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About the Role
GSA concentrates Deutsche Bank’s quantitative and modelling expertise within a single unit, with group-wide responsibility for model development. This role supports the development and implementation of the strategic Kannon platform, delivering intraday and end-of-day pricing, risk, and P&L information to fixed income trading desks.
Responsibilities
- Work in partnership with Trading, Structuring, Technology, and Operations to drive the build-out of the strategic analytics platforms
- Responsible for implementing market data functionality in Kannon for Fixed Income & Currencies (FIC), covering IR curves, Inflation, IR vols, and other market data
- Analysis, design, and development of analytics for the desk within Kannon platform
- Strong focus on 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
- Multiple years of experience at a leading financial trading or software firm
- Experience with fixed-income derivatives products, markets, and hedging requirements, in particular experience with cash, linear or non-linear interest rate products is desirable
- Experience with theory and implementation of derivatives pricing and relative value models
- Experience with enterprise-level software engineering, including design of real-time risk, dependence graphs, distributed computation, and machine learning desirable
- Clear communication with Trading, Risk and Valuation Control, Research, and Technology
- Team-oriented, attentive to detail, self-starting, enthusiastic work habits
- Contribute to the strategic direction and evolution of the platform
Skills
- Strong object-oriented programming skills in C++ / Python, or other object-oriented language
- Experience working on large scale software development projects in C++ and/or Python
- Ability to multi-task different projects and prioritize in a fast-paced production environment
- Excellent written / verbal communication skills
- Attention to detail
- Excellent problem solving & numerical skills
- Strat/quant experience supporting a U.S. Treasury dealer desk strongly preferred
- 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
- Exposure to electronic trading platforms, automated market-making, or execution analytics within Rates markets is beneficial
- Knowledge of interest rate derivatives products, risk and P&L, market data is a plus
- Ability to work on both “back end” (analytics/pricing code) as well as “front end” (user-facing application / user interface (UI) code)
- An open mind and aspiration to use, learn, and extend a large codebase designed to solve complex business problems
Location
- New York, NY
Work Type
- Hybrid
Experience Level
- Vice President
Education Level
- Academic background in Computer Science / Mathematics / Financial Engineering / Quantitative Finance
Salary/Compensations
- $155,000 to $252,500
Benefits
- A diverse and inclusive environment that embraces change, innovation, and collaboration
- 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
- GSA concentrates Deutsche Bank’s quantitative and modelling expertise within a single unit.
- 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