Quantitative Strategist

Deutsche Bank; Greater London; Híbrido; GBP 90 000 - 150 000; Tempo integral

Vantagens oferecidas por esta oferta de emprego

Hybrid Working

Competitive salary & non-contributoryp

30 days holiday + bank holidays

Life Assurance & Private Healthcare

Retail Discounts

Bike4Work scheme

Gym benefits

CSR programme + 2 volunteering days

Resumo da oferta

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.

Qualificações

• 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.

Responsabilidades

• 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.

Conhecimentos

Financial modelling

Derivatives pricing

C++ programming

Stochastic calculus

Numerical methods

Interpersonal skills

Formação académica

MSc/PhD in Finance/Math/Physics/CS

Descrição da oferta de emprego

Job Description:

Job Title Quantitative Strategist

Location London

Corporate Title Analyst

Group Strategic Analytics (GSA) is part of Group Chief Operation Office (COO) which acts as the bridge between the Bank’s businesses and infrastructure functions to help deliver the efficiency, control, and transformation goals of the Bank.

You will join the Deutsche Bank Analytics (DBA) team in London. DBA is the front office quantitative research team in charge of the development of the pricing models used across all divisions of Deutsche Bank for trading and the risk management of Cash and Derivatives in all asset classes of Deutsche Bank including Rates, Credit, Foreign Exchange (FX), Commodities, Equities, Hybrids.

What we’ll offer you

A healthy, engaged and well-supported workforce are better equipped to do their best work and, more importantly, enjoy their lives inside and outside the workplace. That’s why we are committed to providing an environment with your development and wellbeing at its centre.

You can expect:

• Hybrid Working - we understand that employee expectations and preferences are changing. We have implemented a model that enables eligible employees to work remotely for a part of their working time and reach a working pattern that works for them
• Competitive salary and non-contributory pension
• 30 days’ holiday plus bank holidays, with the option to purchase additional days
• Life Assurance and Private Healthcare for you and your family
• A range of flexible benefits including Retail Discounts, a Bike4Work scheme and Gym benefits
• The opportunity to support a wide ranging CSR programme + 2 days’ volunteering leave per year

Your key 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

Your skills and experience

• Experience in Financial modelling and derivatives pricing
• Education such as an MSc / PhD in a relevant subject such as Finance, Maths, Physics, Computer Science
• Excellent interpersonal skills with the ability to communicate effectively with various teams
• Strong Maths skills in probability, stochastic calculus and numerical methods (finite differences, Monte Carlo)
• Good computing and programming skills, including C++ experience
• Highly motivated with a keen willingness to learn and take on new challenges

How we’ll support you

• Coaching and support from experts in your team
• A culture of continuous learning to aid progression
• A range of flexible benefits that you can tailor to suit your needs
• We value diversity and as an equal opportunities’ employer, we make reasonable adjustments for those with a disability such as the provision of assistive equipment if required (e.g. screen readers, assistive hearing devices, adapted keyboards)

About us

Deutsche Bank is the leading German bank with strong European roots and a global network.

Deutsche Bank in the UK is proud to be named in The Times Top 50 Employers for Gender Equality and has been awarded a Gold Award from Stonewall and named in their Top 100 Employers.

We strive for a culture in which we are empowered to excel together every day. This includes acting responsibly, thinking commercially, taking initiative and working collaboratively.

Together we share and celebrate the successes of our people. Together we are Deutsche Bank Group.

We welcome applications from all people and promote a positive, fair and inclusive work environment.