Treasury Strat

Deutsche Bank UK

London, United Kingdom
Competitive salary; non-contributory pension inclu...
Hybrid
Strong python development skills
Degree in quantitative discipline
Interest rate derivatives pricing experience
The role involves supporting and evolving the post-trade quant stack with a focus on pricing, risk, and P&L explain for Treasury activities

Job Summary

  • The role involves supporting and evolving the post-trade quant stack with a focus on pricing, risk, and P&L explain for Treasury activities.
  • Candidates will partner on the greenfield build-out of the new Issuance quant stack and transition portfolios from legacy systems to the strategic analytics platform.
  • Deutsche Bank offers a hybrid working model, competitive salary, 30 days' holiday, and comprehensive benefits including private healthcare and life assurance.

Matching Summary

The role involves supporting and evolving the post-trade quant stack with a focus on pricing, risk, and P&L explain for Treasury activities.

Salary

Competitive salary; Non-contributory pension included; Benefits: 30 days holiday plus bank holidays, life assurance, private healthcare

Skills & Requirements

Must-have

  • Strong Python development skills
  • Degree in quantitative discipline
  • Interest rate derivatives pricing experience

Nice-to-have

  • Familiarity with C++ concepts
  • Knowledge of Rates exotics like PRDCs
  • Experience in banking book risk management

Key Requirements

  • MSc or PhD in quantitative field preferred
  • Experience in financial institutions valued
  • Understanding of Treasury functions and debt issuance

Work Rights

Not specified

Tailored Resume

Cover Letter