Quantitative Strategist - Credit Intraday Risk - Vice President
New York, NY 
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Posted 19 days ago
Job Description
Job Description:

Job Title Quantitative Strategist - Credit Intraday Risk

Corporate Title Vice President

Location New York, NY

Overview

As a Quantitative Business Analyst in our Intraday Risk platform team, you will be delivering the IRiS Intraday Risk and P&L platform for the US Credit trading business.

You will be engaging with Trading and Risk teams to manage the US Credit book of work, analyze requirements, implement scripted configuration changes to customize the system, work with the global development team to extend the core IRiS platform as well as providing support to the desks through investigation of risk and P&L numerical issues, and identifying upstream issues.

What We Offer You

  • A diverse and inclusive environment that embraces change, innovation, and collaboration

  • A hybrid working model, allowing for in-office / work from home flexibility, 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

What You'll Do

  • You will manage the US Credit Intraday Risk book of work and deliveries

  • Perform detailed analysis of quantitative and functional risk and P&L requirements

  • Collaborate with Traders, Strats, Quants and Developers to deliver functional and quantitative changes to the trading desk

  • Implement and test configuration and scripted changes to rapidly deliver changes to production (using SQL, PLSQL, XML, Json and Python)

  • Investigate risk and P&L queries from users, and train Production Support teams

  • Co-ordinate testing with end-users, developers and testers

How You'll Lead

  • Working with traders and desk heads you will define, manage and prioritize the US Credit Intraday Risk and P&L book of work

  • Providing IRiS management with a clear view of priorities and clearly documented requirements for global development sprint and release prioritization

  • Collaborating across Trading, Strats, Quants and IT teams in problem solving and solution design to deliver robust and supportable solutions

Skills You'll Need

  • Moderate relevant experience working with front-office risk and P&L/pricing applications

  • Experience working directly with traders and desk heads

  • Knowledge of derivatives products, risk and P&L, market data and calibrations

  • Hands-on experience with scripting, SQL, PL/SQL, XML/FpML

  • Development experience in Java, Python and/or C++ would be beneficial

Skills That Will Help You Excel

  • Clear and effective written and spoken communication skills

  • Self-disciplined and highly motivated attitude

  • Able to adapt in a dynamic environment

  • A collaborative approach to find innovative and sustainable solutions

  • An analytical mindset, with strong problem solving skills and a detail-oriented approach

Expectations

It is the Bank's expectation that employees hired into this role will work in the New York, NY office in accordance with the Bank's hybrid working model.

Deutsche Bank provides reasonable accommodations to candidates and employees with a substantiated need based on disability and/or religion.

The salary range for this position in New York City is $180,000 to $250,000.Actual salaries may be based on a number of factors including, but not limited to, a candidate's skill set, experience, education, work location and other qualifications. Posted salary ranges do not include incentive compensation or any other type of remuneration.

Deutsche Bank Values & Diversity

We believe talent is found in all cultures, countries, races, ethnicities, genders, sexual orientations, disabilities, beliefs, generations, backgrounds, and experiences. We pursue a working environment where everyone can be authentic and feel a sense of belonging. Click to find out more about our diversity and inclusion efforts.

We are an Equal Opportunity Employer - Veterans/Disabled and other protected categories.

Learn more about your life at Deutsche Bank through the eyes of our current employees:

The California Consumer Privacy Act outlines how companies can use personal information. If you are interested in receiving a copy of Deutsche Bank's California Privacy Notice, please email .

Deutsche Bank Benefits

At Deutsche Bank, we recognize that our benefit programs have a profound impact on our colleagues. That's why we are focused on providing benefits and perks that enable our colleagues to live authentically and be their whole selves, at every stage of life. We provide access to physical, emotional, and financial wellness benefits that allow our colleagues to stay financially secure and strike balance between work and home. Click to learn more!

Click these links to view the following notices: EEO is the Law poster and supplement; Employee Rights and Responsibilities under the Family and Medical Leave Act; Employee Polygraph Protection Act and Pay Transparency Nondiscrimination Provision

#LI-HYBRID

#LI-REMOTE

#LI-ONSITE

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.

Visitto discover more about the culture of Deutsche Bank including Diversity, Equity & Inclusion, Leadership, Learning, Future of Work and more besides.


We are an Equal Opportunity Employer - Veterans/Disabled and other protected categories. Click these links to view the following notices: EEO is the Law poster and supplement; Employee Rights and Responsibilities under the Family and Medical Leave Act; Employee Polygraph Protection Act and Pay Transparency Nondiscrimination Provision.


Deutsche Bank is an Equal Opportunity Employer - Veterans/Disabled and other protected categories.

 

Job Summary
Company
Start Date
As soon as possible
Employment Term and Type
Regular, Full Time
Required Experience
Open
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