Description
Job ID: R0194653 Listed: 2022-08-24 Regular/Temporary: Regular Location: London Position Overview Job Title: Quantitative Strategic Analytics Developer Location: London Corporate Title: Vice President You will be joining 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 Platform 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 analysing, designing, and developing quantitative functionality across trade pricing, valuation, risk, and Profit and Loss (P&L), marking, calibration and automated controls functionality in the Kannon platform. What we'll offer you A healthy, engaged, and well-supported workforce are better equipped to do their best work and, more importantly, enjoy their lives inside and outside the workplace. That's why we are committed to providing an environment with your development and wellbeing at its centre. You can expect: Hybrid Working arrangements with the opportunity to work in the office and remotely from home Competitive salary and non-contributory pension 30 days' holiday plus bank holidays, with the option to purchase additional days Life Assurance and Private Healthcare for you and your family A range of flexible benefits including Retail Discounts, a Bike4Work scheme and Gym benefits The opportunity to support a wide-ranging CSR program 2 days' volunteering leave per year Your key responsibilities 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 working closely with trading, quants, and other stakeholders to understand requirements and deliver robust, reliable and performant solutions Supporting the business through a support rota including investigating queries and issues Your skills and experience Experience delivering quantitative solutions in a front office environment for Rates/Credit/Equity Derivatives products, Convertible Bonds, Exchange Traded Funds or Structured Notes 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 with volatility calibration or dividend fitting beneficial How we'll support you Training and development to help you excel in your career Coaching and support from experts in your team A culture of continuous learning to aid progression A range of flexible benefits that you can tailor to suit your needs About us and our teams Deutsche Bank is the leading German bank with strong European roots and a global network. Click here to see what we do. . 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 diversity and inclusion at Deutsche Bank.
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