regions, and defining capital and ECL methodologies to support trading and funding decisions.

You will work with Front Office, Risk, Technology and Operations, delivering production-quality software in a hybrid working environment with a strong emphasis on risk-adjusted