Fixed Income Strategic Analytics Fixed Income Strategic Analytics …

Deutsche Bank
in London, United Kingdom
Permanent, Full time
Last application, 08 Jun 21
Negotiable
Deutsche Bank
in London, United Kingdom
Permanent, Full time
Last application, 08 Jun 21
Negotiable
Debt Strategic Analytics is part of the Group Strategic Analytics and is responsible for delivering quantitative analytics, modelling, pricing and risk management to the Fixed Income Business.

Job Title: Fixed Income Strategic Analytics
Location: London
Corporate Title: Vice President

Debt Strategic Analytics is part of the Group Strategic Analytics and is responsible for delivering quantitative analytics, modelling, pricing and risk management to the Fixed Income Business.

You will be joining the Debt Strats team to support the development and implementation of the strategic Kannon platform, delivering intraday and end-of-day pricing, risk and Profit and Loss (P&L) platform for trading desks within Fixed Income. This aims to integrate front office functions into a single architecture, removing duplication and operational complexity caused by fragmentation of these functions across 30+ legacy platforms. Kannon is written in C++ and Python.

What we'll 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 centre.

You can expect:

  • Competitive salary and non-contributory pension
  • 30 days' holiday plus bank holidays, with the option to purchase additional days
  • Life Assurance and Private Healthcare for you and your family
  • A range of flexible benefits including Retail Discounts, a Bike4Work scheme and Gym benefits
  • The opportunity to support a wide ranging CSR programme + 2 days' volunteering leave per year

Your key responsibilities

  • Work in partnership with Trading, Structuring, Technology and Operations to drive the build-out of the strategic analytics platforms
  • Responsible for implementing Non-linear/Exotic products for the Single-Ccy Exotics desk which is part of the Rates business
  • Responsible for analysis, design and development of analytics for the desk within Kannon platform
  • Supporting business driven opportunities, and bringing innovative and quantitative ideas to solve complex problems for the desk
  • Responsible for Fostering collaborative and supportive environment by helping junior members of the team and encouraging them to grow their experience

Your Skills and Qualifications

  • Good quantitative, modelling, pricing and risk management skills, demonstrated within a financial services environment
  • Experience developing banking applications and large scale projects with C++ and/or Python
  • Experience working on calibration of interest rate curves, vols and other market data
  • Good understanding of Rates products in particular exotic models
  • Knowledge of front-office risk and P&L calculation

How we'll support you

  • Training and development to help you excel in your career
  • 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

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.

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.

Please visit https://www.db.com/cr/en/our-people/diversity--management.htm to find out more about diversity and inclusion at Deutsche Bank

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