Quantitative Strategist

Deutsche Bank UK

London, United Kingdom
Hybrid
Financial modelling and derivatives pricing
Probability, stochastic calculus, numerical methods
C++ programming skills
You will be joining the Deutsche Bank Analytics (DBA) team in London, the front office quantitative research team responsible for developing pricing models across all asset classes

Job Summary

  • You will be joining the Deutsche Bank Analytics (DBA) team in London, the front office quantitative research team responsible for developing pricing models across all asset classes.
  • Key responsibilities include supporting pricing models for credit derivatives and developing/testing new and existing models for the DBA library.
  • The company offers a competitive salary, non-contributory pension, 30 days holiday, life assurance, private healthcare, and a range of flexible benefits including hybrid working.

Matching Summary

You will be joining the Deutsche Bank Analytics (DBA) team in London, the front office quantitative research team responsible for developing pricing models across all asset classes.

Skills & Requirements

Must-have

  • Financial modelling and derivatives pricing
  • Probability, stochastic calculus, numerical methods
  • C++ programming skills
  • Quantitative research
  • Pricing models for credit derivatives

Nice-to-have

  • Excellent communication skills
  • Attention to detail
  • Enthusiasm and willingness to learn
  • Collaborative work environment

Key Requirements

  • Master of Science (MSc)/ Doctor of Philosophy (PhD) or equivalent
  • Experience in Financial modelling
  • Experience in derivatives pricing
  • Strong Maths skills
  • Good computing and programming skills

Work Rights

Not specified

Tailored Resume

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