
Website Deutsche Bank
Job Description:
Deutsche Bank’s Strategic Analytics group is a front-office group combining expertise in quantitative analytics, modeling, pricing and risk management, with a deep understanding of system architecture and programming.
Job Responsibilities:
- Strong focus on business-driven opportunities, and bringing innovative and quantitative ideas to solve complex problems for the desk
- Responsible 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
- Foster a collaborative and supportive environment by helping junior members of the team and encouraging them to grow their experience
- Analysis, design and development of analytics for the desk within Kannon platform
Job Requirements:
- Some experience working with curves, vols and other analytic market data
- Reasonable strong understanding of Rates and Credit derivatives products including Exotics
- Some experience developing banking applications and large-scale projects with C++ and/or Python
- Strong quantitative and modelling skills, demonstrated within a financial services environment
- Knowledge of front-office risk and P&L calculation. Ideally Investment Banking Front-Office application delivery experience
Job Details:
Company: Deutsche Bank
Vacancy Type: Full Time
Job Location: New York, NY, US
Application Deadline: N/A
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