*** Please submit your CV in English ***
Details of the role and how it fits into the team
The Quantitative Strategist (Quant Strat) designs, develops and implements through direct coding (C++; Python etc.) quantitative strategic models, risk management and pricing solutions to meet business needs and drive strategy. They use their domain knowledge and strong technical coding expertise to contribute to the overall delivery of strategic initiatives within a business, function or a bank-wide program. They may lead a specific work package and independently develop and implement this as part of a wider program. The Quant Strat works under the leadership of either a Principal or Lead Quantitative Strategist, in partnership with the program sponsor, program team and wider stakeholders within the bank.
Your key responsibilities
- Contribute to the development of model methodology, provide quantitative and qualitative justification for modelling choices
- Participate in the development of production applications implemented in C++ and Python
- Maintain a rigorous focus on system stability, and completeness and accuracy of calculations, as applications are developed, and continue with this focus as they are used in production
- Contribute to creating regulatory compliant model documentation for new models and model changes
- Analyse and explain calculated numbers, work with traders, risk managers and strategist colleagues to continuously improve models and risk management and pricing tools
Your skills and experiences
- Solid quantitative background, extensive analytical skills and ability to efficiently solve problems independently and proactively
- Experience of hands-on development, ideally in C++ or Python and a desire to continue doing this on a day-to-day basis
- Understanding of the disciplines and tools which are used to deliver robust high quality applications: source control, unit-testing, regression testing, release and deployment controls, etc.
- Prior exposure to finance, in particular subjects such as derivatives, VaR and Economic Capital is a plus.
- Track record of leading and successful delivery of large scale projects, including respective project and stakeholder management; experience with people management will be considered advantageous
Please note that this may vary slightly from location to location.
In case of any recruitment related questions, please get in touch with Carolin Adler.
Contact: Carolin Adler, Tel (+49 3034074778)
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Job ID R0294392