Description
As a Quantitative Strategist – Rates Intraday Risk, you will be delivering 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.
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
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 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
- Proven ability to leverage AI tools to enhance productivity, optimize workflows to solve business problems, while applying critical judgment to ensure responsible and ethical use of data and AI outputs
What We Offer You
- 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, and family building benefits