Foreign Exchange (FX) - Rates Quantitative Strategist

Position Overview

Job Title Foreign Exchange (FX) - Rates Quantitative Strategist

Location London

Corporate Title Vice President

Group Strategic Analytics is part of Group Chief Operation Office (COO) which acts as the bridge between the Bank’s businesses and infrastructure functions to help deliver the efficiency, control, and transformation goals of the Bank.

Debt Strategic Analytics is part of Deutsche Bank Group Strategic Analytics and is responsible for delivering quantitative analytics, modeling, pricing and risk management to the Fixed Income Business.

You will be joining the Debt Strats team, with a specific focus on the Hybrids Derivatives business. Your responsibility will be the development, implementation of pricing models, as well as their integration into the Bank’s strategic Analytics and Risk Management platform, Kannon.

What we’ll offer you

A healthy, engaged and well-supported workforce are better equipped to do their best work and, more importantly, enjoy their lives inside and outside the workplace. That’s why we are committed to providing an environment with your development and wellbeing at its centre.

You can expect:

• Hybrid Working - we understand that employee expectations and preferences are changing. We have implemented a model that enables eligible employees to work remotely for a part of their working time and reach a working pattern that works for them
• 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

Your key responsibilities

• Responsible for the development, implementation of models, and building of tools for the risk management of Hybrids products, with a stronger focus on Long Dated FX Trades
• Work in collaboration with Trading, Structuring, Technology and Operations to drive the build-out of the strategic analytics platforms
• Responsible for the analysis, design and development of analytics for the Hybrids desk’s profit & loss (P&L) and risk management within the Kannon platform
• Strong focus on business driven opportunities, and bringing innovative and quantitative ideas to solve complex problems for the desk
• Foster a collaborative and supportive environment by working together with members of the team to solve business problems

Your skills and experience

• Strong quantitative, modelling, pricing and risk management skills, demonstrated within a financial services environment
• Experience writing code in C++ and/or Python
• Experience with working on Fixed Income, FX and/or Equity models and products
• Good understanding of Fixed Income, FX and/or Equity derivatives products and other analytic market data in Fixed Income and FX
• Knowledge and understanding of front-office risk and P&L calculation

How we’ll support you

• Training and development to help you excel in your career
• Coaching and support from experts in your team
• A culture of continuous learning to aid progression
• A range of flexible benefits that you can tailor to suit your needs
• 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)

About us

Deutsche Bank is the leading German bank with strong European roots and a global network. Click here to see what we do.

Deutsche Bank in the UK is proud to have been named in The Times Top 50 Employers for Gender Equality 2024 for five 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.
We welcome applications from all people and promote a positive, fair and inclusive work environment.