Quantitative Strategist – Credit Intraday Risk - Vice President
About The Position
As a Quantitative Business Analyst in the Intraday Risk platform team, you will be delivering an Intraday Risk and P&L platform for the US Rates trading business. Debt Strategic Analytics is part of Deutsche Bank Group Strategic Analytics and is responsible for delivering quantitative analytics, modelling, pricing and risk management to the Fixed Income Business. You will be engaging with Trading and Risk teams to manage the US Rates book of work, analyze requirements, implement scripted configuration changes to customize the system, develop core changes in C++, work with the global development team to extend the core eRisk platform as well as providing support to the desks through investigation of risk and P&L numerical issues, and identifying upstream issues.
Requirements
- Relevant experience working with front-office risk and P&L/pricing applications
- Strong quantitative, modelling, pricing and risk management skills, demonstrated within a financial services environment.
- Experience working directly with traders and desk heads
- Knowledge of derivatives products, risk and P&L, market data and calibrations
- Development experience in Python and C++ would be beneficial
Nice To Haves
- Experience of the Rates business space is advantageous
Responsibilities
- Manage the US Rates Intraday Risk book of work and deliveries
- Perform detailed analysis of quantitative and functional risk and P&L requirements
- Collaborate with Traders, broader Strats team, Quants and Developers to deliver functional and quantitative changes to the trading desk
- Implement and test configuration and scripted changes to rapidly deliver changes to production (using Lua, Json, Python and SQL)
- Investigate risk and P&L queries from users, and train Production Support teams
- Co-ordinate testing with end-users, developers and testers
- Define, manage and prioritize the US Rates Intraday Risk and P&L book of work
- Collaborate across Trading, Strats, Quants and IT teams in problem solving and solution design to deliver robust and supportable solutions
Benefits
- A diverse and inclusive environment that embraces change, innovation, and collaboration
- A hybrid working model, allowing for in-office / work from home flexibility
- Generous vacation, personal and volunteer days
- Employee Resource Groups support an inclusive workplace for everyone and promote community engagement
- Competitive compensation packages including health and wellbeing benefits
- Retirement savings plans
- Parental leave
- Family building benefits
- Educational resources
- Matching gift and volunteer programs
- Physical, emotional, and financial wellness benefits
- Balance between work and home
Stand Out From the Crowd
Upload your resume and get instant feedback on how well it matches this job.
What This Job Offers
Job Type
Full-time
Career Level
Manager
Education Level
No Education Listed
Number of Employees
5,001-10,000 employees
