Job Description:
J
ob Title:
Quantitative Strategist – Rates Intraday Risk
Corporate Title:
Vice President
Location:
New York, NY
Overview
As a Quantitative Business Analyst in the Intraday Risk platform team, you will be delivering Intraday Risk and P&L platform for the US Rates trading business.
Debt Strategic Analytics is part of Deutsche Bank Group Strategic Analytics and is responsible for delivering quantitative analytics, modelling, pricing and risk management to the Fixed Income Business.
You will be engaging with Trading and Risk teams to manage the US Rates book of work, analyze requirements, implement scripted configuration changes to customize the system, develop core changes in C++, work with the global development team to extend the core eRisk platform as well as providing support to the desks through investigation of risk and P&L numerical issues, and identifying upstream issues.
What We Offer You
A diverse and inclusive environment that embraces change, innovation, and collaboration
A hybrid working model, allowing for in-office / work from home flexibility, generous vacation, personal and volunteer days
Employee Resource Groups support an inclusive workplace for everyone and promote community engagement
Competitive compensation packages including health and wellbeing benefits, retirement savings plans, parental leave, and family building benefits
Educational resources, matching gift and volunteer programs
What You’ll Do
You will manage the US Rates Intraday Risk book of work and deliveries
Perform detailed analysis of quantitative and functional risk and P&L requirements
Collaborate with Traders, broader Strats team, Quants and Developers to deliver functional and quantitative changes to the trading desk
Implement and test configuration and scripted changes to rapidly deliver changes to production (using Lua, Json , Python and SQL)
Investigate risk and P&L queries from users, and train Production Support teams
Co-ordinate testing with end-users, developers and testers
How You’ll Lead
Working with traders and desk heads you will define, manage and prioritize the US Rates Intraday Risk and P&L book of work
Collaborating across Trading, Strats, Quants and IT teams in problem solving and solution design to deliver robust and supportable solutions
Skills You’ll Need
Relevant experience working with front-office risk and P&L/pricing applications
Strong quantitative, modelling, pricing and risk management skills, demonstrated within a financial services environment. Experience of the Rates business space is advantageous
Experience working directly with traders and desk heads
Knowledge of derivatives products, risk and P&L, market data and calibrations
Development experience in Python and C++ would be beneficial
Skills That Will Help You Excel
Clear and effective written and spoken communication skills
Self-disciplined and highly motivated attitude
Able to adapt in a dynamic environment
A collaborative approach to find innovative and sustainable solutions
An analytical mindset, with strong problem solving skills and a detail-oriented approach
Expectations
It is the Bank’s expectation that employees hired into this role will work in the New York City, NY office in accordance with the Bank’s hybrid working model.
Deutsche Bank provides reasonable accommodations to candidates and employees with a substantiated need based on disability and/or religion.
The salary range for this position in New York City is $155,000 to $252,500. Actual salaries may be based on a number of factors including, but not limited to, a candidate’s skill set, experience, education, work location and other qualifications. Posted salary ranges do not include incentive compensation or any other type of remuneration.
Deutsche Bank Benefits
At Deutsche Bank, we recognize that our benefit programs have a profound impact on our colleagues. That’s why we are focused on providing benefits and perks that enable our colleagues to live authentically and be their whole selves, at every stage of life. We provide access to physical, emotional, and financial wellness benefits that allow our colleagues to stay financially secure and strike balance between work and home. Click
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culture
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We welcome applications from all people and promote a positive, fair and inclusive work environment.
Qualified applicants will receive consideration for employment without regard to race, color, religion, sex, sexual orientation, gender identity, national origin, disability, protected veteran status or other characteristics protected by law. Click these links to view
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