GSA concentrates Deutsche Bank’s quantitative and modelling expertise within a single unit. With group-wide responsibility for model development, GSA takes a cross-business and cross-functional approach to solving quantitative modelling, analytics scenarios, and rolls out common development standards. To be successful in this role, you’ll need a deep understanding of system architecture and programming. You’ll be supporting the development and implementation of the strategic Kannon platform, delivering intraday and end of day pricing, risk, and P&L information to our fixed income trading desks.
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
- entry level knowledge of financial trading or software firm in the areas of: Fixed-income derivatives products, markets, and hedging requirements, in particular experience with cash, linear or non-linear interest rate products is desirable
- Theory and implementation of derivatives pricing and relative value models
- Enterprise-level software engineering.
- Experience with good design of real-time risk, dependence graphs, distributed computation, and machine learning desirable
- Ability to work on both “back end” (analytics/pricing code) as well as “front end” (user-facing application / user interface (UI) code)
Responsibilities
- Assist with implementing market data functionality in Kannon for Fixed Income & Currencies (FIC), covering IR curves, Inflation, IR vols, and other market data
- Analysis, design, and development of analytics for the desk within Kannon platform
- Strong focus on business-driven opportunities and bringing innovative and quantitative ideas to solve complex problems for the desk
- Experience with good design of real-time risk, dependence graphs, distributed computation, and machine learning desirable
- supporting the development and implementation of the strategic Kannon platform, delivering intraday and end of day pricing, risk, and P&L information to our fixed income trading desks.
Other
- 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
- Excellent written / verbal communication skills
- Ability to multi-task different projects and prioritize in a fast-paced production environment
- Attention to detail and excellent problem solving & numerical skills
