Quant jobs / Deutsche Bank

Corporate Bank Strat

A strat building pricing, risk and stress-testing analytics for corporate bank loan portfolios. It sits in Group Strategic Analytics, close to front office, risk and finance.

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 pricing and risk models for corporate loan portfolios
Define consistent capital and expected credit loss methods across business, risk and finance
Combine trade, market and collateral data across products and regions
Run stress and scenario analytics and explain results to decision-makers
Define requirements with front office, risk, technology and operations

What they ask for

Required

Strong C++ and Python for production quant software
Pricing, valuation or risk analytics for derivatives, financing or securities
Credit risk, collateral, stress testing or portfolio risk knowledge
Sensitivities and greeks
Delivering cross-functional change in front office

Education: Not stated
Experience: Experienced production quant developer (Associate/VP)
Languages and tools: C++
Python
Markets: credit

How to prepare

Build a loan portfolio stress-testing model with scenario shocks
Study expected credit loss and capital methodologies and how they interact
Learn collateral and margin effects on exposure
Write production-grade C++ or Python with unit tests

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.