Treasury Strat

Position Overview

Job Title Treasury Strat

Location London

Corporate Title Assistant Vice President

Group Strategic Analytics (GSA) sits within the Group Chief Operating Office (COO) and works closely with teams across the Bank to help connect business and infrastructure, supporting efficiency, control and ongoing transformation. You will join the Treasury Strategic Analytics team, working collaboratively with colleagues in quantitative analytics and engineering to contribute to a shared analytics platform used for interest rate derivatives pricing, risk calculations, portfolio analysis and profit and loss explain.

This analytics library plays an important role in Deutsche Banks Treasury activities, helping teams manage market and banking book risk, capital investment, debt issuance, and liquidity pricing and risk management. It is developed and enhanced by a globally distributed team, working together across multiple locations.

What well offer you

A healthy, engaged and well-supported workforce are better equipped to do their best work and, more importantly, enjoy their lives inside and outside the workplace. Thats why we are committed to providing an environment with your development and wellbeing at its centre.

You can expect:

• Hybrid Working - we understand that employee expectations and preferences are changing. We have implemented a model that enables eligible employees to work remotely for a part of their working time and reach a working pattern that works for them

• Competitive salary and non-contributory pension

• 30 days holiday plus bank holidays, with the option to purchase additional days

• Life Assurance and Private Healthcare for you and your family

• A range of flexible benefits including Retail Discounts, a Bike4Work scheme and Gym benefits

• The opportunity to support a wide ranging CSR programme + 2 days volunteering leave per year

Your key responsibilities

• Support and evolve the post-trade quant stack once trades are booked, with focus on pricing, risk, P&L explain, downstream ledger feeds, and helping ensure appropriate controls for securities trading within Deutsche Bank Treasury (Issuance Desks and the Central Investment Office)

• Partner with colleagues on the greenfield build-out of the new Issuance quant stack, contributing where needed across design and delivery

• Help transition post-trade portfolios from legacy systems to the strategic analytics platform, including portfolios supporting exotic Issuance products.

• Maintain and enhance the quant stack metadata system, with a particular focus on supporting the ESG analytics rollout

• Build and improve functionality within the Banks strategic analytics platform to model Issuance, future funding costs, risk management and hedging scenarios, and related infrastructure or end-user tools that support stakeholders and strengthen efficiency and capability

• Continuously refine the codebase in a fast-changing environment, making it easier to deliver new features safely and efficiently

Your skills and experience

• Degree in a quantitative discipline (e.g., finance, mathematics, physics, computer science, econometrics, statistics, engineering). An MSc/PhD is typically expected unless comparable expertise can be demonstrated through experience

• Strong Python development skills, with some familiarity with C++ concepts. Experience in a financial institution is preferred; relevant academic experience is also valued

• Experience in interest rate derivatives pricing and risk management is strongly preferred. Knowledge of Rates exotics (e.g., PRDCs, CMS) is helpful

• Understanding of banking fundamentals, Treasury functions, banking book risk management, capital management, and debt issuance is strongly preferred

• A curious, thoughtful approach to solving problems across computer science, finance, and applied mathematics

• Ability to communicate clearly and work well across teams and functions, with confident presentation skills

How well support you

• Training and development to help you excel in your career

• Flexible working to assist you balance your personal priorities

• We value diversity and as an equal opportunities employer, we make reasonable adjustments for those with a disability such as the provision of assistive equipment if required (e.g. screen readers, assistive hearing devices, adapted keyboards)

About us

Deutsche Bank is the leading German bank with strong European roots and a global network. Click here to see what we do.

Deutsche Bank in the UK is proud to be named in The Times Top 50 Employers for Gender Equality and has been awarded a Gold Award from Stonewall and named in their Top 100 Employers.

If you have a disability, health condition, or require any adjustments during the application process, we encourage you to contact our Adjustments Concierge on adjustmentsconcierge@db.com to discuss.

We strive for a culture in which we are empowered to excel together every day. This includes acting responsibly, thinking commercially, taking initiative and working collaboratively.
Together we share and celebrate the successes of our people. Together we are Deutsche Bank Group.
We welcome applications from all people and promote a positive, fair and inclusive work environment.