Quantitative Strategist Flow Rates

Deutsche Bank

London, United Kingdom
Competitive salary; not specified; non-contributor...
Hybrid
Strong quantitative modelling skills
Experience with c++ and python
Interest rate curve construction
The role involves supporting the Flow Rates Desk by developing strategic Kannon platform analytics for interest rate products

Job Summary

  • The role involves supporting the Flow Rates Desk by developing strategic Kannon platform analytics for interest rate products.
  • Candidates will build the 'Golden-Source' representation of Trading Inventory and deliver critical interest rate curves for global risk and P&L platforms.
  • The position offers hybrid working arrangements, a competitive salary, and a comprehensive benefits package including private healthcare and flexible leave.

Matching Summary

The role involves supporting the Flow Rates Desk by developing strategic Kannon platform analytics for interest rate products.

Salary

Competitive salary; Not specified; Non-contributory pension included

Skills & Requirements

Must-have

  • Strong quantitative modelling skills
  • Experience with C++ and Python
  • Interest rate curve construction
  • Risk management in financial services
  • Linear rates product pricing

Nice-to-have

  • Excellent problem solving abilities
  • Ability to explain complex concepts
  • Collaborative partnership skills
  • Architectural best practices awareness

Key Requirements

  • Experience in financial services environment
  • Proficiency in C++ and Python programming
  • Expertise in interest rate curve calibration

Work Rights

Not specified

Tailored Resume

Cover Letter