Core Strats - Director
- New York, NY
Job Title: Core Strats
Corporate Title: Director
Location: New York, NY
Deutsche Bank's Strategic Analytics group is a front-office group combining expertise in quantitative analytics, modeling, pricing, and risk management, with a deep understanding of system architecture and programming. The Strats team is responsible for delivery of risk and profit & loss (P&L) and pricing platforms for the CIB trading businesses globally. The team delivers innovative solutions to business requirements, ensuring that these solutions are accurate, performant, robust, reliable, and scalable. You will be joining the Strats team to support the development and implementation of the strategic Kannon platform, delivering intraday and end-of-day pricing, risk and P&L platform for trading desks within the strategic analytics group. This aims to integrate front office functions into a single architecture, removing duplication and operational complexity caused by fragmentation of these functions across 30+ legacy platforms; Kannon is written in C++ and Python.
What We Offer You:
- We offer competitive health and wellness benefits, empowering you to value life in and out of the office
- Retirement savings plans, parental leave, and other family-friendly programs
- An environment that encourages networking and collaboration across functions and businesses
- Active engagement with the local community through Deutsche Bank's specialized employee groups
Hear from our people and look inside our office: DB@The Muse
Your Key Responsibilities:
- Work in partnership with Trading, Structuring, Technology, and Operations to drive the build-out of the strategic analytics platforms
- Responsible for implementing market data functionality in Kannon for 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
- Foster a collaborative and supportive environment by helping junior members of the team and encouraging them to grow their experience
Your Skills and Experience:
- Strong quantitative, modelling, pricing, and risk management skills, demonstrated within a financial services environment
- Experience developing and understanding banking applications and large scale projects with C++ and/or Python
- Experience working with curves, vols, and other analytic market data
- Strong understanding of rates and credit derivatives products including exotics
- Knowledge of front-office risk and P&L calculation
We promote good working relationships and encourage high standards of conduct and work performance. We welcome applications from talented people from all cultures, countries, races, genders, sexual orientations, disabilities, beliefs and generations and are committed to providing a working environment free from harassment, discrimination and retaliation.
Click here to find out more about our diversity and inclusion policy and initiatives.
We are an Equal Opportunity Employer - Veterans/Disabled and other protected categories. Click these links to view the following notices: EEO is the Law poster and supplement; Employee Rights and Responsibilities under the Family and Medical Leave Act; Employee Polygraph Protection Act and Pay Transparency Nondiscrimination Provision.
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