Quantitative Strategist (developer) - Associate - Vice President

Deutsche Bank UK

New York, NY, United States
Base: $110,000 to $252,500; bonus/equity: not spec...
Hybrid
C++ and python development
Quantitative solutions
Derivatives products
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.
  • Collaborate with trading, quants and other stakeholders to understand requirements and deliver robust, reliable and performant solutions.
  • 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.

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
  • Derivatives products
  • 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 products
  • Experience of server-side development

Work Rights

Not specified

Tailored Resume

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