Junior Quant Strategist

London, United Kingdom

Job Description


:

Job Title: Junior Quant Strategist

Location London

Corporate Title Associate

Group Strategic Analytics (GSA) concentrates Deutsche Bank\xe2\x80\x99s 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 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. You will be responsible for methodology development and implementing models for Market Risk and Capital calculation, such as Fundamental Review of the Trading Book (FRTB), Value at Risk (VaR), Stress Testing and Economic Capital, as well as a further build-out of a scalable and flexible Front Office pricing and risk management system with consistent interface to Market and Credit Risk, Finance and Treasury.

What we\xe2\x80\x99ll offer you

A healthy, engaged and well-supported workforce are better equipped to do their best work and, more importantly, enjoy their lives inside and outside the workplace. That\xe2\x80\x99s why we are committed to providing an environment with your development and wellbeing at its centre.

You can expect:

  • Competitive salary and non-contributory pension
  • 30 days\xe2\x80\x99 holiday plus bank holidays, with the option to purchase additional days
  • Life Assurance and Private Healthcare for you and your family
  • A range of flexible benefits including Retail Discounts, a Bike4Work scheme and Gym benefits
  • The opportunity to support a wide ranging CSR programme + 2 days\xe2\x80\x99 volunteering leave per year
Your key responsibilities
  • Contributing to the development of model methodology, provide quantitative and qualitative justification for modelling choices
  • Participating in the development of production applications implemented in Python and C++
  • Maintaining 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
  • Contributing to creating regulatory compliant model documentation for new models and model changes
  • Reviewing and explaining calculated numbers, work with traders, risk managers and strategist colleagues to continuously improve models and risk management and pricing tools
Your skills and experience
  • Solid quantitative background, extensive analytical skills and ability to efficiently solve problems proactively
  • Experience of hands-on development, ideally in Python or C++ 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 and value-at-risk is a plus
  • Desire to learn new subjects and ability to work in a team
How we\xe2\x80\x99ll support you
  • Training and development to help you excel in your career
  • Flexible working to assist you balance your personal priorities
  • Coaching and support from experts in your team
  • A culture of continuous learning to aid progression
  • A range of flexible benefits that you can tailor to suit your needs
About us and our teams

is the leading German bank with strong European roots and a global network. to see what we do.

Our values define the working environment we strive to create \xe2\x80\x93 diverse, supportive and welcoming of different views. We embrace a culture reflecting a variety of perspectives, insights and backgrounds to drive innovation. We build talented and diverse teams to drive business results and encourage our people to develop to their full potential. Talk to us about flexible work arrangements and other initiatives we offer.

We promote good working relationships and encourage high standards of conduct and work performance. We welcome applications from talented people from all cultures, countries, races, genders, sexual orientations, disabilities, beliefs and generations and are committed to providing a working environment free from harassment, discrimination and retaliation.

Visit to discover more about the culture of Deutsche Bank including Diversity, Equity & Inclusion, Leadership, Learning, Future of Work and more besides.

Deutsche Bank

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Job Detail

  • Job Id
    JD2980346
  • Industry
    Not mentioned
  • Total Positions
    1
  • Job Type:
    Full Time
  • Salary:
    Not mentioned
  • Employment Status
    Permanent
  • Job Location
    London, United Kingdom
  • Education
    Not mentioned