Corporate Bank Strategy Analyst

About the role

Deutsche Bank is hiring a Corporate Bank Strategy Analyst (Associate/Vice President) in London within Group Strategic Analytics (GSA), part of the Group Chief Operating Office. GSA combines quantitative analytics, modelling, pricing and risk management with knowledge of system architecture and programming, producing a scalable front office pricing and risk management system that underpins trading and resource allocation.

Key responsibilities

• Develop quantitative models and analytics for pricing, risk and stress testing across corporate bank loan portfolios
• Build scalable, production-grade front office pricing and risk solutions integrated across control functions
• Define consistent capital and expected credit loss methodologies across business, Risk and Finance
• Integrate trade, market and collateral data across products and regions to deliver robust risk calculations
• Turn complex portfolio analytics into actionable insights for business and risk decisions, including during market stress
• Partner with Front Office, Risk, Technology and Operations to define requirements and deliver strategic solutions

Required profile

• Experience in pricing, valuation or risk analytics for derivatives, financing transactions, loans or securities
• Knowledge of credit risk, collateral, stress testing or portfolio risk measurement
• Proven ability to deliver complex, cross-functional change in a front office environment
• Excellent interpersonal and problem-solving skills, able to support and influence technical and business stakeholders

Required skills

• C++ and Python, with experience developing production-quality quantitative software
• Sensitivity analysis, Greeks, market and trade data applied to risk and margin

What we offer

• Hybrid working for eligible employees
• Competitive salary and non-contributory pension
• 30 days' holiday plus bank holidays, with the option to buy extra days
• Life assurance and private healthcare for you and your family
• Retail discounts, Bike4Work scheme and gym benefits
• CSR programme support with 2 days' volunteering leave per year
• Coaching and support from experts, and a culture of continuous learning