Chief Risk Office - Quantitative Development Application Analyst - Vice President
Position Overview Details of the Division and Team:
The Strategic Analytics group delivers applications that solve quantitative problems. The group's key delivery, a project known as Kannon, is to provide a step-change improvement in the quality of Risk and PnL analysis across many functions including Rates and Credit Trading, Treasury and the Transaction Bank. This is being achieved by providing best-in-class applications and libraries for both live trading as well as end-of-day analysis. It has been funded as a Core Change Initiative at the heart of the DB's Simplification Strategy.
The design, specification and implementation of Kannon is by Strats in close partnership with Trading & Sales, Methodology, Middle Office and Technology groups. The application covers risk analysis and live pricing tools as well as E-Trading flow analytics and algorithms. This includes batch, real-time and desktop processing using a single cohesive architecture. 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.
The Platform Engineering team is responsible for the tooling that underpins multiple aspects of the Strats projects including delivering SDLC tools including Test Automation and Monitoring as well as Reference Data management and Grid compute orchestration. It also works with DB Technology groups to provision hardware estate and Control functions to address Regulation and Policy adherence. 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:
Your key responsibilities:
- Flexible benefits plan including virtual doctor consultation services
- Comprehensive leave benefits
- Gender Neutral Parental Leave
- Flexible working arrangements
- 25 days of annual paid leave, plus public holiday & Flexible Working Arrangement
Your skills and experience:
- You will be joining the Platform Engineering team to develop and support the intraday and end-of-day pricing, risk and P&L in Kannon's expansion across DB.
- Implementing new, automated, processes either within, or through enhancements to the bank's strategic infrastructure or through Strat solutions.
- Developing solutions and controls to improve integration of the Strats application stack with the various functions across Group Analytics deployed on both Linux and Windows Operating Systems
- Building high performance large scale distributed systems for processing of trading portfolios, extending and enhancing real time risk processing platforms.
- Validating the evolution of the build and test environment used by Platform Engineering and working in partnership with Trading, Structuring, Methodology, Technology and Operations to drive the build-out of the strategic analytics platforms.
How we'll support you:
- Strong computing and programming skills in C++ and in developing applications for use in a high pressure production environment along with high performance compute experience including using low latency techniques to manage the processing of large datasets
- Development of software within a mixed environment of object oriented and dependency graph code bases
- Relevant education such to MSc or equivalent including Computing and Finance courses
- The ability to communicate effectively within a team and across multiple teams and functions as well as to multi-task different projects and prioritise against tight deadlines.
- Experience of the above within banking and an understanding of rates or foreign exchange products and trading patterns
About us and our teams:
- 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
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
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