Equity Derivatives Quant Strategist – Cross-Asset Platform

Deutsche Bank AG; Greater London; Hybrid; GBP 90,000 - 150,000; Full time

Benefits offered by this job

Hybrid Working

Competitive salary

Non-contributory pension

30 days’ holiday + bank holidays

Life Assurance

Private Healthcare

Retail Discounts

Bike4Work scheme

Gym benefits

CSR volunteering leave (2 days per año

Job summary

Deutsche Bank in London is seeking an Associate-level Quantitative Strategist to join the Debt Strats group. You will develop analytics and applications for equity derivatives, extending pricing platforms and automating risk and P&L processes.

You should have Python or C++, a Bachelor’s degree, and familiarity with equity derivatives. The role emphasizes collaboration across teams and responsible use of AI tools.

Qualifications

• In-depth knowledge of Python or C++ programming language.
• Experience in equity derivatives space and related models.
• Strong communication and collaboration abilities.
• Familiarity with AI tools to improve productivity and workflows.

Responsibilities

• Extend pricing/quoting platform for equity derivatives and cross‑asset products.
• Improve automation of risk and P&L processes.
• Enhance tooling and automation of market data marking.
• Produce relative value and scenario analyses for Equity and Cross‑Asset products.
• Support scalability improvements for the cross‑asset platform, especially equity.

Skills

Python

C++

Equity derivatives

Communication skills

AI tools

Education

Bachelor's degree

Job description

Deutsche Bank in London is seeking an Associate-level Quantitative Strategist to join the Debt Strats group. You will develop analytics and applications for equity derivatives, extending pricing platforms and automating risk and P&L processes.

You should have Python or C++, a Bachelor’s degree, and familiarity with equity derivatives. The role emphasizes collaboration across teams and responsible use of AI tools.