Capital Quantitative Strategist

Deutsche Bank UK

London, United Kingdom
Hybrid
Quantitative analytics
Modelling
Pricing
The Capital Strat team designs and implements credit risk related calculations and reporting for capital allocation and efficiency programs

Job Summary

  • The Capital Strat team designs and implements credit risk related calculations and reporting for capital allocation and efficiency programs.
  • Key responsibilities include analyzing regulatory and internal calculations, building prototypes for capital planning, and providing expertise in RWA management.
  • Deutsche Bank offers a hybrid working model, competitive salary, pension, 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 allocation and efficiency programs.

Skills & Requirements

Must-have

  • quantitative analytics
  • modelling
  • pricing
  • risk management
  • credit risk
  • C++ or Python programming

Nice-to-have

  • interpersonal skills
  • collaboration
  • continuous learning culture
  • diversity and inclusion

Key Requirements

  • Experience with credit risk and associated reporting
  • Experience with data models and designing calculation processes
  • Strong quantitative and analytical skills
  • Excellent computing and programming skills

Work Rights

Not specified

Tailored Resume

Cover Letter