Equities Quantitative Strategist

Deutsche Bank

London, , GB
Hybrid
C++ programming language
Python programming language
Equity derivatives products knowledge
You will be joining the Debt Strats group, which delivers analytics and applications that solve quantitative problems for businesses across Deutsche Bank Investment Bank

Job Summary

  • You will be joining the Debt Strats group, which delivers analytics and applications that solve quantitative problems for businesses across Deutsche Bank Investment Bank.
  • We have implemented a hybrid working model that enables eligible employees to work remotely for part of their working time and reach a working pattern that works for them.
  • We value diversity and as an equal opportunities’ employer, we make reasonable adjustments for those with a disability such as the provision of assistive equipment if required.

Matching Summary

You will be joining the Debt Strats group, which delivers analytics and applications that solve quantitative problems for businesses across Deutsche Bank Investment Bank.

Skills & Requirements

Must-have

  • C++ programming language
  • Python programming language
  • Equity derivatives products knowledge
  • Automation of risk and P&L processes
  • Cross-asset platform optimization
  • Excel/VBA programming

Nice-to-have

  • Excellent interpersonal skills
  • Ability to explain complex concepts
  • Hybrid working model
  • Supportive team coaching
  • Continuous learning culture
  • Flexible employee benefits

Key Requirements

  • Experience in equity business products and risk measures
  • Bachelor’s degree or equivalent in engineering, scientific or financial subject
  • Experience with Excel/Visual Basic for Applications
  • Not specified

Work Rights

Not specified

Tailored Resume

Cover Letter