Gsa (Global Strategic Analytics) - Quantitative Desk Strategist, Non-linear Rates - Vp

**GSA (Global Strategic Analytics) - Quantitative Desk Strategist, Non-Linear Rates - VP**:
**Job ID**:R0391331

**Full/Part-Time**:Full-time

**Regular/Temporary**:Regular

**Listed**:2025-07-16

**Location**:Singapore

**Position Overview**:
**Details of the Division and Team**:
The Quantitative Strategist (Quant Strat) combine expertise in quantitative analytics, modelling, pricing and risk management with deep understanding of system architecture and programming. Their primary output is a scalable and flexible Front Office pricing and risk management system.

The technology platform underlies the trading functions of the Bank as well as management processes around the rational allocation of constrained resources, management of funding costs and capital efficiency programs.

**What we will offer you**:
A healthy, engaged and well-supported workforce is better equipped to do their best work and, more importantly, enjoy their lives inside and outside the workplace. That’s why we are committed to providing an environment with your development and wellbeing at its center.

**You can expect**:

- Flexible benefits plan including virtual doctor consultation services
- Comprehensive leave benefits
- Gender Neutral Parental Leave
- Flexible working arrangements
- 25 days of annual paid leave, plus public holiday & Flexible Working Arrangement

**Your key responsibilities**:

- Working in partnership with Trading, Structuring, Technology and Operations to drive the build-out of the strategic analytics platform.
- Implementing the new automated processes and controls either within, or through enhancements to the bank’s strategic infrastructure or through Strat solutions. New processes and controls are to be fully automated and leverage the Bank’s strategic static, product, trade, market data and risk repositories.
- Supporting the automation of all PnL processes and existing risk processes and enable appropriate controls (market object, model choice, calibration choice, booking exception policy etc.)
- Migrate all Global Markets businesses to the single strategic analytics platform, starting with Rates, Credit and FX Trading.
- Primary focus will be on supporting the Non-linear business in APAC.

**Your skills and experience**:

- Minimum of 4 years of relevant Strats experience from Banking or Financial Services industry with strong understanding of Derivatives Pricing.
- Working experience in object-oriented programming skills in C++ and/or Python.
- Working knowledge and exposure to Non-linear Derivatives products across Rates and FX (or either Equities, Hybrids or Commodities.
- Highly motivated with a keen willingness to learn and take on new challenges.
- Excellent communication skills, both written and verbal with ability to communicate technical aspects efficiently as per team’s technical level.

**How we’ll support you**:

- Flexible working to assist you balance your personal priorities
- Coaching and support from experts in your team
- A culture of continuous learning to aid progression
- A range of flexible benefits that you can tailor to suit your need
- Training and development to help you excel in your career

**About us and our teams**:
Deutsche Bank is the leading German bank with strong European roots and a global network. click here to see what we do.

**Deutsche Bank & Diversity**

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.