Quantitative Strategist

Deutsche Bank; Kegworth; Hybrid; GBP 70,000 - 90,000; Full time

Job summary

A leading German bank is seeking a Quantitative Strategist to support pricing models for commodities and equities in London. The successful candidate will document and test models, and support the Analytics team. Candidates should have a strong background in financial modelling, excellent communication skills, and experience with programming in C++. The position offers hybrid working, a competitive salary, and various benefits focused on employee development and wellbeing.

Benefits

Hybrid Working

Competitive salary and non-contributory pension

30 days’ holiday plus bank holidays

Life Assurance and Private Healthcare

Flexible benefits including Retail Discounts

Qualifications

• Experience in financial modelling and derivatives pricing.
• Educated to university level or equivalent work experience.
• Strong maths skills in probability and stochastic calculus.

Responsibilities

• Support pricing models for commodities and equities.
• Document and test new and existing models.
• Support the Deutsche Bank Analytics library.

Skills

Financial modelling and derivatives pricing

Communication skills

Mathematics in probability

C++ programming

Numerical methods

Education

Master of Sciences / Doctor of Philosophy (MSc / PhD)

Job description

Description

Job Title Quantitative Strategist

Location London

Corporate Title Vice President

Group Strategic Analytics 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 be joining 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 the 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 commodities and equities
• Responsible for documenting and testing new and existing models
• Supporting the Deutsche Bank Analytics library to Strats, Trading, Information Technology, Model Validation and Finance

Your skills and experience

• Experience in Financial modelling and derivatives pricing. Exposure to commodity or equity derivatives is a plus
• Educated to University level or equivalent qualification / work experience, such as a Master of Sciences / Doctor of Philosophy (MSc / PhD) in a relevant subject such as Finance, Maths, Physics, Computer Science
• Excellent communication skills, both written and verbal with attention to detail
• 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 enthusiasm to learn and take on new challenges

How we’ll support you

• Training and development to help you excel in your career
• Flexible working to assist you balance your personal priorities
• A culture of continuous learning to aid progressionA 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 (for example, screen readers, assistive hearing devices, adapted keyboards)

About us

is the leading German bank with strong European roots and a global network. Click to see what we do.

Deutsche Bank in the UK is proud to have been named in for five consecutive years. Additionally, we have been awarded a Gold Award from Stonewall and named in their for our work supporting LGBTQ+ inclusion.

We strive for a 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.