Current jobs related to Treasury Quantitative Strategist - Winchester, Hampshire - Deutsche Bank

  • Senior Financial Strategist

    2 weeks ago

    Winchester, Hampshire, United Kingdom NPAworldwide Full time

    Job SummaryAs a Senior Financial Strategist at NPAworldwide, you will play a critical role in shaping the bank's financial direction. Reporting to the Board of Directors, you will be responsible for overseeing the bank's financial management, including dividend policy, capital structure, corporate governance, and strategic initiatives.Key...

Treasury Quantitative Strategist

4 weeks ago

Winchester, Hampshire, United Kingdom Deutsche Bank Full time
About the Role

We are seeking a highly skilled Treasury Quantitative Strategist to join our team at Deutsche Bank. As a key member of our Group Strategic Analytics (GSA) team, you will play a critical role in developing and implementing risk management analytics and pricing tools for our treasury trading desks.

Key Responsibilities
  • Develop and maintain risk management analytics and pricing tools for treasury trading desks, including pool, issuance, strategic liquidity reserve (SLR), and central investment office (CIO)
  • Design and implement a unified fund transfer pricing (FTP) and request for quote (FRQ) infrastructure for treasury and businesses at Deutsche Bank
  • Develop and maintain hedge accounting capabilities for treasury issuance and SLR desks
  • Develop and maintain liquidity risk models for treasury (such as intraday liquidity risk models) and asset liability management (ALM) systems for treasury
  • Support the implementation of regulatory requirements such as interbank offered rates (IBOR) submission and risk in the banking book (RiBB)
  • Collaborate with Global Technology to build-out and pilot strategic analytics platform
Requirements
  • Strong quantitative analytic, modeling, pricing, and risk management skills
  • Strong computing and programming skills, including C++ experience/understanding
  • Ability and aspiration to use, learn, and extend large codebase dealing with complex business problems
  • Previous experience with interest rate risk or credit risk modeling
About Us

Deutsche Bank is a leading global bank with a strong presence in Europe and a global network. We are committed to providing a positive, fair, and inclusive work environment. We welcome applications from all people and promote a culture of continuous learning and development.