Quantitative Strategist – Treasury Strats

at  Deutsche Bank

POSITION OVERVIEW

Job Title Quantitative Strategist – Treasury Strats
Location London
Corporate Title Vice President
Group Strategic Analytics (GSA) is part of Group Chief Operation Office (COO) which acts as the bridge between the Bank’s businesses and infrastructure functions to help deliver the efficiency, control, and transformation goals of the Bank.
Within GSA, the Treasury Strats team are responsible for facilitating management of liquidity and funding risks and financial resources across the bank. The group is responsible for building systems used to price and optimise liquidity and funding risk and capital measures into trades and uses a range of approaches to improve risk adjusted profitability including measuring and presenting liquidity (and other) risks so that macro management decisions can be made and exposures managed efficiently.

YOUR SKILLS AND EXPERIENCE

• University degree in a quantitative discipline such as finance, math, physics, computer science, econometrics, statistics or engineering, advanced degrees such as MSc or PhD a plus.
• Excellent programming skills with experience gained in financial services industry, Python and C++ knowledge is required
• Work experience on a Financial Resource Management (FRM) desk and/or in optimizing collateral management and funding & liquidity risk cost under business and regulatory constraints
• The ability to communicate effectively across multiple teams and functions, in addition to excellent presentational skills
• Ability to prioritise against tight deadlines

ABOUT US

Deutsche Bank is the leading German bank with strong European roots and a global network. Click here to see what we do.
Deutsche Bank in the UK is proud to have been named a The Times Top 50 Employers for Gender Equality 2024 for five consecutive years. Additionally, we have been awarded a Silver Award from Stonewall for two years running and named in their Top 100 Employers for 2023 for our work supporting LGBTQ+ inclusion.
Our values define the working environment we strive to create – diverse, supportive and welcoming of different views. We embrace a culture reflecting a variety of perspectives, insights and backgrounds to drive innovation. We build talented and diverse teams to drive business results and encourage our people to develop to their full potential. Talk to us about flexible work arrangements and other initiatives we offer.
We promote good working relationships and encourage high standards of conduct and work performance. We welcome applications from talented people from all cultures, countries, races, genders, sexual orientations, disabilities, beliefs and generations and are committed to providing a working environment free from harassment, discrimination and retaliation.
Visit Inside Deutsche Bank to discover more about the culture of Deutsche Bank including Diversity, Equity & Inclusion, Leadership, Learning, Future of Work and more besides

• Developing functionality within the Bank’s strategic analytics platform to calculate and optimize portfolio metrics with focus on funding & liquidity risk across trading desks and the bank globally
• Automation of daily funding processes and reporting, improvement of existing risk processes and enabling of appropriate controls
• Continuously improving the existing codebase in a rapidly changing environment, to be able to efficiently develop new functionality
• Work closely with Treasury, Traders, Risk, Finance and other stakeholders to understand requirements and design strategic solutions