Quantitative Analyst, Intraday Risk and Profit & Loss (P&L) London, England
Job description
Job Title Quantitative Analyst, Intraday Risk and Profit & Loss (P&L)
Location London
Corporate Title Vice President
You will be joining the Platform Strats team within Group Strategic Analytics. The team is responsible for delivering platforms to solve quantitative problems for Investment Banking trading businesses. IRiS is the Intraday Risk and P&L platform used by over 150 Rates and Credit flow traders to view ticking and event-driven risk and P&L.
You will be responsible for delivering intraday risk and P&L projects to trading desks. This will include analysis of quantitative and functional requirements, implementing scripted configuration changes, investigation of risk and P&L numerical issues, and will be managing sets of projects and prioritisation of many desk requirements.
What we’ll offer you
A healthy, engaged and well-supported workforce are better equipped to do their best work and, more importantly, enjoy their lives inside and outside the workplace. That’s why we are committed to providing an environment with your development and wellbeing at its centre.
Hybrid Working
We understand that employee expectations and preferences are changing. We have implemented a Hybrid Working Model that enables employees to reach a working pattern that works for them. Eligible employees have the opportunity to work from the office and remotely from home (subject to the role’s eligibility).
You can expect:
- Competitive salary and non-contributory pension
- 30 days’ holiday plus bank holidays, with the option to purchase additional days
- Life Assurance and Private Healthcare for you and your family
- A range of flexible benefits including Retail Discounts, a Bike4Work scheme and Gym benefits
- The opportunity to support a wide ranging CSR programme + 2 days’ volunteering leave per year
Your key responsibilities
- Performing analysis of quantitative and functional risk and P&L requirements from trading desks
- Working with Traders, Strats, Quants and Developers to deliver functional and quantitative changes
- Implementing configuration and scripted changes to rapidly deliver changes to production (using Structured Query Language (SQL), eXtensible Markup Language (XML) and Python
- Investigating risk and P&L queries from users
- Co-ordinating testing with end-users, developers, testers, and support teams
Your skills and experience
- Previous relevant experience working with front-office risk and P&L/pricing applications and using Quant libraries
- Excellent understanding of derivatives products, risk and P&L, market data and calibrations
- Experience working with Credit and Rates trading businesses and products
- Experience with SQL, XML and Financial products Markup Language (FpML)
- Development experience in Python, Java and/or C++ would be beneficial
How we’ll support you
- Training and development to help you excel in your career
- Coaching and support from experts in your team
- A culture of continuous learning to aid progression
- A range of flexible benefits that you can tailor to suit your needs
- 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 (for example, screen readers, assistive hearing devices, adapted keyboards)
About us and our teams
Deutsche Bank is the leading German bank with strong European roots and a global network.
Our values define the working environment we strive to create – diverse, supportive and welcoming of different views. We embrace a culture reflecting a variety of perspectives, insights and backgrounds to drive innovation. We build talented and diverse teams to drive business results and encourage our people to develop to their full potential. Talk to us about flexible work arrangements and other initiatives we offer.
We promote good working relationships and encourage high standards of conduct and work performance. We welcome applications from talented people from all cultures, countries, races, genders, sexual orientations, disabilities, beliefs and generations and are committed to providing a working environment free from harassment, discrimination and retaliation.
