R0204211 Cro Quantitative Strategist, Vp

Singapore, Singapore

Job Description




Debt Strategic Analytics is part of DB Group Strategic Analytics and is responsible for delivering quantitative analytics, modeling, pricing and risk management to the Fixed Income Business.

You will be joining the Debt Strats team to support the development and implementation of the strategic Kannon platform, delivering intraday and end-of-day pricing, risk and P&L platform for trading desks within Fixed Income. This aims to integrate front office functions into a single architecture, removing duplication and operational complexity caused by fragmentation of these functions across 30+ legacy platforms. Kannon is written in C++ and Python.

Key responsibilities:

Work in partnership with Trading, Structuring, Technology and Operations to drive the build-out of the strategic analytics platforms

Responsible for implementing products for the EU Distressed desk which is part of the Credit business.
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.

Skills and Qualifications:

Strong quantitative, modelling, pricing and risk management skills, demonstrated within a financial services environment
Experience developing banking applications and large scale projects with C++ and/or Python
Experience working on credit-default swap, loan prepayment & default probability and other analytic market data.
Strong understanding of Credit products in particular Loans, trade claims and bonds.
Knowledge of front-office risk and P&L calculation
Investment Banking Front-Office application delivery experience.

Personal Characteristics:

Attention to detail and excellent problem solving & numerical skills
Identifies architectural opportunities and employ best practices by default
Highly motivated and self-starter
Strong communication skills
Able to multi-task across different projects and prioritize against tight deadlines

Deutsche Bank is an equal opportunity employer who seeks to recruit and appoint the best available person for a job regardless of marital / civil partnership status, sex (including pregnancy), age, religion, belief, race, nationality and ethnic or national origin, colour, sexual orientation or disability.

Additional

Details of the Division and Team:

Debt Strategic Analytics is part of DB Group Strategic Analytics and is responsible for delivering quantitative analytics, modeling, pricing and risk management to the Fixed Income Business.

You will be joining the Debt Strats team to support the development and implementation of the strategic Kannon platform, delivering intraday and end-of-day pricing, risk and P&L platform for trading desks within Fixed Income. This aims to integrate front office functions into a single architecture, removing duplication and operational complexity caused by fragmentation of these functions across 30+ legacy platforms. Kannon is written in C++ and Python.

Your key responsibilities:

  • Work in partnership with Trading, Structuring, Technology and Operations to drive the build-out of the strategic analytics platforms
  • Responsible for implementing products for the Fixed Income desk
  • 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.
Your skills and experience:
  • Minimum of 5 years\' experience in an investment bank/financial institution or professional services as a quantitative analyst
  • Proven experience in quantitative, modelling, pricing and risk management skills, demonstrated within a financial services environment
  • Proven experience developing banking applications and large-scale projects programming in both C++ and Python
  • Proven experience in an analytics position focusing on fixed income and FX products
  • Strong knowledge of front-office risk and P&L calculation
  • Investment Banking Front-Office application delivery experience
  • Degree in engineering, physics, math, computer science or finance
Role is required to be performed on-site at One Raffles Quay office. Relevant vaccination requirement applies

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Job Detail

  • Job Id
    JD1259117
  • Industry
    Not mentioned
  • Total Positions
    1
  • Job Type:
    Full Time
  • Salary:
    Not mentioned
  • Employment Status
    Permanent
  • Job Location
    Singapore, Singapore
  • Education
    Not mentioned