Chief Risk Office - Analytics Expert - Vice President Chief Risk Office - Analytics Expert - Vice  …

Deutsche Bank
in Hong Kong
Permanent, Full time
Last application, 01 Dec 20
Deutsche Bank
in Hong Kong
Permanent, Full time
Last application, 01 Dec 20
Chief Risk Office - Analytics Expert - Vice President
Position Overview

Details of the Division and Team:

Analytics and technology are seen as central to the Global Markets business, and not as support functions. Deutsche Bank's Strats function combines expertise in quantitative analytics, modeling, pricing and risk management with deep understanding of system architecture and programming. The primary output is a scalable and flexible Front Office pricing and risk management system with consistent interface to both the Middle Office and Back Office. The consistency in analytics and the technology platform ensures that no arbitrage can exist between various parts of the Bank as well as rational allocation of constrained resources, including risk budget, balance sheet, funding, and capital.

What we will offer you:

A healthy, engaged and well-supported workforce are better equipped to do their best work and, more importantly, enjoy their lives inside and outside the workplace. That's why we are committed to providing an environment with your development and wellbeing at its center.

You can expect:
  • Competitive Salary and non-contributory pension
  • 20 days annual leave plus generous number of public holidays
  • Life Assurance and Private Healthcare for you and your family
  • A range of flexible benefits including retail discounts, gym benefits, wellbeing incentives
  • The opportunity to support a wide ranging CSR program plus take volunteering leave days

Your key responsibilities:
  • Implementing the automation of all PnL processes and existing risk processes and enable appropriate controls (market object, model choice, calibration choice, booking exception policy)
  • Developing solutions to automate computation reserves, Independent Price Verification (IPV), aged inventory report, secured funding curves, and creation of database to support modeling and hedging algorithms
  • Applying data science and machine learning techniques to provide trading desk analytical insight
  • Working in partnership with Trading, Structuring, Technology and Operations to drive the build-out of strategic analytics platform
  • Migrate all Global Markets businesses to the single strategic analytics platform, starting with Rates, Credit and FX Trading

Your skills and experience:
  • 5-7+ years' experience working within a quantitative analyst position, ideally within an Investment Banking or Financial services company
  • Strong quantitative analytic and modelling skills with practical pricing and risk management experience
  • Sound practical knowledge of interest rates and FX derivative products
  • Strong programming skills utilizing languages such as Python or C++
  • Decent data science knowledge and working experience. Should be familiar with popular machine learning algorithms and tools
  • Strong Maths skills in probability, stochastic calculus and numerical methods
  • Relevant education such as a BSc/MSc/PhD in a relevant subject such as Finance, Maths, Physics, Computer Science, Econometrics, Statistics or Engineering, or the equivalent work experience or qualifications

How we'll support you:
  • Flexible working to assist you balance your personal priorities
  • Coaching and support from experts in your team
  • A culture of continuous learning to aid progression
  • A range of flexible benefits that you can tailor to suit your needs
  • Training and development to help you excel in your career

About us and our teams:

Deutsche Bank is the leading German bank with strong European roots and a global network. Click here to see what we do.

Deutsche Bank & Diversity

Our values define the working environment we strive to create - diverse, supportive and welcoming of different views. We embrace a culture reflecting a variety of perspectives, insights and backgrounds to drive innovation. We build talented and diverse teams to drive business results and encourage our people to develop to their full potential. Talk to us about flexible work arrangements and other initiatives we offer.
We promote good working relationships and encourage high standards of conduct and work performance. We welcome applications from talented people from all cultures, countries, races, genders, sexual orientations, disabilities, beliefs and generations and are committed to providing a working environment free from harassment, discrimination and retaliation.

Click here to find out more about diversity and inclusion at Deutsche Bank.

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