Quant Strategist: Non-Linear Rates & Structured Notes

Deutsche Bank; Greater London; Hybrid; GBP 90,000 - 150,000; Full time

Benefits offered by this job

Hybrid working

Competitive salary

Pension

Life Assurance

Private healthcare

Flexible benefits

CSR volunteering leave

Job summary

Deutsche Bank, London, seeks an Associate for Non-Linear Rates & Structured Notes Strat to join Group Strategic Analytics. You will contribute to the Kannon platform, delivering intraday and end-of-day pricing, risk and P&L analytics for Rates Issuance and FRM desks.

Responsibilities include building and tuning analytics, collaborating with Trading, Technology and Operations, and mentoring junior teammates while leveraging C++ and Python.

Qualifications

• Excellent quantitative, modelling, pricing and risk management skills in a financial services environment.
• Experience developing banking applications and large-scale projects with C++ and Python.
• Knowledge of calibration of interest rate curves and volatilities and other analytic market data.

Responsibilities

• Drive build-out of the strategic analytics platforms in partnership with Trading, Structuring, Technology and Operations.
• Implement Structured Notes pricing and risk management tools to scale the business.
• Responsible for analysis, design, and development of analytics for the desk within the Kannon platform.
• Support business-driven opportunities with innovative and quantitative ideas to solve complex problems.
• Foster a collaborative environment by helping junior team members grow their experience.

Skills

Quantitative analysis

Pricing risk management

C++ programming

Python programming

Tools

Kannon platform

Job description

Deutsche Bank, London, seeks an Associate for Non-Linear Rates & Structured Notes Strat to join Group Strategic Analytics. You will contribute to the Kannon platform, delivering intraday and end-of-day pricing, risk and P&L analytics for Rates Issuance and FRM desks.

Responsibilities include building and tuning analytics, collaborating with Trading, Technology and Operations, and mentoring junior teammates while leveraging C++ and Python.