Flow Rates Desk Strat

Deutsche Bank UK

London, United Kingdom
Hybrid
C++ and python development
Interest rate product pricing and risk
Interest rate curve construction
The Strats team is responsible for delivery of risk and Profit and Loss (P&L) and pricing platforms for the trading businesses globally

Job Summary

  • The Strats team is responsible for delivery of risk and Profit and Loss (P&L) and pricing platforms for the trading businesses globally.
  • You will be joining the Flow Rates Desk Strats team to support the development and implementation of the strategic Kannon platform (written in C++ and Python), building the 'Golden-Source' representation of Trading Inventory, delivering critical interest rate curves for risk and P&L platforms within Investment Bank.
  • We are committed to providing an environment with your development and wellbeing at its centre.

Matching Summary

The Strats team is responsible for delivery of risk and Profit and Loss (P&L) and pricing platforms for the trading businesses globally.

Skills & Requirements

Must-have

  • C++ and Python development
  • Interest rate product pricing and risk
  • Interest rate curve construction
  • Quantitative modelling skills
  • Strategic Kannon platform development

Nice-to-have

  • Collaborate with multiple stakeholders
  • Explain complex concepts effectively
  • Continuous learning culture
  • Support CSR programme

Key Requirements

  • Analyst/Associate Corporate Title
  • Experience in financial services environment
  • Experience with interest rate products

Work Rights

Not specified

Tailored Resume

Cover Letter