About the Role
Join the Strategic Analytics team within Group Chief Operation Office (COO) as a Vice President. This role acts as a bridge between the Bank’s businesses and infrastructure functions, focusing on efficiency, control, and transformation goals. You will contribute expertise in quantitative analytics, modelling, pricing, and risk management, leveraging a deep understanding of system architecture and programming to develop a scalable Front Office pricing and risk management system.
Responsibilities
- Modelling and managing funding costs and funds transfer pricing, moving to a portfolio funding model
- Pricing deposits and loans based on funding costs and capital hurdles
- Design incentive structures for businesses around financial resource consumption, allocation, and capital optimisation
- Drive alignment across Front Office, Credit Risk Management, and Finance for financial resource calculations
- Assist and support in building and calibrating credit risk capital models using historical default and recovery data
- Provide trading desks expertise in quantitative analytics, modelling, pricing, and management of loan and mortgage portfolios
Requirements
- Strong quantitative and analytical skills
- Strong computing and programming skills, including C++ and Python experience
- Understanding of funding or banking businesses and markets
- Experience with interest rate risk or credit risk modelling
- Experience with managing capital efficiency
Skills
- Quantitative analytics
- Modelling
- Pricing
- Risk management
- System architecture
- Programming
- C++
- Python
- Interest rate risk modelling
- Credit risk modelling
- Capital efficiency management
Location
- London
Work Type
- Hybrid Working
Experience Level
- Vice President
Benefits
- Competitive salary
- Non-contributory pension
- 30 days’ holiday plus bank holidays
- Option to purchase additional days
- Life Assurance
- Private Healthcare for you and your family
- Retail Discounts
- Bike4Work scheme
- Gym benefits
- Opportunity to support a wide ranging CSR programme
- 2 days’ volunteering leave per year
- Training and development
- Flexible working
- Culture of continuous learning
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 have been named The Times Top 50 Employers for Gender Equality 2025 for six 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.
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 (for example,. screen readers, assistive hearing devices, adapted keyboards)
- We welcome applications from all people and promote a positive, fair and inclusive work environment.
