Deutsche Bank announced, through its Linkedin account, a bank job (Quantitative Strategist Manager) according to the following:
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.
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 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 and retail mortgage portfolios
Independent development and coordination of sub-projects of complex processes across different areas in close interaction with relevant stakeholders.
Several years of e xperience in quantitative analysis, modelling, price and risk management.
Strong computing and programming skills, including C++ and Python experience, as well as strong quantitative and analytical skills.
Experience with interest rate risk or credit risk modelling, experience with managing capital efficiency, familiarity with funding or banking businesses and markets.
Experience in managing complex processes and projects.
To know more details about the vacancy and how to apply kindly check the link below:
