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Quantitative Strategist - Credit Risk and Capital Strats - Job Opportunity at Deutsche Bank

London, United Kingdom
Full-time
Senior
Posted: April 23, 2025
Hybrid
GBP 120,000 - 180,000 per year plus significant bonus potential based on London market rates for VP-level quant roles

Benefits

Comprehensive pension plan with non-contributory structure
Enhanced work-life balance with 30 days holiday + bank holidays
Premium family healthcare coverage
Flexible benefits package including retail discounts
Bike4Work scheme with infrastructure support
Corporate gym membership program
Progressive hybrid working model
Structured CSR program with paid volunteering time

Key Responsibilities

Lead development of XVA pricing and risk management tools for global trading operations
Architect and enhance strategic XVA calculation engine platform
Drive cross-functional collaboration between trading, finance, and development teams
Manage daily risk analytics and P&L reporting processes
Expand pre-deal pricing capabilities across global trading operations
Guide technical implementation of new financial products and models

Requirements

Education

Masters degree or PhD in quantitative subject

Experience

Previous XVA desk experience required

Required Skills

Strong understanding of derivative pricing across Credit, Rates and FX Advanced programming skills in C++ and Python XVA modeling expertise Cross-functional communication abilities Project prioritization capabilities Presentation skills
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Sauge AI Market Intelligence

Industry Trends

Financial institutions are increasingly focusing on XVA optimization due to regulatory capital requirements and market complexity Integration of machine learning techniques in XVA calculations is becoming more prevalent Growing emphasis on real-time risk management capabilities across trading operations

Role Significance

Typically part of a specialized team of 5-8 quant strategists working closely with trading desk of 15-20 professionals
Vice President level position with significant influence on trading desk profitability and risk management strategy

Key Projects

Development and optimization of enterprise-wide XVA pricing frameworks Implementation of real-time risk management systems Integration of new financial products into existing pricing models

Success Factors

Deep understanding of both theoretical and practical aspects of XVA modeling Ability to bridge gap between technical implementation and business requirements Strong stakeholder management across multiple functions Balance between innovation and operational stability

Market Demand

High demand with limited talent pool, particularly for candidates combining XVA expertise with strong technical skills

Important Skills

Critical Skills

XVA modeling expertise is essential for driving pricing accuracy and risk management Programming proficiency needed for implementation of complex quantitative models Stakeholder management skills critical for cross-functional success

Beneficial Skills

Knowledge of regulatory capital frameworks Machine learning and AI applications in finance Cloud computing platforms for large-scale calculations

Unique Aspects

Role combines both strategic development and operational management of critical trading infrastructure
Position offers exposure to cutting-edge quantitative finance applications
Opportunity to influence global trading strategies

Career Growth

2-4 years in role before progression to Director level, depending on performance and market conditions

Potential Next Roles

Director of Quantitative Strategy Head of XVA Trading Chief Quantitative Officer

Company Overview

Deutsche Bank

Deutsche Bank is a leading global investment bank with strong European roots and extensive market presence

Top-tier investment bank with significant market share in fixed income and derivatives trading
London office serves as a major global hub for quantitative trading operations
Professional environment with strong emphasis on technical excellence and innovation, balanced with recent focus on work-life balance
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