Quantitative Strategist Specialist
vor 3 Wochen
About the Role
Deutsche Bank is seeking a highly skilled Quantitative Strategist Specialist to join its 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.
About You
We are looking for a highly skilled and experienced quantitative professional with a solid background in finance, particularly in derivatives and VaR. You should have hands-on development experience in C++ or Python, and a strong understanding of the disciplines and tools used to deliver robust high-quality applications.
What We Offer
Deutsche Bank offers a comprehensive portfolio of benefits and offerings to support both your private and professional needs. We provide a positive work environment, opportunities for career growth and development, and a competitive compensation package.
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