Quantitative Strategist - Kannon Franchise Pricing Strategic Analytics

Job Title Quantitative Strategist - Kannon Franchise Pricing Strategic Analytics

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.

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 the trading functions of the Bank as well as management processes around the rational allocation of constrained resources, management of funding costs and capital efficiency programs.

You will work within a front-office team responsible for idea generation, data analysis, modelling, development and monitoring of automated trading systems. You will work as an equal partner to trading and sales, ensuring Deutsche Bank remains commercially successful and our client franchise is served with a continuous, consistent and competitive offering. The initial product focus will be Interest Rates, an area where Deutsche Bank can be regarded as market leading. To retain our edge, it is necessary to enhance and optimise our trading engine with intelligence and technological advancement. You will be contributing towards cutting-edge research that is implemented within production trading algorithms (algos), receive real-time feedback from trading outcomes and continually iterate to improve performance.

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

• In collaboration with the trading desks develop new trading signals and algos for the swap and repo businesses
• Work with a focus on research tasks using modern statistical techniques and ability to present results in a rigorous manner to justify the merits of research
• Estimate the impact new techniques would have on trading performance
• Work collaboratively with engineers to implement new functionality within the automated trading platform
• Diligently monitor real-time trading performance to ensure models remain performant
• Work together with internal functions to ensure the Deutsche Bank platform aligns with internal and regulatory controls

Your skills and experience

• Experience developing trading signals and algos for rates businesses
• Good understanding of pricing and risk models for Macro products
• Experience with a scripting language for example Python or R for research purposes
• Experience of handling large amounts of data and application of statistical learning techniques
• Experience with object-orientated programming tools for example C++ or Java advantageous, preference for experience with KDB/Q.
• Excellence in an industry relevant degree
   

How we’ll support you

• Flexible working to assist you balance your personal priorities

• Coaching and support from experts in your team
• A culture of continuous learning to aid progression

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.