Quant jobs / Deutsche Bank

Capital Quantitative Strategist

A capital strat in Group Strategic Analytics who designs and implements credit-risk capital calculations and reporting. The output guides how the bank allocates scarce financial resources.

What you’d work on

Our reading of the posting: what a new hire in this role would most likely spend their first months on.

Implement regulatory and internal capital calculations and reports with risk and finance teams
Prototype what-if analyses for capital planning
Support the strategic rebuild of the calculation platform
Advise stakeholders on risk-weighted assets and related metrics
Help line up front office, credit risk and finance on financial resource figures

What they ask for

Required

Quantitative and analytical ability
Strong programming, including C++ or Python
Banking products or accounting rules understanding
Credit risk and credit risk reporting experience
Data model and calculation-process design
Fluent English

Preferred

German language skills

Education: Not stated
Experience: Good credit risk and reporting experience; level not specified
Languages and tools: C++
Python

How to prepare

Learn the basics of Basel risk-weighted asset calculations for credit risk
Build a Python RWA calculator on a synthetic loan book with what-if scenarios
Study PD, LGD and EAD concepts and how they feed capital
Practise designing clear data models for risk calculations

What to study

The Risk Quant roadmap sets out the stages for this kind of role, with free resources for each.

Open the roadmap

Apply

Read the full posting on Deutsche Bank’s site before applying: requirements, location and pay can change after we check them.

View the posting on Deutsche Bank’s site ↗

SelfMadeQuant wrote this summary from the employer’s public posting, last checked 6 November 2026. SelfMadeQuant isn’t affiliated with Deutsche Bank and doesn’t handle applications.