Quantitative Strategist (developer) - Associate - Vice President

Deutsche Bank

New York, NY, United States
Base: $110,000 to $252,500; bonus/equity: not spec...
Hybrid
C++ and python development
Quantitative solutions delivery
Derivatives products knowledge
You will be responsible for analyzing, designing and developing quantitative functionality across trade pricing, valuation, risk and P&L (Profit & Loss), marking, calibration and automated controls functionality in the Kannon core tools

Job Summary

  • You will be responsible for analyzing, designing and developing quantitative functionality across trade pricing, valuation, risk and P&L (Profit & Loss), marking, calibration and automated controls functionality in the Kannon core tools.
  • Deutsche Bank provides access to physical, emotional, and financial wellness benefits that allow our colleagues to stay financially secure and strike balance between work and home.
  • We strive for a culture in which we are empowered to excel together every day, acting responsibly, thinking commercially, taking initiative and working collaboratively.

Matching Summary

You will be responsible for analyzing, designing and developing quantitative functionality across trade pricing, valuation, risk and P&L (Profit & Loss), marking, calibration and automated controls functionality in the Kannon core tools.

Salary

Base: $110,000 to $252,500; Bonus/Equity: Not specified; Benefits: Not specified

Skills & Requirements

Must-have

  • C++ and Python development
  • Quantitative solutions delivery
  • Derivatives products knowledge
  • Front-office risk and P&L applications
  • Server-side development

Nice-to-have

  • Collaborative problem solving
  • Adaptable in dynamic environment
  • Analytical and detail-oriented
  • Innovative and sustainable solutions

Key Requirements

  • Experience delivering quantitative solutions
  • Good understanding of derivatives
  • Experience in Python and C++
  • Experience managing small teams

Work Rights

Not specified

Tailored Resume

Cover Letter