Hybrid Capital Quant Strategist: Front Office Pricing Risk

Deutsche Bank; Greater London; Hybrid; GBP 120,000 - 180,000; Full time

Benefits offered by this job

Hybrid Working

Pension (non-contributory)

30 days holiday + bank holidays

Life Assurance

Private Healthcare

Flexible benefits

CSR volunteering leave

Job summary

Deutsche Bank, a leading global bank, seeks an Associate/Vice President to build scalable capital, pricing and risk analytics for Front Office and Finance. You will develop risk-adjusted pricing and create forecasting tools to support regulatory and business planning, defining methodologies across business, Risk and Finance.

The role offers a hybrid working model in London, with a competitive package and a broad benefits slate.

Qualifications

• Advanced C++ and Python programming skills.
• Strong quantitative modelling and problem-solving abilities.
• Experience building production-grade pricing, risk, capital or forecasting analytics.
• Knowledge of regulatory capital, credit risk, ECL or capital efficiency.
• Clear communication of complex concepts to technical and business audiences.
• Excellent interpersonal and collaborative skills across teams.

Responsibilities

• Build scalable capital, pricing and risk analytics for Front Office and Finance.
• Develop risk-adjusted pricing for deposits and loans, reflecting funding and capital costs.
• Create forecasting and scenario tools for regulatory and business planning.
• Define consistent capital and expected credit loss methodologies across business, Risk and Finance.
• Deliver quantitative insights for profitability, resource allocation and senior management decisions.
• Partner with Corporate Bank and Private Bank stakeholders to improve profitability analytics across regions.

Skills

C++ programming

Python programming

Quantitative modelling

Pricing & risk analytics

Regulatory capital / ECL

Communication skills

Team collaboration

Job description

Deutsche Bank, a leading global bank, seeks an Associate/Vice President to build scalable capital, pricing and risk analytics for Front Office and Finance. You will develop risk-adjusted pricing and create forecasting tools to support regulatory and business planning, defining methodologies across business, Risk and Finance.

The role offers a hybrid working model in London, with a competitive package and a broad benefits slate.