Quantitative Strategist in Berlin bei Deutsche Bank

Position Overview

Details of the role and how it fits into the team

Group Strategic Analytics (GSA) concentrates Deutsche Bank’s quantitative and modelling expertise within a single unit. With group-wide responsibility for model development GSA takes a cross-business and cross-functional approach to solving quantitative modelling and analytics challenges and rolls out common development standards.

You will join the Market Risk Strats unit within GSA, which is a team comprised of people with technology, front office quant and risk methodology experience. Your immediate focus will be on methodology development and implementing models for Market Risk and Capital calculation, such as FRTB, VaR as well as a further build-out of a scalable and flexible risk management system with consistent interface to Market Risk.

Your key responsibilities

• Responsible for developing methodologies to cover complex risk modelling approaches and support ongoing improvement

• Perform complex analysis, evaluation, decision-making & results communication including support of internal model governance and regulatory review processes

• Maintain a rigorous focus on system stability, and completeness and accuracy of calculations, as applications are developed, and continue with this focus as they are used in production

• Analyse and explain calculated numbers, work with traders, risk managers and strategist colleagues to continuously improve models and risk management tools

• Coordinate model development and implementation with various stakeholders in the bank

Your skills and experiences

• Relevant university degree (e.g. Master or PhD) in a quantitative discipline

• Understanding of the disciplines and tools which are used to deliver robust high quality applications: source control, unit-testing, regression testing, release and deployment controls, etc

• Prior exposure to finance, in particular knowledge of financial products/markets and market risk /value-at-risk is a plus

• Experience of hands-on development, ideally in Python or C++ and a desire to continue doing this on a day-to-day basis

• Desire to learn new subjects and ability to work in a team

• Well-organized with a proven ability to solve problems independently with a strong sense of personal ownership and a focus on timelines and delivering results

https://careers.db.com/explore-the-bank/working-environment/benefits-wellbeing/

Please note that this may vary slightly from location to location.

In case of any recruitment related questions, please get in touch with Carolin Adler.

Contact: Carolin Adler, Tel (+49 3034074778)

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