The Company is seeking a Vice President, Quantitative Strategist Specialist to join their Algorithmic Solutions team. This dynamic and international team is at the forefront of designing and developing financial algorithms that underpin regulatory risk measures, with a strong focus on credit risk. The successful candidate will be responsible for algorithmic design, business programming, technical build, change governance, and sophisticated data analysis. This role requires a deep understanding of existing and new capital regime regulations, particularly those related to credit risk, and the ability to translate these into strategic and sustainable calculations. The candidate should have a Master's degree in a relevant field and at least 5 years of experience, ideally in banking, with a background in credit risk and regulatory concepts. Key responsibilities for the role include running the algorithmic book of work in an Agile environment, interacting with various divisions around the firm, and providing ad hoc analytic services for senior stakeholders. The ideal candidate will have an engineer's mindset, be adept at programming (SAS, R, SQL, or Python), and have practical experience with big datasets. Experience with Basel 4/CRR3 and reporting frameworks such as FINREP, COREP, and Pillar 3, as well as US and European local regulations, is highly advantageous. The role also demands a proven ability to leverage AI tools for business problem-solving and a commitment to the responsible and ethical use of data and AI outputs. The company offers a culture of continuous learning, training, and development, and a range of flexible benefits to support the successful candidate in their career.

Hiring Company

Deutsche Bank