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Front Office Strats/quantitative Analytics

Company: Deutsche Bank    Location: London
Job title: Front Office Strats/Quantitative Analytics

Corporate title: Analyst/Associate

Division: Global Markets

Location: London

Salary: Competitive

Analytics and technology are seen as central to the Global Markets business, and not as support functions. Deutsche Banks Strats function combines expertise in quantitative analytics, modeling, pricing and risk management with deep understanding of system architecture and programming. The primary output is a scalable and flexible Front Office pricing and risk management system with consistent interface to both the Middle Office and Back Office. The consistency in analytics and the technology platform ensures that no arbitrage can exist between various parts of the Bank as well as rational allocation of constrained resources, including risk budget, balance sheet, funding, and capital.

Key Responsibilities:
Supporting the automation of all PnL processes and existing risk processes and enable appropriate controls (market object, model choice, calibration choice, booking exception policy)

Developing solutions to automate computation reserves, Independent Price Verification (IPV), aged inventory report, secured funding curves, and creation of database to support modeling and hedging algorithms

Implementing the new automated processes and controls either within, or through enhancements to the banks strategic infrastructure or through Strat solutions. New processes and controls are to be fully automated and leverage the Banks strategic static, product, trade, market data and risk repositories

Working in partnership with Trading, Structuring, Technology and Operations to drive the build-out of strategic analytics platform

Migrate all Global Markets businesses to the single strategic analytics platform, starting with Rates, Credit and FX Trading

Skills & Qualifications:
Strong quantitative analytic and modelling skills with theoretical or practical pricing and risk management knowledge

Strong programming skills utilising languages such as Matlab, R, Python or C++

Sound theoretical or practical knowledge of both Cash and Derivative products across either Equities, Fixed Income, Rates, Credit, FX, Hybrids or Commodities

Strong Maths skills in probability, stochastic calculus and numerical methods (finite differences, Monte Carlo)

Relevant education such as a BSc/MSc/PhD in a relevant subject such as Finance, Maths, Physics, Computer Science, Econometrics, Statistics or Engineering, or the equivalent work experience or qualifications

Deutsche Bank is an equal opportunity employer who seeks to recruit and appoint the best available person for a job regardless of marital / civil partnership status, sex (including pregnancy), age, religion, belief, race, nationality and ethnic or national origin, colour, sexual orientation or disability.

Please let us know if you require any adjustments to enable you to apply or attend an interview. If you would like to discuss your requirements, or have any concerns about the application process, please contact your recruiter.