Counterparty Risk Strat

**Job Title**:Counterparty Risk Strat

**Location**:London

**Corporate Title**:Analyst/ Associate

Group Strategic Analytics (GSA) (Strats) combines expertise in quantitative analytics, modelling, pricing, and risk management with deep understanding of system architecture and programming. In addition to Front Office pricing and risk management, the team also looks at Non-Financial Risk and develop controls to ensure the business is compliant with the regulatory landscape, as well as optimising core business processes.

Within GSA, the Counterparty Risk Strats facilitates the management of counterparty risks and financial resources across the Investment Bank. You will be part of the team, responsible for building and operating platforms and data analytics tools to enable manage, cross-sell, and price costs related to capital consumption, credit risk, and initial margin into trades.

**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 arrangements with the opportunity to work in the office and remotely from home
- 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**
- Responsible for analytics framework within Deutsche Bank’s strategic platforms for derivatives Leverage, Capital Exposure, Initial Margin, and Counterparty Risk
- Responsible for designing, re-engineering platforms, expanding automated pre-deal pricing capabilities for capital and funding
- Partnering with Sales, Trading, Credit Risk managers, Legal, and Operations to improve the Bank’s return on risk and resource
- Coordinating with Trading, Sales and Operations in times of market or counterparty stress across all business lines

**Your skills and experience**
- Good understanding of financial derivatives and financing along with credit risk and capital
- Experience/ understanding in development and management of margin (such as Standard Initial Margin Model /Prime Brokerage), risk, capital, such as Standardised Approach for Counterparty Credit Risk, stress testing, such as Comprehensive Capital Analysis and Review and pre-deal platform/tools a plus
- Experience with data analysis, programming languages (such as SQL/ Python) and tools such as Git, Jupyter, JIRA
- Educated to Bachelor’s degree level or equivalent qualification/relevant work experience
- Creative problem solver with ability to take ownership and work with tight deadlines

**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
- A range of flexible benefits that you can tailor to suit your needs

**About us and our teams**

Deutsche Bank is the leading German bank with strong European roots and a global network.

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.