Deutsche Bank AG is seeking a Market Risk Methodology Quantitative Strategist in London to contribute to the development and implementation of market risk and capital models, including FRTB, VaR, stress testing and economic capital. The role blends quantitative research with production‑level coding in Python and C++, with emphasis on robust, scalable risk platforms.
You will work within the Market Risk Strats team, collaborating with front office, risk and finance to ensure accurate risk
#J-18808-LjbffrQuant Market Risk Strategist: Methodology & FRTB employer: Deutsche Bank AG
Deutsche Bank is an exceptional employer, offering a dynamic work culture in Birmingham that prioritises employee well-being and professional growth. With a hybrid working model, competitive salary, and comprehensive benefits including private healthcare and generous holiday allowances, employees are empowered to thrive both personally and professionally while contributing to the vital mission of combating financial crime.
