Lead Quantitative Strategist

vor 1 Monat


Frankfurt am Main, Deutschland Deutsche Bank Vollzeit

**Lead Quantitative Strategist (d/m/w)**:
**Job ID**:R0299484**Full/Part-Time**:Full-time**Regular/Temporary**:Regular**Listed**:2023-11-02**Location**:Frankfurt**Position Overview**:
**Details of the role**

We are Germany’s leading bank with strong positions in Europe and significant presence in the Americas and Asia Pacific. We’re driving growth through our strong client franchise, investing heavily in digital technologies, prioritizing long-term success over short-term gains, and serving society with ambition and integrity. We serve our clients’ real economic needs in commercial and investment banking, retail banking and transaction banking, and provide ground-breaking products and services in asset and wealth management. That means a career packed with opportunities to grow and the chance to shape the future of our clients.

**Lead Quantitative Strategist (‘Strat’) - Strat Role Overview**

Analytics and Technology are central to Deutsche Bank business. Strats combine expertise in quantitative analytics, modelling, pricing and risk management with deep understanding of system architecture and programming. Their primary output is a scalable and flexible Front Office pricing and risk management system. The technology platform underlies both the trading and banking functions of the Bank, as well as management processes around the rational allocation of constrained resources, management of funding costs and capital efficiency programs.

As Lead Quantitative Strategist it will be your responsibility to gather specific requirements and work independently on the design and implementation of complex solutions and working processes which also requires close coordination with relevant stakeholders across various areas.

**Your key responsibilities**
- Implement pre-deal pricing and credit approval calculations for loans and derivatives incorporating consideration of evolving regulatory credit risk capital models, funding costs and expected losses
- Design incentive structures for businesses around financial resource consumption and allocation
- Track and monitor profitability and Return on Equity of clients and businesses
- Drive alignment across Front Office, Credit Risk Management, and Finance for financial resource calculations
- Assist in building and calibrating credit risk capital models using historical default and recovery data
- Provide trading desks expertise in quantitative analytics, modelling, pricing, and management of loan portfolios
- Independent development and coordination of sub-projects of complex processes across different areas in close interaction with relevant stakeholders

**Your skills and experiences**
- Strong quantitative and analytical skills
- Strong computing and programming skills, including C++ and Python experience
- Familiarity with funding or banking businesses and markets
- Experience with management of capital efficiency
- Experience with credit risk capital modeling, such as RWA, LGD, CCF, Default Probability is a plus

**What we will offer you**
- Flexible working hours and hybrid working models
- Development and training opportunities, e.g. via our digital learning platform
- Attractive compensation, including 30 days of vacation and a variety of benefits: Benefits&Wellbeing

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

This job is available in full and parttime.

In case of any recruitment related questions, please get in touch with Julia Lotze.

Contact: Julia Lotze +49(0)171-5570161

Unsere Werte bestimmen das Arbeitsumfeld, welches wir schaffen möchten - vielfältig, wertschätzend und offen für verschiedene Meinungen. Nur eine Unternehmenskultur, die eine Vielzahl von Perspektiven, sowie kulturellen und gesellschaftlichen Hintergründen vereint, fördert Innovation. Wir setzen auf vielfältige Teams, in welchen die Menschen ihr volles Potential entfalten können - denn das Zusammenführen verschiedener Talente und Ideen spielt eine entscheidende Rolle für den geschäftlichen Erfolg der Deutschen Bank.

Unsere Unternehmenskultur setzt hohe ethische Standards und fördert ein gutes Miteinander. Unabhängig von kulturellem Hintergrund, Nationalität, ethnischer Zugehörigkeit, geschlechtlicher und sexueller Identität, körperlichen Fähigkeiten, Religion und Generation freuen wir uns über Bewerbungen talentierter Menschen.
Sprechen Sie uns an: Wir bieten flexible Arbeitszeitmodelle und weitere Zusatzleistungen, um Sie in Ihrem Berufsleben zu unterstützen.

Besuchen Sie Inside Deutsche Bank, um mehr über die Kultur der Deutschen Bank zu erfahren, einschließlich unserer Aktivitäten zu Vielfalt, Chancengleichheit und Teilhabe, unserer Führungskultur, unseren Aktivitäten zur Zukunft der Arbeit und vieles mehr.



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