Quantitative Strategist – Treasury Strats

Deutsche Bank; City Of London; Hybrid; GBP 70,000 - 90,000; Full time

Job summary

A leading international bank in London seeks a Quantitative Strategist to join their Treasury Strats team. The role involves developing strategic analytics functionality, automating funding processes, and collaborating with various stakeholders. Ideal candidates possess a university degree in a quantitative discipline, strong programming skills in Python and C++, and experience in financial services. The company offers a competitive salary, hybrid working options, and various benefits.

Benefits

Hybrid Working

Competitive salary and pension

30 days' holiday plus bank holidays

Life Assurance and Private Healthcare

Flexible benefits

Volunteering leave

Qualifications

• Educated to University degree level or equivalent in a quantitative discipline.
• Work experience in financial services industry, especially on FRM desk.
• Ability to communicate effectively across multiple teams.

Responsibilities

• Develop functionality for strategic analytics platform focusing on risk.
• Automate funding processes and improve existing risk controls.
• Collaborate with Treasury, Traders, and Risk to design solutions.

Skills

Programming skills (Python, C++)

Quantitative analysis

Effective communication

Time management

Education

University degree in quantitative discipline

Advanced degrees (MSc or PhD)

Job description

Job Description

Quantitative Strategist - Treasury Strats

London

Associate

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 Treasury Strats team within GSA. The Treasury Strats team are responsible for facilitating management of liquidity and funding risks and financial resources across the Bank. The group is responsible for building systems used to price and optimise liquidity and funding risk and capital measures into trades and uses a range of approaches to improve risk adjusted profitability including measuring and presenting liquidity (and other) risks so that macro management decisions can be made and exposures managed efficiently.

What we'll offer you

• 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

• Developing functionality within the Bank's strategic analytics platform to calculate and optimise portfolio metrics with focus on funding & liquidity risk across trading desks and the Bank globally
• Automation of daily funding processes and reporting, improvement of existing risk processes and enabling of appropriate controls
• Continuously improving the existing codebase in a rapidly changing environment, to be able to efficiently develop new functionality
• Work closely with Treasury, Traders, Risk, Finance and other stakeholders to understand requirements and design strategic solutions

Your skills and experience

• Educated to University degree level or equivalent qualification/work experience in a quantitative discipline such as finance, math, physics, computer science, econometrics, statistics or engineering, advanced degrees such as Master of Science (MSc) or Doctor of Philosophy (PhD) a plus
• Excellent programming skills with experience gained in financial services industry, Python and C++ knowledge is required
• Work experience on a Financial Resource Management (FRM) desk and/or in optimising collateral management and funding & liquidity risk cost under business and regulatory constraints
• The ability to communicate effectively across multiple teams and functions, in addition to excellent presentational skills
• Ability to prioritise against tight deadlines

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 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

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

Deutsche Bank in the UK is proud to have been named in The Times Top 50 Employers for Gender Equality 2024 for five consecutive years. Additionally, we have been awarded a Gold Award from Stonewall and named in their Top 100 Employers 2024 for our work supporting LGBTQ+ inclusion.

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.