Job Description:Job Title: Quantitative Strategist – Rates Intraday Risk
Corporate Title: Vice President
Location: New York, NY
Overview
As a Quantitative Business Analyst in the Intraday Risk platform team, you will be delivering Intraday Risk and P&L platform for the US Rates trading 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.
What You’ll Do
- You will 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
How You’ll Lead
- Working with traders and desk heads you will define, manage and prioritize the US Rates Intraday Risk and P&L book of work
- Collaborating across Trading, Strats, Quants and IT teams in problem solving and solution design to deliver robust and supportable solutions
Skills You’ll Need
- 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 of the Rates business space is advantageous
- 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
Skills That Will Help You Excel
- Clear and effective written and spoken communication skills
- Self-disciplined and highly motivated attitude
- Able to adapt in a dynamic environment
- A collaborative approach to find innovative and sustainable solutions
- An analytical mindset, with strong problem solving skills and a detail-oriented approach
Expectations
It is the Bank’s expectation that employees hired into this role will work in the New York City, NY office in accordance with the Bank’s hybrid working model.
The salary range for this position in New York City is $155,000 to $252,500. Actual salaries may be based on a number of factors including, but not limited to, a candidate’s skill set, experience, education, work location and other qualifications. Posted salary ranges do not include incentive compensation or any other type of remuneration.
Deutsche Bank Benefits
At Deutsche Bank, we recognize that our benefit programs have a profound impact on our colleagues. That’s why we are focused on providing benefits and perks that enable our colleagues to live authentically and be their whole selves, at every stage of life. We provide access to physical, emotional, and financial wellness benefits that allow our colleagues to stay financially secure and strike balance between work and home. Click to learn more!
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