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Market Risk Methodology Quantitative Strategist at Deutsche Bank - ApplyBlast

Market Risk Methodology Quantitative Strategist

Deutsche Bank

3 months ago

3.8 on Glassdoor

London, England, United Kingdom

Hybrid

Full Time

Executive

0 applicants

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About this role

The role joins the Market Risk Strats unit within Group Strategic Analytics, focusing on developing and implementing market risk and capital calculation models such as FRTB, VaR, stress testing, and economic capital. The specialist will conduct research, testing, calibration, and documentation of risk management models, and work on production applications in Python and C++.

Responsibilities

Develop market risk model methodology for commodities
Build and maintain market risk models meeting regulatory standards
Implement production applications in Python and C++
Create regulatory compliant model documentation
Analyze model outputs and collaborate with traders and risk managers

Skills

About Deutsche Bank

db.com

Headquarters

Frankfurt, Hesse, Germany

Company Size

10001+ employees

Founded

1870

View Profile

Deutsche Bank is a global financial services provider headquartered in Frankfurt am Main, offering a broad range of services including corporate banking, investment banking, private banking, and asset management. It serves corporates, institutions, and private clients across locations worldwide. The bank is also committed to sustainable finance, targeting €900 billion to support low-carbon transition and ecosystem conservation.