Gsa (global Strategic Analytics) – Quantitative Desk Strategist, Non Linear Rates Vice President

Singapore, Singapore

Job Description


:Details of the Division and Team:The Quantitative Strategist (Quant Strat) combine expertise in quantitative analytics, modelling, pricing and risk management with deep understanding of system architecture and programming. Their primary output is a scalable and flexible Front Office pricing and risk management system.The technology platform underlies the trading functions of the Bank as well as management processes around the rational allocation of constrained resources, management of funding costs and capital efficiency programs.What we will 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\xe2\x80\x99s why we are committed to providing an environment with your development and wellbeing at its center.You can expect:Flexible benefits plan including virtual doctor consultation servicesComprehensive leave benefitsGender Neutral Parental LeaveFlexible working arrangements25 days of annual paid leave, plus public holiday & Flexible Working ArrangementYour key responsibilities:Working in partnership with Trading, Structuring, Technology and Operations to drive the build-out of the strategic analytics platform.Implementing the new automated processes and controls either within, or through enhancements to the bank\xe2\x80\x99s strategic infrastructure or through Strat solutions. New processes and controls are to be fully automated and leverage the Bank\xe2\x80\x99s strategic static, product, trade, market data and risk repositories.Supporting the automation of all PnL processes and existing risk processes and enable appropriate controls (market object, model choice, calibration choice, booking exception policy etc.)Migrate all Global Markets businesses to the single strategic analytics platform, starting with Rates, Credit and FX Trading.Primary focus will be on supporting the Non-linear business in APAC.Your skills and experience:Minimum of 4 years of relevant Strats experience from Banking or Financial Services industry with strong understanding of Derivatives Pricing.Minimum Bachelors\xe2\x80\x99 Degree in a relevant subject such as Quantitative Finance, Math, Physics or Computer Science with strong Maths skills in skills in probability, stochastic calculus and numerical methods (finite differences, Monte Carlo).Working experience in object-oriented programming skills in C++ and/or Python.Working knowledge and exposure to Non-linear Derivatives products across Rates and FX (or either Equities, Hybrids or Commodities.Highly motivated with a keen willingness to learn and take on new challenges.Excellent communication skills, both written and verbal with ability to communicate technical aspects efficiently as per team\xe2\x80\x99s technical level.Role is required to be performed on-site at One Raffles Quay office. Relevant vaccination requirements may applyHow we\xe2\x80\x99ll support you:Flexible working to assist you balance your personal prioritiesCoaching and support from experts in your teamA culture of continuous learning to aid progressionA range of flexible benefits that you can tailor to suit your needsTraining and development to help you excel in your careerAbout us and our teams:Deutsche Bank is the leading German bank with strong European roots and a global network. to see what we do.Deutsche Bank & DiversityOur values define the working environment we strive to create \xe2\x80\x93 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.Visit to discover more about the culture of Deutsche Bank including Diversity, Equity & Inclusion, Leadership, Learning, Future of Work and more besides.

Deutsche Bank

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Job Detail

  • Job Id
    JD1442411
  • Industry
    Not mentioned
  • Total Positions
    1
  • Job Type:
    Full Time
  • Salary:
    Not mentioned
  • Employment Status
    Permanent
  • Job Location
    Singapore, Singapore
  • Education
    Not mentioned