Quant Market Risk Strategist: Methodology & FRTB
Job in
City Of London, Central London, Greater London, England, UK
Listed on 2026-07-26
Listing for:
Deutsche Bank AG
Full Time
position Listed on 2026-07-26
Job specializations:
-
Finance & Banking
Economics, FinTech
Job Description & How to Apply Below
Deutsche Bank AG is seeking a Market Risk Methodology Quantitative Strategist in London to contribute to the development and implementation of market risk and capital models, including FRTB, VaR, stress testing and economic capital. The role blends quantitative research with production‑level coding in Python and C++, with emphasis on robust, scalable risk platforms.
You will work within the Market Risk Strats team, collaborating with front office, risk and finance to ensure accurate risk
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