Hybrid Front-Office Quant Strategist

Deutsche Bank; Greater London; Hybrid; GBP 100,000 - 180,000; Full time

Benefits offered by this job

Hybrid Working

Competitive salary and non-contribut

30 days' holiday + bank holidays

Life Assurance and Private Healthcare

Retail Discounts

Bike4Work scheme

Gym benefits

CSR volunteering leave

Job summary

Deutsche Bank in London seeks a Corporate Bank Strat Associate/VP to develop pricing and risk analytics for Corporate Bank loan portfolios. The role blends quantitative modelling with system architecture and production-quality software development in a dynamic Front Office environment.

You will work across Front Office, Risk, Technology and Operations to deliver scalable solutions and robust analytics, while supporting capital efficiency and loss methodologies.

Qualifications

• Strong C++ and Python production-quality software development.
• Experience pricing, valuation or risk analytics for derivatives, financing transactions, loans or securities.
• Knowledge of credit risk, collateral, stress testing or portfolio risk measurement.
• Sensitivities, greeks, market and trade data and their application to risk and margin.

Responsibilities

• Develop quantitative models and analytics for pricing, risk and stress testing across Corporate Bank loans portfolios.
• Build scalable, production-grade Front Office pricing and risk solutions with consistent integration across control functions.
• Define consistent capital and expected credit loss methodologies across business, Risk and Finance.
• 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

Cross-functional collaboration

Problem solving

Job description

Deutsche Bank in London seeks a Corporate Bank Strat Associate/VP to develop pricing and risk analytics for Corporate Bank loan portfolios. The role blends quantitative modelling with system architecture and production-quality software development in a dynamic Front Office environment.

You will work across Front Office, Risk, Technology and Operations to deliver scalable solutions and robust analytics, while supporting capital efficiency and loss methodologies.