The Kannon Franchise Pricing Strat team within Group Strategic Analytics is responsible for managing the Kannon platform, delivering intraday and end-of-day pricing, risk and Profit & Loss (P&L) for the Bank’s trading businesses globally. The team provides innovative solutions to business/regulatory requirements, ensuring that these solutions are accurate, performant, robust, reliable, and scalable.
Requirements
- Strong object-oriented programming skills in C++ / Python, or other object-oriented language
- Experience working on large scale software development projects in C++ and/or Python
- Desire to work on both “front end” (user-facing application / UI code) and “back end” (analytics/pricing code)
Responsibilities
- Responsible for analysis, design, and development of Kannon, a front-office pricing and risk management system in C++ and Python
- Development and delivery of next-generation C++ applications for pricing, trading, and intraday Risk/PnL
- Development and delivery of user-facing / server-side applications within Deutsche Bank’s Rates, Credit, Commodities and Emerging Markets Trading businesses
- Work closely with trading, quants, and other stakeholders to understand requirements and deliver robust, reliable, and performant solutions
Other
- Collaborate with the global Strats team in London, New York, and Asia Pacific
- Engage with stakeholders in Sales&Trading, Structuring, Research, and Quants
- Mentor and help grow junior talent in the team
- Excellent written / verbal communication skills
- Ability to multi-task different projects and prioritize in a fast-paced production environment
