Front Office Quant Strategist – Wealth Management

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

Benefits offered by this job

Hybrid working

Competitive salary

30 days’ holiday + bank holidays

Life Assurance

Private Healthcare for you & family

Flexible benefits

CSR volunteering leave

Job summary

Deutsche Bank in the United Kingdom is seeking an Associate/Vice President to develop quantitative models and analytics for pricing, counterparty risk, and margin across Wealth Management portfolios. You will build scalable Front Office solutions and ensure robust data integration with Risk, Tech and Operations.

The role requires strong C++ and Python skills and experience in derivatives or financing analytics.

Qualifications

• Strong C++ and Python production-quality software development skills.
• Experience in pricing, valuation or risk analytics for derivatives, financing transactions, loans or securities.
• Knowledge of counterparty credit risk, initial margin, collateral, stress testing or portfolio risk measurement.
• Understanding of sensitivities, greeks, market and trade data and their applications to risk and margin.
• Proven ability to deliver complex, cross-functional change in a Front Office environment.
• Excellent interpersonal and problem-solving abilities to influence technical and business stakeholders.

Responsibilities

• Develop quantitative models and analytics for pricing, counterparty risk, initial margin, stress testing and gap risk across Wealth Management portfolios.
• Build scalable, production-grade Front Office pricing and risk solutions with consistent integration across control functions.
• Design funding- and capital-aware pricing for deposits and loans.
• 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 with Front Office, Risk, Technology and Operations to define requirements and deliver strategic solutions.

Skills

C++

Python

Pricing analytics

Counterparty risk

Greeks & sensitivities

Cross-functional work

Communication

Job description

Deutsche Bank in the United Kingdom is seeking an Associate/Vice President to develop quantitative models and analytics for pricing, counterparty risk, and margin across Wealth Management portfolios. You will build scalable Front Office solutions and ensure robust data integration with Risk, Tech and Operations.

The role requires strong C++ and Python skills and experience in derivatives or financing analytics.