Quantitative Strategist – Treasury Strats

Quantitative Strategist – Treasury Strats
Job ID:R0307609
Full/Part-Time: Full-time
Regular/Temporary: Regular
Listed: 2024-04-19
Location: London
Position OverviewJob Title Quantitative Strategist – Treasury StratsLocation LondonCorporate Title Vice PresidentGroup Strategic Analytics (GSA) 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.Within GSA, the Treasury Strats team are responsible for facilitating management of liquidity and funding risks and financial resources across the bank. The group is responsible for building systems used to price and optimise liquidity and funding risk and capital measures into trades and uses a range of approaches to improve risk adjusted profitability including measuring and presenting liquidity (and other) risks so that macro management decisions can be made and exposures managed efficiently.What we’ll offer youA 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 Hybrid Working Model
that enables eligible employees to work remotely for a part of their working time and reach a working pattern that works for themCompetitive salary and non-contributory pension30 days’ holiday plus bank holidays, with the option to purchase additional daysLife Assurance and Private Healthcare for you and your familyA range of flexible benefits including Retail Discounts, a Bike4Work scheme and Gym benefitsThe opportunity to support a wide ranging CSR programme + 2 days’ volunteering leave per yearYour key responsibilitiesDeveloping functionality within the Bank’s strategic analytics platform to calculate and optimize portfolio metrics with focus on funding & liquidity risk across trading desks and the bank globallyAutomation of daily funding processes and reporting, improvement of existing risk processes and enabling of appropriate controlsContinuously improving the existing codebase in a rapidly changing environment, to be able to efficiently develop new functionalityWork closely with Treasury, Traders, Risk, Finance and other stakeholders to understand requirements and design strategic solutionsYour skills and experienceUniversity degree in a quantitative discipline such as finance, math, physics, computer science, econometrics, statistics or engineering, advanced degrees such as MSc or PhD a plus.Excellent programming skills with experience gained in financial services industry, Python and C++ knowledge is requiredWork experience on a Financial Resource Management (FRM) desk and/or in optimizing collateral management and funding & liquidity risk cost under business and regulatory constraintsThe ability to communicate effectively across multiple teams and functions, in addition to excellent presentational skillsAbility to prioritise against tight deadlinesHow we’ll support youTraining and development to help you excel in your careerFlexible working to assist you balance your personal prioritiesCoaching and support from experts in your teamA culture of continuous learning to aid progressionA range of flexible benefits that you can tailor to suit your needsAbout usDeutsche Bank
is the leading German bank with strong European roots and a global network. Click here
to see what we do.Our values define the working environment we strive to create – diverse, supportive and welcoming of different views. We embrace a culture reflecting a variety of perspectives, insights and backgrounds to drive innovation. We build talented and diverse teams to drive business results and encourage our people to develop to their full potential. Talk to us about flexible work arrangements and other initiatives we offer.We promote good working relationships and encourage high standards of conduct and work performance. We welcome applications from talented people from all cultures, countries, races, genders, sexual orientations, disabilities, beliefs and generations and are committed to providing a working environment free from harassment, discrimination and retaliation.Visit Inside Deutsche Bank
to discover more about the culture of Deutsche Bank including Diversity, Equity & Inclusion, Leadership, Learning, Future of Work and more besides.
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