Capital Quantitative Strategist at Deutsche Bank | London, GB | Rezi

Capital Quantitative Strategist at Deutsche Bank

Capital Quantitative Strategist

Deutsche Bank · London, GB

Today

Capital Quantitative Strategist

Deutsche Bank · London, GB

10 hours ago
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About the Role

Join the Capital Strat team to design and implement credit risk related calculations and associated reporting, forming the basis for resource allocation and capital efficiency programs. Strats combine expertise in quantitative analytics, modelling, pricing, and risk management with a deep understanding of system architecture and programming.

Responsibilities

  • Analyze and implement regulatory and internal calculations and reporting, working closely with Risk, Finance, and other stakeholders.
  • Build prototypes and what-if analysis for capital planning purposes and facilitate the strategic re-development of the calculation platform.
  • Provide expertise in quantitative analytics, modelling, and management of Risk Weighted Assets (RWA) and other key risk metrics to stakeholders.
  • Design incentive structures for businesses around financial resource consumption, allocation, and capital optimization.
  • Drive alignment across Front Office, Credit Risk Management, and Finance for financial resource calculations.

Requirements

  • Strong quantitative and analytical skills.
  • Excellent computing and programming skills, including C++ or Python experience.
  • Understanding of banking businesses and products or accounting rules.
  • Good experience with credit risk and associated reporting.
  • Experience with data models and designing new calculation processes.
  • Good interpersonal skills with the ability to partner and collaborate with various teams.

Skills

  • Quantitative analytics
  • Modelling
  • Pricing
  • Risk management
  • System architecture
  • Programming
  • C++
  • Python
  • Credit risk
  • Data models
  • Calculation processes

Location

  • London

Work Type

  • Hybrid Working

Experience Level

  • Vice President

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
  • A culture of continuous learning to aid progression
  • 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

  • We value diversity and as an equal opportunities’ employer, we make reasonable adjustments for those with a disability such as the provision of assistive equipment if required (e.g. screen readers, assistive hearing devices, adapted keyboards).
  • 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.