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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 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++, work with the global development team to extend the core eRisk platform, and provide support to the 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
- Proven ability to leverage AI tools to enhance productivity, optimize workflows to solve business problems, while applying critical judgment to ensure responsible and ethical use of data and AI outputs
- 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++
- AI tools
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
- 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.