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Job Title


Quantitative Strategist - Credit Intraday Risk - Vice President


Company : Deutsche Bank


Location : new york city, NY


Created : 2024-05-04


Job Type : Full Time


Job Description

Job Description:Job Title Quantitative Strategist - Credit Intraday RiskCorporate Title Vice PresidentLocation New York, NY OverviewAs 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 collaborationA hybrid working model, allowing for in-office work from home flexibility, generous vacation, personal and volunteer daysEmployee Resource Groups support an inclusive workplace for everyone and promote community engagementCompetitive compensation packages including health and wellbeing benefits, retirement savings plans, parental leave, and family building benefitsEducational resources, matching gift and volunteer programs What You'll Do You will manage the US Credit Intraday Risk book of work and deliveriesPerform detailed analysis of quantitative and functional risk and P&L requirementsCollaborate with Traders, Strats, Quants and Developers to deliver functional and quantitative changes to the trading deskImplement 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 teamsCo-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 workProviding IRiS management with a clear view of priorities and clearly documented requirements for global development sprint and release prioritizationCollaborating 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&Lpricing applicationsExperience working directly with traders and desk headsKnowledge of derivatives products, risk and P&L, market data and calibrationsHands-on experience with scripting, SQL, PLSQL, XMLFpMLDevelopment experience in Java, Python andor C++ would be beneficial Skills That Will Help You ExcelClear and effective written and spoken communication skillsSelf-disciplined and highly motivated attitudeAble to adapt in a dynamic environmentA collaborative approach to find innovative and sustainable solutionsAn 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 andor 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 here to find out more about our diversity and inclusion efforts. We are an Equal Opportunity Employer - VeteransDisabled 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 here 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