Quantitative Strategist – Capital and Liquidity Strats

Job Title Quantitative Strategist – Capital and Liquidity Strats
Location London
Corporate Title 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 Capital and Liquidity Strats team which 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

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 Hybrid Working 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 Deutsche Bank’s strategic analytics platform to calculate and optimize 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 together with Traders, Financial Resource Management (FRM), Treasury, Risk, Finance and other stakeholders to understand requirements and design strategic solutions

Your skills and experience

• University degree in a quantitative discipline such as finance, math, physics, computer science, econometrics, statistics or engineering, advanced degrees such as MSc or PhD a plus.
• Excellent programming skills with experience gained in financial services industry, Python and C++ knowledge is required
• Work experience on a FRM desk and/or in optimizing collateral management and funding & liquidity risk cost under business and regulatory constraints
• Excellent interpersonal skills with 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
• 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

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 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.

If you have a disability, health condition, or require any adjustments during the application process, we encourage you to contact our Adjustments Concierge on adjustmentsconcierge@db.com to discuss.

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.