
Website Deutsche Bank
Job Description:
As a Credit and Hybrids Desk Strat, you will leverage the strats analytics platform to solve problems for the convertible bonds, SPACS and corporate derivatives trading franchise.
Job Responsibilities:
- Robust execution of critical operations that report key risk and valuation analytics
- Helping control groups identify and investigate variances and fulfill regulatory obligations
- Working closely with trading, quants, and other stakeholders to understand requirements and design robust, reliable and performant solutions in the strats analytics platform
- Coordinating development of quantitative valuation models and their calibrations
- Aiding trading with analysis of their risk and positioning in real time
Job Requirements:
- Experience developing front-office risk and P&L/pricing applications
- Working knowledge/experience with convertible bonds, SPACs, listed and OTC equity options and exotics
- Experience with equity volatility modeling and calibration desirable
- Familiarity with risk neutral pricing and quantitative finance
- Strong programming capabilities in C++ and Python; experience developing in a team setting
Job Details:
Company: Deutsche Bank
Vacancy Type: Full Time
Job Location: New York, NY, US
Application Deadline: N/A
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