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About the Role
Join the Rates Strats team to support the development and implementation of the Structured Notes Pricer within the strategic Kannon platform. This role will help deliver intraday and end-of-day pricing, risk, and Profit and Loss (P&L) for the Rates business, focusing on Non-Linear Rates and Structured Notes to manage risk and implement regulatory metrics.
Responsibilities
- Work in partnership with Trading, Structuring, Technology and Operations to drive the build-out of the strategic analytics platforms.
- Implement Structured Notes pricing and risk management tools to help scale-up the business.
- Responsible for analysis, design, and development of analytics for the desk within Kannon platform.
- Support with business driven opportunities, and bringing innovative and quantitative ideas to solve complex problems for the desk.
- Foster a collaborative and supportive environment by helping junior members of the team and encouraging them to grow their experience.
Requirements
- Excellent quantitative, modelling, pricing and risk management skills, demonstrated within a financial services environment.
- Experience developing banking applications and large-scale projects with C++ and Python is a plus.
- Experience working on calibration of interest rate curves, volatilities (vols) and other analytic market data.
- Good understanding of Rates products in particular non-linear models.
- Knowledge of front-office risk and P&L calculation.
- Excellent interpersonal skills with the ability to collaborate and partner with various teams.
Skills
- C++
- Python
- Quantitative analysis
- Modelling
- Pricing
- Risk management
- Interest rate curves calibration
- Volatility calibration
- Rates products
- Non-linear models
- Front-office risk calculation
- P&L calculation
Location
- London
Work Type
- Hybrid Working
Experience Level
- Associate
Salary/Compensations
- Competitive salary
Benefits
- Competitive salary
- Non-contributory pension
- 30 days’ holiday plus bank holidays
- Option to purchase additional days
- Life Assurance
- Private Healthcare
- Retail Discounts
- Bike4Work scheme
- Gym benefits
- 2 days’ volunteering leave per year
- Training and development
- Flexible working
- Coaching and support from experts
- Culture of continuous learning
About the Company
- Deutsche Bank is the leading German bank with strong European roots and a global network.
- Deutsche Bank in the UK is proud to have been named The Times Top 50 Employers for Gender Equality 2025 for six consecutive years.
- Additionally, we have been awarded a Gold Award from Stonewall and named in their Top 100 Employers 2024 for our work supporting LGBTQ+ inclusion.
- We strive for a culture in which we are empowered to excel together every day. This includes acting responsibly, thinking commercially, taking initiative and working collaboratively.
- Together we share and celebrate the successes of our people. Together we are Deutsche Bank Group.
Equal Opportunity
- We value diversity and as an equal opportunities’ employer, we make reasonable adjustments for those with a disability such as the provision of assistive equipment if required (e.g. screen readers, assistive hearing devices, adapted keyboards).
- If you have a disability, health condition, or require any adjustments during the application process, we encourage you to contact our Adjustments Concierge on adjustmentsconcierge@db.com to discuss how we can best support you. Alternatively, you can share your phone number, and a member of the team will be happy to call you to talk through your specific requirements.
- We welcome applications from all people and promote a positive, fair and inclusive work environment.