Senior Quantitative Pricing & Risk Strategist

Deutsche Bank AG; Greater London; Hybrid; GBP 90,000 - 130,000; Full time

Benefits offered by this job

Hybrid Working

Competitive salary

Pension

Life Assurance

Private Healthcare

Flexible benefits

CSR volunteering days

Job summary

Deutsche Bank AG in London is seeking an Associate/Vice President to join Group Strategic Analytics (GSA). You will develop quantitative models and analytics for pricing, risk and stress testing across Corporate Bank loans portfolios, building scalable Front Office solutions and implementing consistent risk methodologies.

You will collaborate with Front Office, Risk, Technology and Operations, translate portfolio analytics into actionable insights, and contribute to a culture of learning and

Qualifications

• Strong C++ and Python skills, with experience developing production-quality quantitative software.
• Experience in pricing, valuation or risk analytics for derivatives, financing transactions, loans or securities.
• Knowledge of credit risk, collateral, stress testing or portfolio risk measurement.
• Sound understanding of sensitivities, greeks, market and trade data, and their application to risk and margin.
• Proven ability to deliver complex, cross-functional change in a Front Office environment.
• Excellent interpersonal and strong problem-solving skills, with the ability to both support and influence technical and business stakeholders.

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

Quantitative analytics

Job description

Deutsche Bank AG in London is seeking an Associate/Vice President to join Group Strategic Analytics (GSA). You will develop quantitative models and analytics for pricing, risk and stress testing across Corporate Bank loans portfolios, building scalable Front Office solutions and implementing consistent risk methodologies.

You will collaborate with Front Office, Risk, Technology and Operations, translate portfolio analytics into actionable insights, and contribute to a culture of learning and