POSITION OVERVIEW

Job Title Quantitative Strategist – Credit Risk and Capital Strats
Location London
Corporate Title Vice President
Group Strategic Analytics 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.
You will be dedicated to the X-Value Adjustment (XVA) trading desk within the Fixed Income & Currencies business in the Investment Bank helping to build risk management and (pre-deal) pricing tools (XVA modelling and book risk management), enhancing the strategic XVA calculation engine/platform and supporting intraday and end-of-day profit & loss (P&L).

YOUR SKILLS AND EXPERIENCE

• Educated to Masters degree level or Doctor of Philosophy (PhD) in a quantitative subject or equivalent qualification/work experience
• Strong understanding of pricing and risk of derivative products across Credit, Rates and Foreign exchange (FX), Commodities
• Work experience on a XVA desk and/or experience in XVA modelling
• Strong computing and programming skills and experience within a financial services environment, utilising programming languages such as C++ and Python
• 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 in The Times Top 50 Employers for Gender Equality 2024 for five consecutive years. Additionally, we have been awarded a Gold Award from Stonewall and named in their Top 100 Employers 2024 for our work supporting LGBTQ+ inclusion.
We strive for a culture in which we are empowered to excel together every day. This includes acting responsibly, thinking commercially, taking initiative and working collaboratively.
Together we share and celebrate the successes of our people. Together we are Deutsche Bank Group.
We welcome applications from all people and promote a positive, fair and inclusive work environment

• Supporting the business requests, in terms of both new products/models and automation
• Ensuring the smooth operation of the franchise, in terms of daily production of accurate and timely risk and P&L figures
• Dealing with multiple stakeholders, from traders to finance, from software developers to Market Risk
• Expanding pre-deal pricing capabilities for XVA, funding and capital-based pricing for Trading, Sales and Structuring globally
• Enhance the strategic XVA (grid) calculation engine as part of the Strategic Analytics Platform