Tuesday , March 21 2023

Deutsche Bank Vacancies – Quantitative Strategist

Website Deutsche Bank

Job Description:

We’re looking for a quantitative strategist to join our structured credit desk. You’ll be joining our strategic analytics group working directly with our front office team, providing them with expertise in quantitative analytics, modeling, pricing and risk management. To be successful in this role you’ll need a deep understanding of system architecture and programming. You’ll be supporting the development and implementation of the strategic Kannon platform, delivering intraday and end of day pricing, risk and P&L information to our fixed income trading desks.


Job Responsibilities:

  • Analysis, design and development of analytics for the desk within Kannon platform
  • Foster a collaborative and supportive environment by helping junior members of the team and encouraging them to grow their experience
  • Focus on business driven opportunities, and bringing innovative and quantitative ideas to solve complex problems for the desk
  • Take responsibility for implementing market data functionality in Kannon for FIC (covering IR curves, Inflation, IR vols, and other market data)
  • Work in partnership with Trading, Structuring, Technology and Operations to drive the build-out of the strategic analytics platforms

Job Requirements:

  • Ideally Investment Banking Front-Office application delivery experience
  • Knowledge of front-office risk and P&L calculation
  • Some experience working with curves, vols and other analytic market data, ideally with
  • Investment Banking Front-Office application delivery experience
  • Some experience developing banking applications and large scale projects with C++ and/or Python
  • Reasonable strong understanding of Rates and Credit derivatives products including Exotics.
  • Strong quantitative and modelling skills, demonstrated within a financial services environment

Job Details:

Company: Deutsche Bank

Vacancy Type: Full Time

Job Location: New York, NY, US

Application Deadline: N/A

Apply Here