Capital Quantitative Strategist

Deutsche Bank

London, United Kingdom
Hybrid
Quantitative analytics
Credit risk modelling
C++ or python programming
The Capital Strat team designs and implements credit risk related calculations and reporting for capital efficiency programs

Job Summary

  • The Capital Strat team designs and implements credit risk related calculations and reporting for capital efficiency programs.
  • Key responsibilities include analyzing regulatory and internal calculations, building prototypes for capital planning, and providing expertise in RWA management.
  • The company offers a hybrid working model, competitive salary, generous holiday allowance, life assurance, private healthcare, and flexible benefits.

Matching Summary

The Capital Strat team designs and implements credit risk related calculations and reporting for capital efficiency programs.

Skills & Requirements

Must-have

  • quantitative analytics
  • credit risk modelling
  • C++ or Python programming
  • Risk Weighted Assets (RWA) management
  • financial resource calculations

Nice-to-have

  • collaboration with stakeholders
  • continuous learning culture
  • diversity and inclusion

Key Requirements

  • Strong quantitative and analytical skills
  • Excellent computing and programming skills
  • Understanding of banking businesses and products or accounting rules
  • Good experience with credit risk and associated reporting
  • Experience with data models and designing new calculation processes
  • Good interpersonal skills

Work Rights

Not specified

Tailored Resume

Cover Letter