Quantitative Strategist Specialist (f/m/x)

at  Deutsche Bank

YOUR SKILLS AND EXPERIENCES

• Masters or PhD degree in mathematics, physics, engineering or computer science
• Excellent software engineering fundamentals (data structures, algorithms and design patterns), excellent programming skills and experience in a modern object-oriented programming language: python (preferably) or Java/C++; Matlab is particularly beneficial, experience with relational databases and SQL, hands-on experience with Linux, shell scripting is a plus
• Well-founded experience in back-end development in a managed codebase. Basic knowledge of front-end development is a plus. Knowledge of standard development tools (such as Perforce, Git, Jira) beneficial
• Experience dealing with an existing codebase. Hands-on experience working with large-scale commercial systems and modern continuous integration techniques is a plus
• Quantitative finance knowledge or econometric modelling experience are an advantage
• Excellent written and verbal communication skills in English; other languages are a plus

DETAILS OF THE ROLE AND HOW IT FITS INTO THE TEAM

The Group Strategic Analytics (GSA) concentrates the Bank’s quantitative and modelling expertise within a single unit. With group-wide responsibility for model development, Strats - who work in the GSA - take a cross-business and cross-functional approach to solving quantitative challenges.
You will be part of a four member Strats sub-team in the GSA, focusing on retirement products and work closely with structuring and trading, delivering quantitative products for the bank’s institutional clients (asset managers, life insurance, pension funds, etc.) operating globally. This is a well-established team in the bank, with over 10 years of experience. The team is spanned across London and Berlin, but very closely integrated and operating in a particularly flat structure. They are front-office quantitative developers, and communicate directly with the bank’s clients and business, participating in the design of the algorithmic strategies that they deliver. While focusing on quantitative aspects, they share interest in financial markets.

YOUR KEY RESPONSIBILITIES

• Work in a cross-functional agile team on the full stack of a system governing algorithmic investment strategies
• Actively seek to build your understanding of the financial markets
• Extensively communicate with internal (Structuring, Trading, Strats) and external (bank’s institutional clients) stakeholders
• Prototype and analyze business, and functional requirements for newly developed strategies
• Write programming code implementing the underlying strategy’s algorithm
• Bring the automated algorithm to production, and support it with improvements throughout its lifetime