Description
We are seeking a Core Quantitative Strategic Analytics Developer to join our Group Strategic Analytics (GSA) team at Deutsche Bank in London.
As a Vice President in our Core Strats team, you will be responsible for delivering enhancements and extensions to our strategic Kannon platform, primarily developed in C++ and Python. You will work cross-business to design and build core functionality and tooling for solutions ranging from trade pricing, valuation, risk, and Profit & Loss (P&L) to DevOps and automated controls in the core of the Kannon application.
Responsibilities
- Design, develop, and own core platform functionality in C++ and Python to meet business requirements across multiple trading desks
- Build and maintain shared valuation, risk, P&L, marking, calibration, and controls infrastructure used cross-asset in Kannon
- Identify performance bottlenecks, propose designs for complex problems, and refactor and simplify existing solutions
- Strengthen the core C++/Python interface, tooling, and developer-facing libraries that multiple Strats teams depend on
- Liaise with other Strats, trading, quants, and stakeholders to understand requirements and deliver robust, reliable, and performant solutions
- Own relationships with various teams to contribute technically to projects across the organisation
Requirements
- Development experience in an object-oriented language with a keen interest in C++ and Python
- Ability to take ownership of complex processes and provide support at various levels to multiple types of stakeholders
- Experience working in a diverse engineering environment, with a track record of investigating and resolving complex issues, working independently, and navigating ambiguity
- Comfortable working in Linux and Windows environments with modern CI/CD and build tooling
- Focus on low latency, performance, and optimisation
- Excellent interpersonal and communication skills with the ability to explain complex requirements in an easily understandable and effective way
What we offer
- Hybrid working model that enables eligible employees to work remotely for part of their working time
- 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
- Range of flexible benefits including Retail Discounts, Bike4Work scheme, and Gym benefits
- Opportunity to support a wide-ranging CSR programme + 2 days' volunteering leave per year