Job Description

:Details of the Division and Team:Group Strategic Analytics team delivers analytics and applications that solve quantitative problems for businesses across Deutsche Bank Investment Bank. The design, specification and implementation are the responsibilities of Strats in close partnership with Trading, Sales, Middle Office and Technology groups.Deutsche Bank\xe2\x80\x99s Desk Strats support trading desks and combines expertise in quantitative analytics, modelling, pricing and risk management with deep understanding of system architecture and programming. The primary output is a scalable and flexible Front Office pricing and risk management system with consistent interface to both the Middle Office and Back Office.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 arrangements21 days of annual paid leave, plus public holiday & Flexible Working ArrangementYour key responsibilities:Implementing the automation of all PnL processes and existing risk processes and enable appropriate controls (market object, model choice, calibration choice, booking exception policy)Provide mathematical and pricing solutions to new and existing products covered by emerging market businessMigrate all businesses risk management and valuation to the single strategic analytics platformWorking in partnership with Trading, Structuring, Finance, Market Risk, Technology and Operations to drive the build-out of strategic analytics platform and provide essential production support.Applying data science and machine learning techniques to provide trading desk analytical insightYour skills and experience:Minimum of 3 years of relevant Financial Pricing experience with proven understanding of Derivatives Pricing.Proven quantitative analytic and modelling skills with practical pricing and risk management experience, especially on Interest Rates, Credit and FX Derivative space.Minimum Master or PhD degree in quantitative subjects e.g. Financial Engineering, Statistics, Mathematics and Computer Science.Proven Math skills in Probability, Stochastic Calculus and Numerical Methods.Working experience in programming skills utilizing languages such as Python or C++ in large-scale environment.Hands-on experience on solving practical financial problems using machine learning and data science techniques."Role is required to be performed on-site at One Raffles Quay office. Relevant vaccination requirements may apply."How 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 & DiversityWe strive for a 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.We welcome applications from all people and promote a positive, fair and inclusive work environment.

Deutsche Bank