Strategist: Non-Linear Rates & Structured Notes

Deutsche Bank AG; Greater London; Hybrid; GBP 85,000 - 140,000; Full time

Benefits offered by this job

Hybrid Working

Salary and Pension

30 days holiday

Life Assurance

Private Healthcare

Flexible benefits

Volunteer leave

Job summary

Deutsche Bank AG in London is seeking an Associate to join the Rates Strats team. You will help develop and implement the Structured Notes Pricer on the Kannon platform, delivering intraday and end-of-day pricing, risk and P&L analytics for the Rates desk.

The role focuses on non-linear rates, structured notes, and calibration of curves, with hybrid working and a competitive package. You will collaborate across Trading, Technology and Operations to scale analytics and risk management

Qualifications

• Excellent quantitative, modelling, pricing and risk management skills in a finance environment.
• Experience developing banking applications and large-scale projects with C++ and Python.
• Experience calibrating interest rate curves and vols (volatilities).
• Knowledge of front-office risk and P&L calculation.
• Excellent interpersonal skills for cross-team collaboration.

Responsibilities

• Drive the build-out of analytics platforms in partnership with Trading, Structuring, Technology and Operations.
• Implement Structured Notes pricing and risk management tools to scale the business.
• Develop analytics for the desk within the Kannon platform from design to deployment.
• Support business opportunities with innovative quantitative ideas to solve problems.
• Foster collaboration and mentor junior team members to grow experience.

Skills

Quantitative skills

Modelling

Pricing

Risk management

Interpersonal skills

Tools

C++

Python

Job description

Deutsche Bank AG in London is seeking an Associate to join the Rates Strats team. You will help develop and implement the Structured Notes Pricer on the Kannon platform, delivering intraday and end-of-day pricing, risk and P&L analytics for the Rates desk.

The role focuses on non-linear rates, structured notes, and calibration of curves, with hybrid working and a competitive package. You will collaborate across Trading, Technology and Operations to scale analytics and risk management