Quantitative Strategist – Capital and Liquidity Strats at Deutsche Bank | England | Rezi

Quantitative Strategist – Capital and Liquidity Strats at Deutsche Bank

Quantitative Strategist – Capital and Liquidity Strats

Deutsche Bank · England

4 days ago

Quantitative Strategist – Capital and Liquidity Strats

Deutsche Bank · England

4 days ago
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About the Role

Join the Capital and Liquidity Strats team responsible for facilitating management of liquidity and funding risks and financial resources across the bank. The group builds systems to price and optimize liquidity and funding risk and capital measures into trades, using various approaches to improve risk-adjusted profitability.

Responsibilities

  • Develop functionality within Deutsche Bank’s strategic analytics platform to calculate and optimize portfolio metrics with a focus on funding & liquidity risk across trading desks and the bank globally.
  • Automate daily funding processes and reporting, improve existing risk processes, and enable appropriate controls.
  • Continuously improve the existing codebase in a rapidly changing environment to efficiently develop new functionality.
  • Collaborate with Traders, Financial Resource Management (FRM), Treasury, Risk, Finance, and other stakeholders to understand requirements and design strategic solutions.

Requirements

  • University degree in a quantitative discipline such as finance, math, physics, computer science, econometrics, statistics, or engineering.
  • Excellent programming skills with experience gained in the financial services industry.
  • Python and C++ knowledge is required.
  • Work experience on a FRM desk and/or in optimizing collateral management and funding & liquidity risk cost under business and regulatory constraints.
  • Excellent interpersonal skills with the ability to communicate effectively across multiple teams and functions.
  • Excellent presentational skills.
  • Ability to prioritize against tight deadlines.

Skills

  • Python
  • C++

Location

  • London

Work Type

  • Hybrid Working

Experience Level

  • Associate

Education Level

  • University degree in a quantitative discipline
  • MSc or PhD a plus

Salary/Compensations

  • Competitive salary

Benefits

  • Competitive salary and non-contributory pension
  • 30 days’ holiday plus bank holidays, with the option to purchase additional days
  • Life Assurance and Private Healthcare for you and your family
  • A range of flexible benefits including Retail Discounts, a Bike4Work scheme and Gym benefits
  • The opportunity to support a wide ranging CSR programme + 2 days’ volunteering leave per year
  • Training and development
  • Flexible working
  • Coaching and support from experts in your team
  • A culture of continuous learning
  • A range of flexible benefits that you can tailor to suit your needs

About the Company

  • Deutsche Bank is the leading German bank with strong European roots and a global network.
  • Deutsche Bank in the UK is proud to be named in The Times Top 50 Employers for Gender Equality and has been awarded a Gold Award from Stonewall and named in their Top 100 Employers.
  • 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.

Equal Opportunity

  • If you have a disability, health condition, or require any adjustments during the application process, we encourage you to contact our Adjustments Concierge on adjustmentsconcierge@db.com to discuss.
  • We welcome applications from all people and promote a positive, fair and inclusive work environment.