Deutsche Bank Group Strategic Analytics is looking to deliver applications to solve quantitative problems for Investment Banking trading businesses, specifically enhancing and extending the strategic Kannon platform.
Requirements
- Experience delivering quantitative solutions with Convertible Bonds, Exchange traded Funds, Structured Notes, Equity/Credit/Rates Derivatives trading businesses/products
- Good understanding of derivatives products, risk and P&L, market data and calibrations
- Experience of server-side development in Python and C++
- Strong background in developing front-office risk and P&L/pricing applications
- Experience managing small teams and project deliveries beneficial
- Clear and effective written and spoken communication skills
- A collaborative approach to find innovative and sustainable solutions; self-disciplined and highly motivated attitude
Responsibilities
- Collaborate with trading, quants and other stakeholders to understand requirements and deliver robust, reliable and performant solutions
- Drive model analysis, design and development of functionality to deliver business requirements in C++ and Python
- Responsible for performing analysis, design and development of quantitative valuation, risk and Profit and Loss (P&L), marking, calibration and controls functionality in Kannon using C++ and Python
- Investigate performance bottlenecks, ability to propose design for complex business problems, refactoring and simplification of existing solutions
- Deliver the application release schedule in a timely manner
- Contribute to the optimization effort to improve the scalability of the cross-asset platform; maintaining library coding standards via peer review
- Collaborating across Trading, Strats, Quants and IT teams in problem solving and solution design to deliver robust and supportable solutions
Other
- Mentor and help support the growth of junior talent in the team
- 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
