Lead Quantitative Strategist

vor 2 Wochen


Frankfurt am Main, Hessen, Deutschland Deutsche Bank Vollzeit
Job Description:

Details of the role and how it fits into the team

We are a leading banking institution in Germany with strong positions in Europe and a significant presence in the Americas and Asia Pacific. Our focus is on sustainable growth through a robust client base, investment in digital technologies, prioritizing long-term success, and conducting business with ambition and integrity. We cater to our clients' diverse financial needs across various banking sectors and offer innovative products and services in asset and wealth management. This role offers abundant opportunities for professional growth and the chance to shape the future for our clients.

Lead Quantitative Strategist ('Strat')

Analytics and Technology play a vital role in the operations of our bank. The Strats are experts in quantitative analytics, modeling, pricing, and risk management, with a deep understanding of system architecture and programming. They develop scalable Front Office systems for pricing and risk management, which are essential to our trading and banking functions. As the Lead Quantitative Strategist, you will be responsible for gathering requirements and independently designing and implementing complex solutions in collaboration with various stakeholders.

Your key responsibilities:
  • Modeling and managing funding costs and funds transfer pricing
  • Pricing deposits and loans based on funding costs and capital hurdles
  • Designing incentive structures around financial resource allocation
  • Tracking profitability and Return on Equity of clients and businesses
  • Ensuring alignment across different departments for financial resource calculations
  • Assisting in developing credit risk capital models
  • Providing expertise in quantitative analytics for trading desks
  • Leading sub-projects and processes across different areas
Your skills and experiences:
  • Extensive experience in quantitative analysis, modeling, and risk management
  • Strong programming skills in C++ and Python
  • Experience with interest rate and credit risk modeling
  • Proficiency in managing complex projects
  • Fluency in English, knowledge of German is a plus
What we offer:

We provide a comprehensive range of benefits to support both your personal and professional well-being.

Emotionally and mentally balanced:

We offer support for mental health and counseling in challenging situations.

Physically thriving:

Benefit from health check-ups, vaccination drives, and advice on staying healthy.

Socially connected:

Participate in networking opportunities, PME family service, and a culture of diversity and inclusion.

Financially secure:

Avail offerings like pension plans and banking services for your future security.

For more details on benefits and well-being, please contact your recruiter. This job is available in full-time and part-time options. For any recruitment-related queries, reach out to Julia Lotze.

Our values shape our inclusive working environment that encourages diverse perspectives and drives innovation. We foster talented and diverse teams for business success and support professional development. We uphold high standards of conduct and performance, welcoming applicants from all backgrounds. Visit Inside Deutsche Bank to learn more about our culture, diversity, equity, and inclusion initiatives.
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