Corporate and Private Bank Strat - Associate

Deutsche Bank AG, Tokyo Branch • New York, NY

306d • $135,000 - $175,000 • Remote

About The Position

DB is Germany's leading bank with strong positions in Europe and significant presence in the Americas and Asia Pacific. We're driving growth through our strong client franchise, investing heavily in digital technologies, prioritizing long-term success over short-term gains, and serving society with ambition and integrity. DB serves clients' real economic needs in commercial and investment banking, retail banking and transaction banking, and provide ground-breaking products and services in asset and wealth management. That means a career packed with opportunities to grow and the chance to shape the future of our clients. Strats combine expertise in quantitative analytics, modelling, pricing, and risk management with deep understanding of system architecture and programming. Their primary output is a scalable and flexible Front Office pricing and risk management system. The technology platform underlies the trading functions of the Bank as well as management processes around the rational allocation of constrained resources, management of funding costs and capital efficiency programs.

Requirements

• Strong quantitative and analytical skills.
• Strong computing and programming skills, including C++ and Python experience.

Nice To Haves

• Familiarity with funding or banking businesses and markets.
• Experience with interest rate risk or credit risk modelling.
• Experience with managing capital efficiency.

Responsibilities

• Modelling and managing funding costs and funds transfer pricing, moving to a portfolio funding model.
• Pricing deposits and loans based on funding costs and capital hurdles.
• Design incentive structures for businesses around financial resource consumption, allocation, and capital optimisation.
• Drive alignment across Front Office, Credit Risk Management, and Finance for financial resource calculations.
• Assist in building and calibrating credit risk capital models using historical default and recovery data.
• Provide trading desks expertise in quantitative analytics, modelling, pricing, and management of loan and mortgage portfolios.

Benefits

• A diverse and inclusive environment that embraces change, innovation, and collaboration.
• A hybrid working model, allowing for in-office / work from home flexibility.
• Generous vacation, personal and volunteer days.
• Employee Resource Groups support an inclusive workplace for everyone and promote community engagement.
• Competitive compensation packages including health and wellbeing benefits, retirement savings plans, parental leave, and family building benefits.
• Educational resources, matching gift and volunteer programs.

What This Job Offers

• Job Type: Full-time
• Career Level: Entry Level
• Industry: Credit Intermediation and Related Activities
• Education Level: Bachelor's degree