Quant Strategist

Deutsche Bank

London, United Kingdom
Competitive salary; non-contributory pension; 30 d...
Hybrid
Master's degree in quantitative discipline
Strong coding skills in python or c++
Experience with derivatives pricing models
The role focuses on methodology development and implementing models for Valuation Control within the Market Risk Strats unit

Job Summary

  • The role focuses on methodology development and implementing models for Valuation Control within the Market Risk Strats unit.
  • Candidates will participate in building a system for capital and reserve reporting optimized for Finance and Trading teams.
  • Deutsche Bank offers competitive salary, 30 days' holiday, and a culture supporting continuous learning and diversity.

Matching Summary

The role focuses on methodology development and implementing models for Valuation Control within the Market Risk Strats unit.

Salary

Competitive salary; Non-contributory pension; 30 days' holiday plus bank holidays

Skills & Requirements

Must-have

  • Master's degree in quantitative discipline
  • Strong coding skills in Python or C++
  • Experience with derivatives pricing models

Nice-to-have

  • Cross-functional team collaboration experience
  • Knowledge of regulatory compliance documentation
  • Interest in hybrid working environment

Key Requirements

  • Master's degree in Mathematics, Physics, Finance, or Computer Science
  • Prior work experience related to finance
  • Proven ability to contribute to large team development projects

Work Rights

Not specified

Tailored Resume

Cover Letter