Front Office Quantitative Strategist - Derivatives Pricing
Deutsche Bank
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Benefits offered by this job
Job summary
Deutsche Bank in London seeks a Quantitative Strategist to support pricing models for Credit products and to develop and test new models with the DBA team. You will contribute to the DBAnalytics library for trading and strat teams, working within Group Strategic Analytics to enable efficient, robust pricing across asset classes.
The role requires strong mathematical and programming abilities (C++) and a background in quantitative finance, maths or physics.
Qualifications
- Experience in financial modelling and derivatives pricing.
- Education such as an MSc/PhD in finance, maths, physics or CS.
- Excellent interpersonal skills with the ability to communicate with various teams.
- Strong maths, including probability, stochastic calculus and numerical methods.
- Good computing and programming skills, including C++ experience.
- Highly motivated with a keen willingness to learn.
Responsibilities
- Supporting pricing models for Credit products and contributing to the DBA team.
- Developing and testing new and existing models.
- Supporting the DBAnalytics library to Trading and Strats.
Skills
Education
Job description
Deutsche Bank in London seeks a Quantitative Strategist to support pricing models for Credit products and to develop and test new models with the DBA team. You will contribute to the DBAnalytics library for trading and strat teams, working within Group Strategic Analytics to enable efficient, robust pricing across asset classes.
The role requires strong mathematical and programming abilities (C++) and a background in quantitative finance, maths or physics.
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