£20K/yr to £100K/yr
London, England
Permanent, Variable

Treasury Strat

Posted by Deutsche Bank.

Job Description:

Job Title

Treasury Strat

Location

London

Corporate Title

Vice President

GSA is part of Group Chief Operation Office (COO) which acts as the bridge between the Bank's businesses and infrastructure functions to help deliver the efficiency, control, and transformation goals of the Bank.

You will be joining the global Treasury Strats team across New York, London, Frankfurt, and Asia which is part of the Group Strategic Analytics team. We collaborate with Treasury, Investment Bank, Corporate Bank, and other divisions at Deutsche Bank. We combine expertise in quantitative analytics, modelling, pricing, and risk management with deep understanding of system architecture and programming. The primary output is a scalable and flexible front office pricing and risk management system for treasury and the firm to manage risks, allocate constrained resources, and maximise profitability.

What we'll 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. That's 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 Hybrid Working 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

  • Provide technical leadership and contribute to the strategic direction of the platform
  • Responsible for the end to end development of products and tools, including but not limited to the following
  • New Issuance Strategic Platform - covers all aspects of pricing, risk managing and issuing bonds for Deutsche Bank Treasury and associated funding tickets and hedging swaps
  • Risk management analytics and pricing tools for Issuance & Chief Investment Office
  • Forecasting engines for new issuance, funding requirements, Net Interest Income
  • Benchmark submission (Euribor, Wibor) calculation tools, potentially Liquidity Risk Model and Asset and Liability Management

Your skills and experience

  • Good core programming background, most importantly in Python. Ability to produce cleanly designed and efficient code covered by tests. C++ knowledge/ experience is a plus
  • Quantitative and analytical skills. Knowledge/ understanding of modelling, pricing, and risk management and derivatives (Rates essential, foreign exchange (FX)/ credit and equities advantageous). Cash securities knowledge (bonds, plus embedded derivatives) and associated market data is essential
  • Experience with Bond Issuance and trade lifecycle events is a plus
  • Experience with funding or banking businesses, interest rate risk and managing capital efficiency is a plus
  • Excellent communication skills, both written and verbal, and interpersonal skills to effectively communicate with team members and stakeholders
  • Ability to take initiative and drive change towards strategic goals is essential

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 needs
  • 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 (for example, 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 have been named in The Times Top 50 Employers for Gender Equality 2024 for five consecutive years. Additionally, we have been awarded a Gold Award from Stonewall and named in their Top 100 Employers 2024 for our work supporting LGBTQ+ inclusion.

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.

We use cookies to measure usage and analytics according to our privacy policy.