Lead Quant Strategist Artificial Intelligence (AI) Research Engineer

ZipRecruiter; London; Hybrid; GBP 70,000 - 90,000; Full time

Job summary

Join Deutsche Bank's Group Strategic Analytics team as a Market Risk Strategist, focusing on AI-based solutions for market risk management. Contribute to innovative approaches and collaborate with experts in a hybrid working environment, enhancing your professional development.

Benefits

Hybrid Working model

Competitive salary and non-contributory pension

30 days’ holiday plus bank holidays

Life Assurance and Private Healthcare

Flexible benefits including Retail Discounts

Support for CSR initiatives

Qualifications

• Expertise in ML with a strong background in mathematics/statistics.
• Experience applying ML/AI techniques in financial risk management.

Responsibilities

• Collaborate with team members to enhance risk management approaches.
• Develop and maintain cloud-based applications in Python and C++.

Skills

Machine Learning

Mathematics

Statistics

Python

C++

Tools

numpy

sklearn

tensorflow

pytorch

Job description

Job Description

This job is with Deutsche Bank, an inclusive employer and a member of myGwork – the largest global platform for the + business community. Please do not contact the recruiter directly.

Position Overview

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

You will join the Market Risk Strats unit within GSA, a team with expertise in technology, front office quant, and risk methodology. Your focus will be on developing AI-based approaches for market risk management, including risk measurement, stress testing, and automation. This is an exciting opportunity to contribute to pioneering solutions that could transform how the Bank manages market risk.

What we’ll offer you

We are committed to fostering a healthy, engaged, and well-supported workforce, prioritizing your development and wellbeing.

You can expect:

• Hybrid Working model allowing remote work 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 scheme, and Gym benefits
• Support for CSR initiatives and 2 days’ volunteering leave annually

Your key responsibilities

• Collaborate with team members, risk managers, and traders to identify opportunities where AI/ML can enhance or innovate risk management approaches
• Conduct research and develop mathematical models
• Develop and maintain cloud-based applications in Python and C++
• Create regulatory-compliant documentation for models and updates
• Analyze results and work with colleagues to improve models and tools
• Demonstrate and defend the reliability of new concepts with internal and external stakeholders

Your skills and experience

• Expertise in ML with a strong background in mathematics/statistics
• Proven research and delivery experience demonstrating creativity and impact
• Experience applying ML/AI techniques in financial risk management, especially stress testing, is advantageous
• Strong programming skills in Python; knowledge of C++ is beneficial
• Experience with AI/ML Python modules like numpy, sklearn, tensorflow, or pytorch is advantageous
• Experience deploying software on Google Cloud is beneficial

How we’ll support you

• Mentorship and support from team experts
• Culture of continuous learning and development
• Flexible benefits tailored to your needs
• Reasonable adjustments for accessibility needs, including assistive equipment if required

About us

Deutsche Bank, a leading German bank with strong European roots and a global presence, is committed to fostering an inclusive culture. Recognized for its efforts in equality and diversity, we welcome applications from all individuals and promote a positive, fair, and inclusive work environment.