Quantitative Strategist – Credit Risk And Capital Strats
Deutsche Bank
London, United Kingdom
Hybrid
Xva calculations and implementation
Derivative pricing and risk
C++ and python programming
You will work on designing and implementing large scale calculations (including methodology) of X-Value Adjustment (XVA) measures for the cross-asset derivative portfolio of the Investment Bank
Job Summary
You will work on designing and implementing large scale calculations (including methodology) of X-Value Adjustment (XVA) measures for the cross-asset derivative portfolio of the Investment Bank.
Deutsche Bank is committed to providing an environment with your development and wellbeing at its centre, offering competitive salary, pension, holiday, and flexible benefits.
The role involves dealing with multiple stakeholders, from trading, structuring, sales to treasury, finance, market and credit risk teams, requiring excellent interpersonal skills.
Matching Summary
You will work on designing and implementing large scale calculations (including methodology) of X-Value Adjustment (XVA) measures for the cross-asset derivative portfolio of the Investment Bank.
Skills & Requirements
Must-have
XVA calculations and implementation
Derivative pricing and risk
C++ and Python programming
Front office grid pricing engines
Cross-asset derivative portfolio
Nice-to-have
Hybrid working model
Continuous learning culture
Collaborative team environment
Strong interpersonal skills
Key Requirements
Masters degree or PhD in quantitative subject
Work experience as quant developer on XVA desk
Developer experience with large-scale front office grid pricing engines