Deutsche Bank

Quantitative Strategic Analytics Developer - Director

1 month agoNew York, NY

Job Description:

Job Title: Quantitative Strategic Analytics Developer

Corporate Title: Director

Location: New York, NY


You will be joining Deutsche Bank Group Strategic Analytics. The group is responsible for delivering applications to solve quantitative problems for Investment Banking trading businesses. You will be part of the Core Strats team delivering enhancements and extensions to the strategic Kannon platform. Development work will be done in C++ and Python. You will be responsible for analyzing, designing, and developing quantitative functionality across trade pricing, valuation, risk, and Profit & Loss (P&L), marking, calibration, and automated controls functionality in the Kannon core tools.

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

Return to Office:

At this time, all individuals present in the location must be fully vaccinated for Covid-19
  • It is the Bank's expectation that employees hired into this role will work in the New York office in accordance with the Bank's hybrid working model
  • Deutsche Bank provides reasonable accommodations to candidates and employees with a substantiated need based on disability and/or religion

Hear from our people and look inside our office: DB@The Muse

Your Key Responsibilities:
  • Running the regional Core Strats team, reporting into Head of Core Strats, with responsibility for hiring and performance
  • Responsible for analysis, design, and development of functionality to deliver to business requirements in C++ and Python
  • Responsible for performing analysis, design, and development of quantitative valuation, risk, and P&L, marking, calibration, and controls functionality in Kannon using C++ and Python
  • Responsible for finding performance bottlenecks, ability to propose design for complex business problems, refactoring, and simplification of existing solutions
  • Responsible for working closely with trading, quants, and other stakeholders to understand requirements and deliver robust, reliable, and performant solutions
  • Contribute to the optimization effort to improve the scalability of the cross-asset platform

Your Skills and Experience:
  • Experience delivering quantitative solutions with Convertible Bonds, Exchange traded Funds, Structured Notes, and Equity/Credit/Rates Derivatives trading businesses/products
  • Good understanding of derivatives products, risk and P&L, market data, and calibrations
  • Experience of server-side development in Python and C++
  • Experience developing front-office risk and P&L/pricing applications
  • Experience managing small teams and project deliveries beneficial
Our values define the working environment we strive to create - diverse, supportive and welcoming of different views. We embrace a culture reflecting a variety of perspectives, insights and backgrounds to drive innovation. We build talented and diverse teams to drive business results and encourage our people to develop to their full potential. Talk to us about flexible work arrangements and other initiatives we offer.

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.

Client-provided location(s): New York, NY, USA
Job ID: deutsche_bank-R0094816

Perks and Benefits

  • Professional Development
    • Tuition Reimbursement
    • Promote From Within
    • Mentor Program
    • Shadowing Opportunities
    • Access to Online Courses
  • Vacation and Time Off
    • Paid Vacation
    • Paid Holidays
    • Personal/Sick Days
    • Leave of Absence
    • Paid Family Leave
  • Office Life and Perks
    • Flexible Work Hours
    • Remote Work Opportunities
    • Commuter Benefits Program
    • Diversity, Equity, and Inclusion Program
  • Health and Wellness
    • Health Insurance
    • Health Reimbursement Account
    • Dental Insurance
    • Vision Insurance
    • Life Insurance
    • Short-Term Disability
    • Long-Term Disability
    • FSA
    • HSA
    • Wellness Program
  • Financial and Retirement
    • 401(K) With Company Matching
    • Stock Purchase Program
    • Performance Bonus
    • Relocation Assistance

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