Lead Quantitative Strategist (f/m/x)

at  Deutsche Bank

YOUR SKILLS AND EXPERIENCES

• Several years of experience in quantitative analysis, modelling, price and risk management
• Strong computing and programming skills, including C++ and Python experience, as well as strong quantitative and analytical skills
• Experience with interest rate risk or credit risk modelling, experience with managing capital efficiency, familiarity with funding or banking businesses and markets
• Experience in managing complex processes and projects
• Proficient in English (spoken and written), German language skills beneficial

DETAILS OF THE ROLE AND HOW IT FITS INTO THE TEAM

We are Germany’s leading bank with strong positions in Europe and significant presence in the Americas and Asia Pacific. We’re driving growth through our strong client franchise, investing heavily in digital technologies, prioritizing long-term success over short-term gains, and serving society with ambition and integrity. We serve our clients’ real economic needs in commercial and investment banking, retail banking and transaction banking, and provide ground-breaking products and services in asset and wealth management. That means a career packed with opportunities to grow and the chance to shape the future of our clients.

YOUR KEY RESPONSIBILITIES

• Modelling and managing funding costs and funds transfer pricing, moving to a portfolio funding model
• Pricing deposits and loans based on funding costs and capital hurdles
• Design incentive structures for businesses around financial resource consumption and allocation
• Track and monitor profitability and Return on Equity of clients and businesses
• Drive alignment across Front Office, Credit Risk Management, and Finance for financial resource calculations
• Assist in building and calibrating credit risk capital models using historical default and recovery data
• Provide trading desks expertise in quantitative analytics, modelling, pricing, and management of loan and retail mortgage portfolios
• Independent development and coordination of sub-projects of complex processes across different areas in close interaction with relevant stakeholders