Lead Quantitative Strategist - Frankfurt am Main, Deutschland - Deutsche Bank

Deutsche Bank

Geprüftes Unternehmen

Frankfurt am Main, Deutschland

vor 3 Wochen

Geschrieben von:

Lena Wagner

beBee Recruiter

Beschreibung

Lead Quantitative Strategist (d/m/w):

Job ID:

R0299484
Full/Part-Time:Full-time
Regular/Temporary:Regular
Listed:
Location:Frankfurt
Position Overview:

Details of the role
We are Germany's leading bank with strong positions in Europe and significant presence in the Americas and Asia Pacific.

We're driving growth through our strong client franchise, investing heavily in digital technologies, prioritizing long-term success over short-term gains, and serving society with ambition and integrity.

We serve our clients' real economic needs in commercial and investment banking, retail banking and transaction banking, and provide ground-breaking products and services in asset and wealth management.

That means a career packed with opportunities to grow and the chance to shape the future of our clients.

Lead Quantitative Strategist ('Strat') - Strat Role Overview
Analytics and Technology are central to Deutsche Bank business. Strats combine expertise in quantitative analytics, modelling, pricing and risk management with deep understanding of system architecture and programming. Their primary output is a scalable and flexible Front Office pricing and risk management system.

The technology platform underlies both the trading and banking functions of the Bank, as well as management processes around the rational allocation of constrained resources, management of funding costs and capital efficiency programs.

As Lead Quantitative Strategist it will be your responsibility to gather specific requirements and work independently on the design and implementation of complex solutions and working processes which also requires close coordination with relevant stakeholders across various areas.

Your key responsibilities

Implement predeal pricing and credit approval calculations for loans and derivatives incorporating consideration of evolving regulatory credit risk capital models, funding costs and expected losses
Design incentive structures for businesses around financial resource consumption and allocation
Track and monitor profitability and Return on Equity of clients and businesses
Drive alignment across Front Office, Credit Risk Management, and Finance for financial resource calculations
Assist 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 portfolios
Independent development and coordination of subprojects of complex processes across different areas in close interaction with relevant stakeholders

Your skills and experiences

Strong quantitative and analytical skills
Strong computing and programming skills, including C++ and Python experience
Familiarity with funding or banking businesses and markets
Experience with management of capital efficiency
Experience with credit risk capital modeling, such as RWA, LGD, CCF, Default Probability is a plus

What we will offer you

Flexible working hours and hybrid working models
Development and training opportunities, e.g. via our digital learning platform
Attractive compensation, including 30 days of vacation and a variety of benefits: Benefits&Wellbeing

Please note that this may vary slightly from location to location.

This job is available in full and parttime.

In case of any recruitment related questions, please get in touch with Julia Lotze.

Contact:
Julia Lotze

Unsere Werte bestimmen das Arbeitsumfeld, welches wir schaffen möchten - vielfältig, wertschätzend und offen für verschiedene Meinungen. Nur eine Unternehmenskultur, die eine Vielzahl von Perspektiven, sowie kulturellen und gesellschaftlichen Hintergründen vereint, fördert Innovation.

Wir setzen auf vielfältige Teams, in welchen die Menschen ihr volles Potential entfalten können - denn das Zusammenführen verschiedener Talente und Ideen spielt eine entscheidende Rolle für den geschäftlichen Erfolg der Deutschen Bank.

Unsere Unternehmenskultur setzt hohe ethische Standards und fördert ein gutes Miteinander.

Unabhängig von kulturellem Hintergrund, Nationalität, ethnischer Zugehörigkeit, geschlechtlicher und sexueller Identität, körperlichen Fähigkeiten, Religion und Generation freuen wir uns über Bewerbungen talentierter Menschen.

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Besuchen Sie Inside Deutsche Bank, um mehr über die Kultur der Deutschen Bank zu erfahren, einschließlich unserer Aktivitäten zu Vielfalt, Chancengleichheit und Teilhabe, unserer Führungskultur, unseren Aktivitäten zur Zukunft der Arbeit und vieles mehr.