
Website Deutsche Bank
Job Description:
You will be joining Deutsche Bank Group Strategic Analytics. The group is responsible for delivering applications to solve quantitative problems for Investment banking trading businesses. You will be part of the Core Strats team delivering enhancements and extensions to the strategic Kannon platform.
Job Responsibilities:
- Responsible for performing analysis, design and development of quantitative valuation, risk and Profit and Loss (P&L), marking, calibration and controls functionality in Kannon using C++ and Python
- Supporting the business through a support Rota including investigating queries and issues
- Responsible for working closely with trading, quants, and other stakeholders to understand requirements and deliver robust, reliable and performant solutions
Job Requirements:
- Experience managing small teams and project deliveries beneficial
- Experience delivering quantitative solutions with Convertible Bonds, Exchange traded Funds, Structured Notes, Equity/Credit/Rates
- Derivatives trading businesses/products
- Good understanding of derivatives products, risk and P&L, market data and calibrations
- Experience developing front-office risk and P&L/pricing applications
- Experience of server-side development in Python and C++
Job Details:
Company: Deutsche Bank
Vacancy Type: Full Time
Job Location: London, England, United Kingdom
Application Deadline: N/A
Report Job