Quant jobs / Deutsche Bank

Corporate Banking Strats

A senior analyst or analyst seat building capital, expected credit loss and forecasting analytics for the corporate bank. It uses Python and C++ with strong attention to controls and data quality.

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 analytics for capital, expected credit loss and risk-weighted assets
Validate default, recovery and risk data
Develop and test scalable Python and C++ libraries
Support model calibration and scenario analysis
Help with automation, testing and production support

What they ask for

Required

Quantitative academic background
Hands-on Python for data analysis and production code
Working C++ concepts
SQL and relational databases
Probability, linear algebra, statistics and optimisation

Preferred

Oracle or MySQL design
Econometrics or data science
Credit risk, regulatory capital or ECL knowledge

Education: Engineering, CS, maths, statistics, physics, finance, economics or similar
Experience: 0-3 years for the senior analyst level
Languages and tools: Python
C++
SQL
Oracle
MySQL
Markets: credit

How to prepare

Compute expected credit loss on a synthetic portfolio with Python
Refresh probability and linear algebra fundamentals
Practise SQL on credit-style datasets
Write small C++ exercises on classes, pointers and containers

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.