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Head of Retail Bank Strategists – Deutsche Bank Group Strategic Analytics(m/w/x)
Developing mSVA methodology for retail product pricing and funding cost models at 150-year-old financial services leader. Master's/PhD in a highly quantitative field and extensive C++/Python experience required. Mental health training and life situation consultation benefits.
Requirements
- Master's, PhD, or equivalent qualification in Financial Engineering, Computer Science, Mathematics, Physics, or a similar highly quantitative field
- Strong quantitative and analytical skills
- Strong computing and programming skills
- Extensive experience in C++ and Python
- Familiarity with funding or banking businesses and markets
- Experience with interest rate risk or credit risk modeling
- Experience managing capital efficiency and understanding its drivers
- Proven ability to lead and deliver complex projects
- Strong English communication and presentation skills
- German proficiency is a plus
Tasks
- Lead development of mSVA methodology for pricing retail products
- Integrate pricing strategies with Retail Platforms and distribution channels
- Model and manage funding costs for retail products
- Oversee implementation of standard infrastructure for funding booking
- Develop and enhance liquidity models for retail banking products
- Generate and report End-of-Day risk and P&L for retail banking books
- Develop hedge pricing and execution tools
- Oversee regulatory stress testing for retail portfolios
- Design analytical tools to review capital needs and drivers
- Analyze historical default data and project Credit Loss Provisions
- Drive strategies to improve Return on Equity and Shareholder Value Added
- Measure and analyze profitability at various levels for retail banking
- Provide expertise in quantitative analytics and risk management
- Drive collaboration across Front Office, Treasury, Risk, and Finance teams
Work Experience
- approx. 1 - 4 years
Education
- Vocational certification
Languages
- English – Business Fluent
- German – Basic
Tools & Technologies
- C++
- Python
Benefits
Mental Health Support
- Consultation in difficult life situations
- Mental health awareness trainings
Healthcare & Fitness
- Health check-ups
- Vaccination drives
- FitnessCenter Job
Free or Subsidized Food
- Advice on healthy living and nutrition
Family Support
- PME family service
Flexible Working
- Flexible working
Informal Culture
- Diversity, equity and inclusion culture
Retirement Plans
- Pension plans
Other Benefits
- Banking services
Company Bike
- Company bicycle
Public Transport Subsidies
- Deutschlandticket
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- Deutsche BankFull-time/Part-timeWith HomeofficeExperiencedFrankfurt am Main
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Head of Retail Bank Strategists – Deutsche Bank Group Strategic Analytics(m/w/x)
Developing mSVA methodology for retail product pricing and funding cost models at 150-year-old financial services leader. Master's/PhD in a highly quantitative field and extensive C++/Python experience required. Mental health training and life situation consultation benefits.
Requirements
- Master's, PhD, or equivalent qualification in Financial Engineering, Computer Science, Mathematics, Physics, or a similar highly quantitative field
- Strong quantitative and analytical skills
- Strong computing and programming skills
- Extensive experience in C++ and Python
- Familiarity with funding or banking businesses and markets
- Experience with interest rate risk or credit risk modeling
- Experience managing capital efficiency and understanding its drivers
- Proven ability to lead and deliver complex projects
- Strong English communication and presentation skills
- German proficiency is a plus
Tasks
- Lead development of mSVA methodology for pricing retail products
- Integrate pricing strategies with Retail Platforms and distribution channels
- Model and manage funding costs for retail products
- Oversee implementation of standard infrastructure for funding booking
- Develop and enhance liquidity models for retail banking products
- Generate and report End-of-Day risk and P&L for retail banking books
- Develop hedge pricing and execution tools
- Oversee regulatory stress testing for retail portfolios
- Design analytical tools to review capital needs and drivers
- Analyze historical default data and project Credit Loss Provisions
- Drive strategies to improve Return on Equity and Shareholder Value Added
- Measure and analyze profitability at various levels for retail banking
- Provide expertise in quantitative analytics and risk management
- Drive collaboration across Front Office, Treasury, Risk, and Finance teams
Work Experience
- approx. 1 - 4 years
Education
- Vocational certification
Languages
- English – Business Fluent
- German – Basic
Tools & Technologies
- C++
- Python
Benefits
Mental Health Support
- Consultation in difficult life situations
- Mental health awareness trainings
Healthcare & Fitness
- Health check-ups
- Vaccination drives
- FitnessCenter Job
Free or Subsidized Food
- Advice on healthy living and nutrition
Family Support
- PME family service
Flexible Working
- Flexible working
Informal Culture
- Diversity, equity and inclusion culture
Retirement Plans
- Pension plans
Other Benefits
- Banking services
Company Bike
- Company bicycle
Public Transport Subsidies
- Deutschlandticket
About the Company
Deutsche Bank Group
Industry
FinancialServices
Description
The company has been a global leader in financial services for over 150 years, providing comprehensive banking solutions across various sectors.
Not a perfect match?
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Global Head of Product Market Insights & Revenue Optimization(m/w/x)
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