Core Quantitative Developer

Deutsche Bank; Greater London; Hybrid; GBP 120,000 - 180,000; Full time

Benefits offered by this job

Hybrid working

Salary & pension

Holiday 30 days

Life Assurance & Private Healthcare

Retail discounts & Bike4Work & Gym

Volunteering leave

Job summary

Deutsche Bank, London, invites applications for Core Quantitative Strategic Analytics Developer. You will design and build core functionality in C++ and Python, delivering cross-asset valuation, risk, and P&L solutions within the Kannon platform.

You will optimize performance, work across desks and ensure robust, scalable tooling for CI/CD and deployments. Join the Core Strats team to advance cutting-edge analytics, with hybrid working, competitive salary, pension, 30 days holiday and private

Qualifications

• Development experience in an object-oriented language with a keen interest in C++ and Python.
• Ability to take ownership of complex processes and provide support at various levels to multiple stakeholders.
• Experience in a diverse engineering environment with track record of resolving complex issues independently.
• Comfortable working in Linux and Windows environments with modern CI/CD tooling.
• Focus on low latency, performance and optimisation.
• Excellent interpersonal and communication skills to explain complex requirements clearly.

Responsibilities

• Design, development and ownership of core platform functionality in C++ and Python across trading desks.
• Build and maintain shared valuation, risk, P&L, marking, calibration and controls infrastructure across assets in Kannon.
• Identify performance bottlenecks, propose designs for complex problems, refactor and simplify solutions.
• Strengthen core C++/Python interfaces, tooling and libraries used by Strats teams.
• Liaise with Strats, traders and quants to understand requirements and deliver robust solutions.
• Contribute to release schedules across Linux with CI/CD, automated testing and reproducible builds.

Skills

C++

Python

Linux

CI/CD

Low latency

Tools

CI/CD tooling

Job description

Job Title Core Quantitative Strategic Analytics Developer

Location London

Corporate Title Vice President

Group Strategic Analytics (GSA) is part of Group Chief Operation Office (COO) which acts as the bridge between Deutsche Bank’s businesses and infrastructure functions to help deliver the efficiency, control, and transformation goals of the Bank.

You will be joining Deutsche Bank GSA, the group is responsible for delivering solutions that solve quantitative problems across the Investment Banking, Corporate Banking and Private Banking businesses. You will be part of the Core Strats team, delivering enhancements and extensions to the strategic Kannon platform, primarily developed in C++ and Python. Working cross business, you will help design and build core functionality and tooling for solutions ranging from trade pricing, valuation, risk and Profit & Loss (P&L) to DevOps and automated controls in the core of the Kannon application.

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:

• Hybrid Working - we understand that employee expectations and preferences are changing. We have implemented a model that enables eligible employees to work remotely for a part of their working time and reach a working pattern that works for them
• 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

• Design, development and ownership of core platform functionality in C++ and Python to meet business requirements across multiple trading desks
• Building and maintaining shared valuation, risk, P&L, marking, calibration and controls infrastructure used cross asset in Kannon
• Identifying performance bottlenecks, proposing designs for complex problems, and refactoring and simplifying existing solutions
• Strengthening the core C++/Python interface, tooling and developer-facing libraries that the multiple Strats teams depend on
• Liaising with other Strats, trading, quants and other stakeholders to understand requirements and deliver robust, reliable and performant solutions
• Contributing to the application release schedule across Linux, with a focus on CI/CD, automated testing and reproducible builds

Your skills and experience

• Development experience in an object-oriented language with a keen interest in C++ and Python
• Ability to take ownership of complex processes and provide support at various levels to multiple types of stakeholders
• Experience working in a diverse engineering environment, with a track record of investigating and resolving complex issues, working independently and navigating ambiguity
• Comfortable working in Linux and Windows environments with modern CI/CD and build tooling
• Focus on low latency, performance and optimisation
• Excellent interpersonal and communication skills with the ability to explain complex requirements in an easily understandable and effective way

How we’ll support you

We value diversity and as an equal opportunities employer, we make reasonable adjustments for those with a disability such as the provision of assistive equipment if required (e.g. screen readers, assistive hearing devices, adapted keyboards).

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

Deutsche Bank is the leading German bank with strong European roots and a global network.

Deutsche Bank in the UK is proud to be named in The Times Top 50 Employers for Gender Equality and has been awarded a Gold Award from Stonewall and named in their Top 100 Employers.

If you have a disability, health condition, or require any adjustments during the application process, we encourage you to contact our Adjustments Concierge on [e-mail] to discuss.