Desk Strats - Foreign Exchange (fx) Derivatives Strats

Deutsche Bank

London, United Kingdom
Fx derivatives pricing and risk analytics
Fx volatility models
Front-office risk and p&l calculation
You will be part of the group of experts in quantitative analytics and engineers with deep knowledge in foreign exchange trading, mathematical models, system design and programming, who are working to support the trading desks and design the future of the business

Job Summary

  • You will be part of the group of experts in quantitative analytics and engineers with deep knowledge in foreign exchange trading, mathematical models, system design and programming, who are working to support the trading desks and design the future of the business.
  • Providing daily quantitative and analytical support to the FX business and the FX Forwards trading desk, you will work collaboratively and in close partnership with Trading, Structuring, Sales, Technology and Operations to drive the build-out of FX derivatives strategic analytics platforms.
  • We are committed to providing an environment with your development and wellbeing at its centre, including a competitive salary, 30 days’ holiday, Life Assurance and Private Healthcare, and a range of flexible benefits.

Matching Summary

You will be part of the group of experts in quantitative analytics and engineers with deep knowledge in foreign exchange trading, mathematical models, system design and programming, who are working to support the trading desks and design the future of the business.

Skills & Requirements

Must-have

  • FX derivatives pricing and risk analytics
  • FX volatility models
  • front-office risk and P&L calculation
  • Python programming skills
  • quantitative modelling skills

Nice-to-have

  • business-driven opportunities
  • innovative quantitative ideas
  • collaboration with trading and technology
  • well-supported workforce

Key Requirements

  • Financial services quantitative modelling experience
  • FX derivatives product knowledge
  • Investment Banking Front-Office application delivery experience

Work Rights

Not specified

Tailored Resume

Cover Letter