Front Office Quant Strategist: Wealth Pricing & Risk

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

Benefits offered by this job

Hybrid working

Competitive salary + non-contributoryp

30 days holiday + bank holidays

Life Assurance & Private Healthcare

Retail Discounts

Bike4Work scheme

Gym benefits

CSR volunteering leave (2 days)

Job summary

Deutsche Bank in London is seeking an Associate/VP in Wealth Management Strat to develop quantitative models and scalable pricing and risk solutions across Wealth Management portfolios.

The role requires strong C++ and Python skills, experience in pricing and risk analytics, and collaboration with Front Office, Risk, and Technology to deliver strategic solutions in a hybrid work environment.

Qualifications

• Strong C++ and Python skills, with production-quality software experience.
• Experience in pricing, valuation or risk analytics for derivatives or securities.
• Knowledge of counterparty risk, initial margin, collateral, stress testing or portfolio risk measurement.

Responsibilities

• Develop quantitative models and analytics for pricing, counterparty risk, initial margin, stress testing and gap risk across Wealth Management portfolios.
• Build scalable Front Office pricing and risk solutions with cross-functional integration.
• Design funding- and capital-aware pricing for deposits and loans.

Skills

C++

Python

quant software

risk analytics

portfolio risk

trade data

problem solving

Job description

Deutsche Bank in London is seeking an Associate/VP in Wealth Management Strat to develop quantitative models and scalable pricing and risk solutions across Wealth Management portfolios.

The role requires strong C++ and Python skills, experience in pricing and risk analytics, and collaboration with Front Office, Risk, and Technology to deliver strategic solutions in a hybrid work environment.