Impress employers and recruiters.
Choose from hundreds of resume examples.

Target Resume Now

About the Role

As a Quantitative Business Analyst in the Intraday Risk platform team, you will be delivering an Intraday Risk and P&L platform for the US Rates trading business. Debt Strategic Analytics is part of Deutsche Bank Group Strategic Analytics and is responsible for delivering quantitative analytics, modelling, pricing and risk management to the Fixed Income Business. You will engage with Trading and Risk teams to manage the US Rates book of work, analyze requirements, implement scripted configuration changes, develop core changes in C++, and work with the global development team to extend the core eRisk platform, while also supporting desks by investigating risk and P&L numerical issues and identifying upstream issues.

Responsibilities

Manage the US Rates Intraday Risk book of work and deliveries
Perform detailed analysis of quantitative and functional risk and P&L requirements
Collaborate with Traders, broader Strats team, Quants and Developers to deliver functional and quantitative changes to the trading desk
Implement and test configuration and scripted changes to rapidly deliver changes to production (using Lua, Json, Python and SQL)
Investigate risk and P&L queries from users, and train Production Support teams
Co-ordinate testing with end-users, developers and testers
Define, manage and prioritize the US Rates Intraday Risk and P&L book of work
Collaborate across Trading, Strats, Quants and IT teams in problem solving and solution design to deliver robust and supportable solutions

Requirements

Relevant experience working with front-office risk and P&L/pricing applications
Strong quantitative, modelling, pricing and risk management skills, demonstrated within a financial services environment
Experience working directly with traders and desk heads
Knowledge of derivatives products, risk and P&L, market data and calibrations
Experience of the Rates business space is advantageous
Development experience in Python and C++ would be beneficial
Clear and effective written and spoken communication skills
Self-disciplined and highly motivated attitude
Able to adapt in a dynamic environment
A collaborative approach to find innovative and sustainable solutions
An analytical mindset, with strong problem solving skills and a detail-oriented approach

Skills

Lua
Json
Python
SQL
C++

Location

New York, NY

Work Type

Hybrid

Experience Level

Vice President

Salary/Compensations

$155,000 to $252,500

Benefits

A diverse and inclusive environment that embraces change, innovation, and collaboration
A hybrid working model, allowing for in-office / work from home flexibility, generous vacation, personal and volunteer days
Employee Resource Groups support an inclusive workplace for everyone and promote community engagement
Competitive compensation packages including health and wellbeing benefits, retirement savings plans, parental leave, and family building benefits
Educational resources, matching gift and volunteer programs
Access to physical, emotional, and financial wellness benefits

About the Company

Debt Strategic Analytics is part of Deutsche Bank Group Strategic Analytics and is responsible for delivering quantitative analytics, modelling, pricing and risk management to the Fixed Income Business.
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

Deutsche Bank provides reasonable accommodations to candidates and employees with a substantiated need based on disability and/or religion.
Qualified applicants will receive consideration for employment without regard to race, color, religion, sex, sexual orientation, gender identity, national origin, disability, protected veteran status or other characteristics protected by law.
EEOC Know Your Rights
Employee Rights and Responsibilities under the Family and Medical Leave Act
Employee Polygraph Protection Act