Lead Non-linear Rates Strat - London, United Kingdom - eFinancialCareers

eFinancialCareers

Verified Company

London, United Kingdom

1 week ago

Posted by:

Tom O´Connor

beBee Recruiter

Description

Job Title:
Lead Non-Linear Rates Strat

LocationLondon

Corporate Title Director

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 Profit and Loss (P&L) platform for trading desks within Fixed Income.

This aimsto 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.

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 wellbeingat its centre.

You can expect:

Competitive salary and noncontributory 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 wideranging CSR programme + 2 days' volunteering leave per year

Your key responsibilities

Work in partnership with Trading, Structuring, Technology and Operations to drive the buildout of the strategic analytics platforms
Responsible for implementing Nonlinear/Exotic products for the Single-Ccy Exotics desk which is part of the Rates business
Responsible for analysis, design, and development of analytics for the desk within Kannon platform
Support with businessdriven 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

Excellent quantitative, modelling, pricing, and risk management skills, demonstrated within a financial services environment
Experience working on calibration of interest rate curves, vols and other analytic market data
Good understanding of Rates products in particular exotic models
Knowledge of frontoffice risk and P&L calculation

How we'll support you

Training and development to help you excel in your career
Flexible working to assist you balance your personal priorities
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

About us and our teams
Deutsche Bank is the leading German bank with strong European roots and a global network. Click here to see what we do.

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 teamsto 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.

Click here to find out more about our diversity and inclusion policy and initiatives.