Equities Quantitative Strategist

Deutsche Bank

London, United Kingdom
Hybrid
C++ programming language
Python programming language
Equity business space 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.
  • Your key responsibilities include analysis, design, and development of functionality in C++ and Python, contributing to automation of risk & profit and loss processes, and improving tooling for market data marking.
  • Deutsche Bank is committed to providing an environment with your development and wellbeing at its centre, offering hybrid working, competitive salary, and a range of flexible benefits.

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 business space knowledge
  • Risk measures knowledge
  • Pricing and quoting platform extension
  • Cross-asset platform scalability

Nice-to-have

  • Collaborate with various teams
  • Explain complex concepts effectively
  • Continuous learning culture
  • Support CSR programme

Key Requirements

  • Bachelor’s degree or equivalent qualification/relevant work experience
  • Knowledge of Python or C++
  • Experience with Excel/VBA

Work Rights

Not specified

Tailored Resume

Cover Letter