Quant Strategist

Deutsche Bank

London, United Kingdom
Competitive salary; non-contributory pension; 30 d...
Hybrid
Master's degree in quantitative discipline
Derivatives pricing models familiarity
Python or c++ coding capabilities
The role focuses on methodology development and implementing models for Valuation Control within the Market Risk Strats unit

Job Summary

  • The role focuses on methodology development and implementing models for Valuation Control within the Market Risk Strats unit.
  • Candidates will participate in building a system for capital and reserve reporting optimized for Finance and Trading teams.
  • Deutsche Bank offers hybrid working arrangements, competitive salary, and comprehensive benefits including life assurance and private healthcare.

Matching Summary

The role focuses on methodology development and implementing models for Valuation Control within the Market Risk Strats unit.

Salary

Competitive salary; Non-contributory pension; 30 days' holiday plus bank holidays

Skills & Requirements

Must-have

  • Master's degree in quantitative discipline
  • Derivatives pricing models familiarity
  • Python or C++ coding capabilities
  • Source code control and testing experience

Nice-to-have

  • Experience with large team development projects
  • Cross-functional collaboration skills
  • Regulatory compliance documentation knowledge

Key Requirements

  • Master's degree in Mathematics, Physics, Finance, or Computer Science
  • Prior work experience related to finance
  • Proven ability to contribute to large team development projects

Work Rights

Not specified

Tailored Resume

Cover Letter