Quantitative Strategist – Credit Risk and Capital Strats

TN United Kingdom; London; Hybrid; GBP 60,000 - 100,000; Full time

Job summary

An established industry player is seeking a Quantitative Strategist to enhance risk management and pricing tools within their investment banking division. This role involves developing advanced risk management models and supporting P&L processes for the X-Value Adjustment trading desk. With a focus on collaboration across teams, you'll leverage your expertise in derivatives pricing and programming to drive innovation. The company values diversity and offers a flexible working environment, competitive salary, and comprehensive benefits, making it an exciting opportunity for professionals passionate about quantitative finance.

Benefits

Hybrid Working

Competitive Salary

Non-Contributory Pension

30 Days' Holiday

Life Assurance

Private Healthcare

Flexible Benefits

CSR Programs

Volunteering Leave

Qualifications

• Masters or PhD in a quantitative field or equivalent experience.
• Strong programming skills in C++ and Python.

Responsibilities

• Support business requests for new products/models and automation.
• Ensure accurate and timely risk and P&L reporting.
• Collaborate with traders, finance, and software developers.

Skills

C++

Python

Derivatives Pricing

Risk Management

Effective Communication

Presentation Skills

Education

Masters or PhD in Quantitative Field

Job description

Quantitative Strategist – Credit Risk and Capital Strats, London

Location: London, United Kingdom

Job Category: Finance

EU work permit required: Yes

Job Reference: 56bf502c9e08

Job Views: 14

Posted: 05.05.2025

Expiry Date: 19.06.2025

Job Description:

Overview: This role is within Group Strategic Analytics, part of the Group COO, focusing on risk management and pricing tools for the X-Value Adjustment (XVA) trading desk in the Fixed Income & Currencies division of the Investment Bank. The position involves developing risk management and pre-deal pricing models, enhancing the XVA calculation engine, and supporting P&L processes.

What we offer:

• Hybrid Working: flexible remote working options
• Competitive salary and non-contributory pension
• 30 days’ holiday plus bank holidays, with options to purchase additional days
• Life Assurance and Private Healthcare
• Flexible benefits including retail discounts, Bike4Work, and gym benefits
• CSR programs and volunteering leave

Your responsibilities:

• Support business requests for new products/models and automation
• Ensure accurate and timely risk and P&L reporting
• Collaborate with traders, finance, software developers, and Market Risk teams
• Expand pre-deal pricing capabilities for XVA, funding, and capital-based pricing
• Enhance the strategic XVA calculation engine within the platform

Skills and experience:

• Masters or PhD in a quantitative field or equivalent experience
• Understanding of derivatives pricing and risk across Credit, Rates, FX, and Commodities
• Experience on an XVA desk or in XVA modelling
• Strong programming skills in C++ and Python
• Effective communication and presentation skills
• Ability to work under tight deadlines

Support provided:

• Training and development opportunities
• Coaching from team experts
• Continuous learning culture
• Flexible benefits tailored to individual needs
• Support for diversity and reasonable adjustments for disabilities

About us:

Deutsche Bank is a leading German bank with a strong European presence and a global network. We are committed to diversity, inclusion, and responsible banking. We welcome applications from all backgrounds and promote a fair and inclusive work environment.