Quantitative Strategist – Credit Risk And Capital Strats

Deutsche Bank

London, , GB
Base: not specified; bonus/equity: not specified; ...
Hybrid
Xva calculations and modelling
Cross-asset derivative pricing
Programming in c++ and python
You will work on designing and implementing large scale calculations of X-Value Adjustment measures for the cross-asset derivative portfolio of the Investment Bank

Job Summary

  • You will work on designing and implementing large scale calculations of X-Value Adjustment measures for the cross-asset derivative portfolio of the Investment Bank.
  • The role offers hybrid working, competitive salary, private healthcare, flexible benefits, and opportunities for volunteering leave.
  • Deutsche Bank promotes a culture of continuous learning, diversity, and inclusion, providing coaching and support to help you excel in your career.

Matching Summary

You will work on designing and implementing large scale calculations of X-Value Adjustment measures for the cross-asset derivative portfolio of the Investment Bank.

Salary

Base: Not specified; Bonus/Equity: Not specified; Benefits: Competitive salary, non-contributory pension, 30 days holiday plus bank holidays, life assurance, private healthcare

Skills & Requirements

Must-have

  • XVA calculations and modelling
  • Cross-asset derivative pricing
  • Programming in C++ and Python
  • Capital and credit risk management
  • Collaboration with trading and structuring teams

Nice-to-have

  • Experience on Exotics trading desk
  • Developer experience with front office grid pricing engines
  • Excellent interpersonal and communication skills
  • Hybrid working model
  • Supportive learning and development culture

Key Requirements

  • Masters or PhD in quantitative subject
  • Strong understanding of derivative pricing and risk
  • Experience in financial services programming
  • Work experience as quant developer preferred

Work Rights

Not specified

Tailored Resume

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