Front Office Quant Strat - Pricing & Risk (Hybrid)

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

Benefits offered by this job

Hybrid working

Competitive salary

Non-contributory pension

30 days holidays

Life Assurance

Private Healthcare

Flexible benefits

CSR volunteering leave

Job summary

Deutsche Bank in London is seeking a Corporate Bank Strat Associate/VP to develop quantitative models for pricing, risk and stress testing across loan portfolios, and to build scalable Front Office pricing solutions that integrate with control functions.

You will define consistent capital and expected credit loss methodologies, integrate trade and market data, and collaborate with Front Office, Risk, Technology and Operations to deliver strategic, data-driven risk analytics.

Qualifications

• Strong C++ and Python skills, with experience developing production-quality quantitative software.
• 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.
• Proven 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, production-grade Front Office pricing and risk solutions with consistent 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.
• Partner together with Front Office, Risk, Technology and Operations to define requirements and deliver strategic solutions.

Skills

C++

Python

Quantitative analytics

Front Office pricing

Job description

Deutsche Bank in London is seeking a Corporate Bank Strat Associate/VP to develop quantitative models for pricing, risk and stress testing across loan portfolios, and to build scalable Front Office pricing solutions that integrate with control functions.

You will define consistent capital and expected credit loss methodologies, integrate trade and market data, and collaborate with Front Office, Risk, Technology and Operations to deliver strategic, data-driven risk analytics.