Description
Deutsche Bank Securities, Inc. seeks an Associate, Loans Strat, Group Strategic Analytics in New York, NY to develop valuation methodologies tailored to hold-for-maturity accrual businesses.
The role requires a Master's degree in Mathematics or a related quantitative field or equivalent and one (1) year of experience developing quantitative analytics applications in Python utilizing Pandas and NumPy to support financial valuation, risk measurement, and large-scale data processing.
Responsibilities include:
- designing, implementing, and maintaining production reporting systems for multi-asset portfolios
- providing production support for quantitative systems
- building financial calculation engines to support index computation, performance attribution, and accrual-based analytics
- applying relational database design and SQL query development for structured storage and retrieval of large-scale financial data
- conducting multi-asset financial instrument analytics
- designing and implementing automated workflow tools to streamline repetitive operational processes
- performing trade and portfolio level profit and loss calculations using Python and C++
- performing large-scale data ingestion, data model design, and data pipeline implementation using SQL and Oracle APIs
- developing front-end interfaces and web pages for valuation and reporting applications using HTML, JavaScript, and TypeScript
- utilizing CI/CD pipelines including Git to automate code compilation, testing, and deployment.
Salary range: $150,000 - $163,000/year.
Deutsche Bank offers various benefits, including access to physical, emotional, and financial wellness benefits.