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About the Role
Deutsche Bank Securities, Inc. seeks a Trader to trade and underwrite complex and illiquid credit risk as part of Global Financing and Credit Trading (GFCT) within the Credit Solutions business.
Responsibilities
- Trade and underwrite complex and illiquid credit risk.
- Develop hedging strategies and manage risk for highly complex, non-linear derivative portfolios.
- Design and validate financial models in Excel.
- Utilize financial data platforms including Bloomberg to analyze asset performance and provide market trend analysis.
- Leverage analytical tools, including VBA and Python, to analyze large datasets for pricing validation and ongoing risk monitoring.
- Price repo, swap, structured credit, and hybrid derivative products using Bloomberg, Python, and valuation models.
- Utilize Machine Learning techniques, Monte Carlo Simulation, Financial Time Series analysis, Optimization methods, Econometrics, and Linear Regression to analyze client portfolios and quotes and optimize internal funding costs and capital charges.
- Utilize Python DataFrames and analytical libraries for data processing and quantitative analysis.
- Integrate Bloomberg APIs, Bloomberg Bond and Swap Pricers, and Intex platforms for valuation and cash flow modeling.
- Structure complex transactions, including Funding Agreement Backed Repos, Total Return Swaps, Energy Prepaid Transactions with Muni and other repo or reverse repo structures, including collateral swaps and tenor swaps.
- Price and execute trades via broker markets and electronic platforms.
- Build detailed cash flow financial models across a broad range of securities.
- Analyze Basel III framework and bank balance sheet mechanics to support capital optimization and regulatory compliance.
- Work with Depository Trust Company (DTC) and Euroclear settlement processes for repo transactions.
Requirements
- Master’s degree in Finance, Financial Engineering, or a related field or equivalent.
- Three (3) years of experience developing hedging strategies and managing risk for highly complex, non-linear derivative portfolios.
- Experience designing and validating financial models in Excel.
- Experience utilizing financial data platforms including Bloomberg to analyze asset performance and provide market trend analysis.
- Experience leveraging analytical tools, including VBA and Python, to analyze large datasets for pricing validation and ongoing risk monitoring.
- Experience pricing repo, swap, structured credit, and hybrid derivative products using Bloomberg, Python, and valuation models, including Discounted Cash Flow, and Black-Scholes Derivative Pricing Model.
- Experience utilizing Machine Learning techniques, Monte Carlo Simulation, Financial Time Series analysis, Optimization methods, Econometrics, and Linear Regression to analyze client portfolios and quotes and optimize internal funding costs and capital charges.
- Experience utilizing Python DataFrames and analytical libraries for data processing and quantitative analysis.
- Experience integrating Bloomberg APIs, Bloomberg Bond and Swap Pricers, and Intex platforms for valuation and cash flow modeling.
- Experience structuring complex transactions, including Funding Agreement Backed Repos, Total Return Swaps, Energy Prepaid Transactions with Muni and other repo or reverse repo structures, including collateral swaps and tenor swaps.
- Experience pricing and executing trades via broker markets and electronic platforms.
- Experience building detailed cash flow financial models across a broad range of securities, including IRS, CCS, CDS, TRS, CLOs, ABS, RMBS, CMBS, loan portfolios, and repo transactions.
- Experience analyzing Basel III framework and bank balance sheet mechanics to support capital optimization and regulatory compliance.
- Experience working with Depository Trust Company (DTC) and Euroclear settlement processes for repo transactions.
Skills
- VBA
- Python
- Bloomberg
- Discounted Cash Flow
- Black-Scholes Derivative Pricing Model
- Machine Learning
- Monte Carlo Simulation
- Financial Time Series analysis
- Optimization methods
- Econometrics
- Linear Regression
- Python DataFrames
- Bloomberg APIs
- Bloomberg Bond and Swap Pricers
- Intex platforms
- Basel III framework
Location
- New York, NY
Work Type
- Full-time
Experience Level
- 3 years of experience
Education Level
- Master’s degree in Finance, Financial Engineering, or a related field or equivalent
Salary/Compensations
- $200,000.00 - $307,500.00/year
Benefits
- Physical wellness benefits
- Emotional wellness benefits
- Financial wellness benefits
- Employee Referral Incentive Program
About the Company
- Deutsche Bank Securities, Inc. is part of Deutsche Bank Group.
- 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.
- We welcome applications from all people and promote a positive, fair and inclusive work environment.
Equal Opportunity
- 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.
- Deutsche Bank’s Equal Opportunity Policy Statement
- EEOC Know Your Rights
- Employee Rights and Responsibilities under the Family and Medical Leave Act
- Employee Polygraph Protection Act