Equity Derivatives Quant Strategist – Cross-Asset Platform

Equity Derivatives Quant Strategist – Cross-Asset Platform

Full-Time On-site
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Deutsche Bank in London is seeking an Associate-level Quantitative Strategist to join the Debt Strats group. You will develop analytics and applications for equity derivatives, extending pricing platforms and automating risk and P&L processes.

You should have Python or C++, a Bachelor’s degree, and familiarity with equity derivatives. The role emphasizes collaboration across teams and responsible use of AI tools.

Equity Derivatives Quant Strategist – Cross-Asset Platform employer: Deutsche Bank AG

Deutsche Bank AG is an exceptional employer, offering a dynamic work environment in the heart of London where innovation meets collaboration. As a Market Risk Manager, you will benefit from a culture that prioritises professional growth and development, alongside competitive compensation and comprehensive benefits. The opportunity to engage with diverse teams and contribute to the expansion of the global Energy business makes this role both meaningful and rewarding.

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Contact Details:

Deutsche Bank AG Recruitment Team