Quantitative Strategist – Credit Risk And Capital Strats

Deutsche Bank UK

London, United Kingdom
Hybrid
Xva calculations and implementation
Derivative product pricing and risk
C++ and python programming skills
Design and implement scalable cross-asset XVA calculations and integrated pre-deal pricing capabilities within the Bank’s strategic valuation and analytics platform

Job Summary

  • Design and implement scalable cross-asset XVA calculations and integrated pre-deal pricing capabilities within the Bank’s strategic valuation and analytics platform.
  • Support business requests for new XVA modelling, market data calibration, product coverage, automation, and ad-hoc pre-deal pricing and FRM optimisation.
  • Deutsche Bank offers a competitive salary, non-contributory pension, 30 days holiday, life assurance, private healthcare, and a range of flexible benefits.

Matching Summary

Design and implement scalable cross-asset XVA calculations and integrated pre-deal pricing capabilities within the Bank’s strategic valuation and analytics platform.

Skills & Requirements

Must-have

  • XVA calculations and implementation
  • Derivative product pricing and risk
  • C++ and Python programming skills
  • Cross-asset derivative portfolio
  • Counterparty credit risk management

Nice-to-have

  • Collaboration and partnership
  • Continuous learning culture
  • Hybrid working model
  • Wellbeing and development focus

Key Requirements

  • Masters or PhD in quantitative subject
  • Experience as quant developer on XVA desk
  • Experience with large-scale pricing engines

Work Rights

Not specified

Tailored Resume

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