Front Office Wealth Quant Strategist

Deutsche Bank AG; Greater London; Hybrid; GBP 110,000 - 160,000; Full time

Benefits offered by this job

Hybrid Working

Pension

Holiday entitlement 30 days

Private Healthcare

Flexible benefits

CSR volunteering

Job summary

Deutsche Bank AG in London seeks an Associate/VP to join Group Strategic Analytics (GSA) in Wealth Management strat. You will develop quantitative models for pricing, risk, and margin, and build scalable Front Office systems.

Collaborate with Front Office, Risk, Technology and Operations to deliver strategic solutions, integrating market data and collateral information, with a focus on cross-functional change and robust analytics.

Qualifications

• Strong C++ and Python skills with production-quality software experience.
• 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.
• Sound understanding of sensitivities, greeks, market and trade data, and their application to risk and margin.
• Proven ability to deliver complex, cross-functional change in a Front Office environment.
• Excellent interpersonal and strong problem-solving skills, with the ability to support and 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 together with Front Office, Risk, Technology and Operations to define requirements and deliver strategic solutions.

Skills

C++

Python

Pricing & risk analytics

Counterparty credit risk

Sensitivities & greeks

Front Office collaboration

Job description

Deutsche Bank AG in London seeks an Associate/VP to join Group Strategic Analytics (GSA) in Wealth Management strat. You will develop quantitative models for pricing, risk, and margin, and build scalable Front Office systems.

Collaborate with Front Office, Risk, Technology and Operations to deliver strategic solutions, integrating market data and collateral information, with a focus on cross-functional change and robust analytics.