Strats/ Fixed Income Strategic Analytics

2 weeks ago


London, United Kingdom Deutsche Bank Full time

**Job Title **Strats/ Fixed Income Strategic Analytics

**Location **London

**Corporate Title **Director

Due to the success of the Group Strategic Analytics (Strats) team over the past few years we are looking for a number of new hires to work on our Global Book of Work spanning a number of businesses. This is a great chance to join a diverse and growing team that is a key function across the Bank building a front office pricing and risk management system and supporting a number of key Global programmes.

Debt Strategic Analytics is part of Deutsche Bank Group Strategic Analytics and is responsible for delivering quantitative analytics, modeling, pricing, and risk management to the Fixed Income Business.

You will join the Debt Strats team to support the development and implementation of the strategic Kannon platform, (Kannon is written in C++ and Python) delivering intraday and end-of-day pricing, risk, and profit & loss (P&L) platform for trading desks within Fixed Income.

**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.

**Hybrid Working**

You can expect:

- 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 programme + 2 days’ volunteering leave per year

**Your key responsibilities**
- Work in collaboration with Trading, Structuring, Technology and Operations to drive the build-out of the strategic analytics platforms
- Implementing Bond Derivatives products (Bond Forwards/Options, Total Return Swaps, Bonds and Strips) across Government bonds, Supranational, Sovereigns and Agencies
- Analysis, design, and development of analytics for the bond derivatives desk’s P&L and risk management within Kannon platform
- Strong focus on business opportunities, and bringing innovative and quantitative ideas to solve complex problems for the desk
- Foster a collaborative and supportive environment by helping other members of the team and encouraging them to develop their experience

**Your skills and experience**
- Strong quantitative, modelling, pricing, and risk management skills, demonstrated within a financial services environment
- Experience working with curves, vols and other analytic market data
- Strong understanding of Rates derivatives products in general and bonds including non-linear products (options on bonds or baskets)
- Knowledge and understanding of front office risk and P&L calculation

**How we’ll support you**
- Training and development to help you excel in your career
- Flexible working to assist you balance your personal priorities
- A culture of continuous learning to aid progression
- A range of flexible benefits that you can tailor to suit your needs
- We value diversity and as an equal opportunities’ employer, we make reasonable adjustments for those with a disability such as the provision of assistive equipment if required (for example, screen readers, assistive hearing devices, adapted keyboards)

**About us and our teams**

Deutsche Bank is the leading German bank with strong European roots and a global network.

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.


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