Counterparty Risk Strat

3 weeks ago


London, UK, United Kingdom Deutsche Bank Full time
Job Description:

Job Title Counterparty Risk Strat
Location London
Corporate Title Associate/Vice President

Group Strategic Analytics (GSA) 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.

Within GSA, the Counterparty Risk Strats facilitate counterparty risk and financial resources management across the Investment Bank. The team is 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 - we understand that employee expectations and preferences are changing. We have implemented a Hybrid Working 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
  • Implementing and managing analytics for derivatives Leverage, Capital Exposure, Initial Margin, and Counterparty Risk across trading desks in the Investment Bank (Foreign exchange, Rates, Credit).
  • Expanding pre-deal pricing and optimisation tools for capital-based pricing and funding
  • Partnering and working collaboratively with Trading, Sales, Risk, Legal, and Operations to improve the Bank's return on risk and financial resources.
  • Designing and re-engineering platform analytics to improve efficiency of risk and resource usage across the Bank.
Your skills and experience
  • Excellent understanding of cross-asset financial derivatives, credit risk and capital management
  • Demonstrated experience in Python and C++ with an ability to write robust, maintainable code. Knowledge of SQL is a plus
  • Experience in development of pre-deal tools, understanding of regulatory models (e.g. Standardised Approach for Counterparty Credit Risk (SA-CCR), Standard Initial Margin Model (SIMM), Comprehensive Capital Analysis and Review (CCAR)) or margin, risk, capital models is desirable
  • Educated to Bachelor's degree level or equivalent qualification/relevant work experience (Bachelor of science (BSc) and/or Master of science (MSc) in relevant subject such as Engineering, Maths, Physics or computer science would be beneficial)
  • A creative problem solver with the ability to take ownership and work with tight deadlines
  • Excellent interpersonal and communication skills with the ability to explain complex details
How we'll support you
  • Training and development to help you excel in your career
  • 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
How we'll support you
  • 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
  • We value diversity and as an equal opportunities' employer, we make reasonable adjustments for those with a disability such as the provision of assistive equipment if required (for example. screen readers, assistive hearing devices, adapted keyboards)
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 a Times Top 50 Employer for Gender Equality for three consecutive years. Additionally, we have been awarded a Silver Award from Stonewall for two years running and named in their Top 100 Employers for 2023 for our work supporting LGBTQ+ inclusion.

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.

We promote good working relationships and encourage high standards of conduct and work performance. We welcome applications from talented people from all cultures, countries, races, genders, sexual orientations, disabilities, beliefs and generations and are committed to providing a working environment free from harassment, discrimination and retaliation.

Visit Inside Deutsche Bank to discover more about the culture of Deutsche Bank including Diversity, Equity & Inclusion, Leadership, Learning, Future of Work and more besides.


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