The Analytics Analyst provides high quality, meaningful analysis to internal stakeholders, in a timely manner, to address current and future business needs. They leverage the analytical toolkit and research techniques to create value added insights for stakeholders. They typically work under the guidance of Lead Analysts and/or Analytics Managers to deliver analysis in line with stakeholder requirements.
Additional Job Description
Details of the Division and Team:
You will be joining the global Treasury Strats team across which is part of the Group Strategic Analytics team. We collaborate with Treasury, Investment Bank, Corporate Bank, and other divisions at Deutsche Bank. We combine expertise in quantitative analytics, modelling, 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 for treasury and the firm to manage risks, allocate constrained resources, and maximize profitability.
Your key responsibilities:
- Responsible for the development of risk management analytics and pricing tools for Treasury trading desks, including pool, issuance, strategic liquidity reserve (SLR), and central investment office
- Responsible for the development of a unified fund transfer pricing and request for quote infrastructure for treasury and other businesses at Deutsche Bank
- Responsible for the development of hedge accounting capabilities for treasury issuance and SLR desks
- Support the development of liquidity risk models for treasury (e.g. intraday liquidity risk models) and development of asset liability management systems for treasury
Your skills and experience:
- Current or previous experience within funding, Banking business, interest rate risk and / or managing capital efficiency.
- 2+ years quantitative, analytical, modelling, pricing, and risk management experience
- 2+ years’ experience computing and programming skills, including C++ and Python experience
- Excellent communication skills, both written and verbal
- Ability and aspiration to use, learn, and extend large codebase dealing with complex business problems