Quant jobs / Deutsche Bank
Core Quantitative Strategic Analytics Engineer
A performance-focused engineering role in the Core Strats team of Group Strategic Analytics. It tunes the C++/Python analytics platform and its data and Linux layers; applicants from outside finance are welcome.
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.
- Optimise C++ and Python platform code for speed and memory
- Tune MySQL, SQLite and Redis data layers behind the analytics
- Configure and monitor Linux services for availability and latency
- Profile and fix CPU, memory and I/O bottlenecks
- Maintain shared valuation, risk, P&L and calibration frameworks used by asset-class teams
What they ask for
Required
- Strong C++ and Python on Linux
- Redis design and tuning
- Linux services and performance debugging
- Profiling and diagnostic tools
- Software architecture for shared libraries
- Clear communication to stakeholders
- Education
- Not stated
- Experience
- Strong professional engineering experience; finance background not required
- Languages and tools
- Markets
- multi-asset
How to prepare
- Profile a C++ program with perf or similar and document the speed-ups you make
- Tune a Redis cache and measure eviction and persistence trade-offs
- Learn Linux performance tools for network and I/O diagnosis
- Build a small shared Python/C++ library with API documentation and tests
What to study
- Modern C++ for Quantitative Finance
- Trading Systems and Low-Latency Infrastructure
- Quantitative Data Engineering
- Python for Quantitative Finance
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.