Equities Quantitative Strategist

Deutsche Bank

London, , GB
Hybrid
C++ programming language
Python programming language
Equity derivatives knowledge
You will join the Debt Strats group delivering analytics and applications that solve quantitative problems across Deutsche Bank Investment Bank

Job Summary

  • You will join the Debt Strats group delivering analytics and applications that solve quantitative problems across Deutsche Bank Investment Bank.
  • The role offers hybrid working, competitive salary, 30 days holiday plus bank holidays, life assurance, private healthcare, and flexible benefits.
  • Deutsche Bank values diversity and inclusion, providing reasonable adjustments for disabilities and fostering a culture of collaboration and continuous learning.

Matching Summary

You will join the Debt Strats group delivering analytics and applications that solve quantitative problems across Deutsche Bank Investment Bank.

Skills & Requirements

Must-have

  • C++ programming language
  • Python programming language
  • Equity derivatives knowledge
  • Automation of risk and P&L processes
  • Cross-asset platform optimization

Nice-to-have

  • Excel VBA programming
  • Excellent interpersonal skills
  • Hybrid working model
  • Supportive team culture
  • Continuous learning environment

Key Requirements

  • Bachelor’s degree or equivalent in engineering, scientific or financial subject
  • Experience in equity business products, models and risk measures
  • Knowledge of Python or C++ programming
  • Experience with Excel VBA programming

Work Rights

Not specified

Tailored Resume

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