Quant jobs / Deutsche Bank

Core Quantitative Strategic Analytics Developer

A developer role in the Core Strats team of Group Strategic Analytics, working on the shared analytics platform written mainly in C++ and Python. The work underpins valuation, risk and P&L for many trading desks.

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.

Build shared valuation, risk, P&L and calibration infrastructure used across asset classes
Improve the C++/Python interface and the developer libraries other strat teams use
Find and remove performance bottlenecks in platform code
Simplify and refactor older components
Gather requirements from strats, quants and traders

What they ask for

Required

Object-oriented development with C++ and Python
Owning complex processes
Troubleshooting in a large engineering setting
Linux and Windows with CI/CD tooling
Low-latency and performance focus
Clear communication

Education: Not stated
Experience: Solid software engineering experience (VP level); finance background not stated as required
Languages and tools: C++
Python
Markets: multi-asset

How to prepare

Build a C++ library exposed to Python with pybind11 and benchmark it
Learn profiling tools and write a before/after optimisation case study
Understand how a pricing and risk engine calibrates models and caches market data
Set up a CI pipeline with tests for a mixed-language project

What to study

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.