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Quantitative Strategist Specialist

vor 1 Monat


Berlin, Berlin, Deutschland 0010 Deutsche Bank Aktiengesellschaft Vollzeit
Job Title: Quantitative Strategist Specialist

Deutsche Bank is seeking a highly skilled Quantitative Strategist Specialist to join our Group Strategic Analytics (GSA) team. As a key member of the Market Risk Strats unit, you will be responsible for implementing models and methodology development for Market Risk and Capital calculation.

Key Responsibilities:
  • Develop and implement production applications with a focus on market risk within the Bank's strategic systems (Kannon) in C++ and Python.
  • 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.
  • Contribute to the development of model methodology, provide quantitative and qualitative justification for modelling choices.
  • Analyse and explain calculated numbers, work with traders, risk managers and strategist colleagues to continuously improve models and risk management and pricing tools.
Requirements:
  • Solid quantitative background, extensive analytical skills and ability to efficiently solve problems independently and proactively.
  • Experience of hands-on development, in C++ or Python and a desire to continue doing this on a day-to-day basis.
  • 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 subjects such as derivatives, VaR is a plus.
  • Track record of contributing and successful delivery of large scale projects, including respective project and stakeholder management; experience with people management will be considered advantageous.
What We Offer:

We provide a comprehensive portfolio of benefits and offerings to support both, your private and professional needs.

A positive mind helps us master the challenges of everyday life – both professionally and privately. We offer consultation in difficult life situations as well as mental health awareness trainings.

We support you in staying physically fit through an offering to maintain personal health and a professional environment. You can benefit from health check-ups; vaccination drives as well as advice on healthy living and nutrition.

Networking opens up new perspectives, helps us thrive professionally and personally as well as strengthens our self-confidence and well-being. You can benefit from PME family service, FitnessCenter Job, flexible working (e.g parttime, hybrid working, job tandem) as well as an extensive culture of diversity, equity and inclusion.

We provide you with financial security not only during your active career but also for the future. You can benefit from offerings such as pension plans, banking services, company bicycle or "Deutschlandticket".