Quantitative Strategic Analytics Developer

Job Description:

Position Overview

Job Title Quantitative Strategic Analytics Developer
Location London
Corporate Title Vice President

Group Strategic Analytics (GSA) is part of the Group Chief Operating Office (COO) which acts as the bridge between the Bank's businesses and infrastructure functions to help deliver the efficiency, control, and transformation goals of the Bank.
You will be joining Deutsche Bank Group Strategic Analytics. The group is responsible for delivering applications to solve quantitative problems for Investment Banking trading businesses. You will be part of the Core Strats team delivering enhancements and extensions to the strategic Kannon platform. Development work will be done in C++ and Python. You will be responsible for analyzing, designing, and developing quantitative functionality across trade pricing, valuation, risk and Profit & Loss (P&L), marking, calibration and automated controls functionality in the Kannon core tools.

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 wellbeing at its centre.
You can expect:
* Hybrid Working - we understand that employee expectations and preferences are changing. We have implemented a Hybrid Working Model that enables eligible employees to work remotely for a part of their working time and reach a working pattern that works for them
* Competitive salary and non-contributory 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 wide ranging CSR programme + 2 days' volunteering leave per year

Your key responsibilities
* Analysis, design, and development of functionality to deliver to business requirements in C++ and Python.
* Understanding, communicating, simplifying, and evolving existing functionality.
* analysis, design and development of quantitative valuation, risk and Profit and Loss (P&L), marking, calibration and controls functionality in Kannon using C++ and Python.
* Identifying performance bottlenecks, ability to propose design for complex business problems, refactoring, and simplification of existing solutions.
* Work closely with trading, quants, and other stakeholders to understand requirements and deliver robust, reliable and performant solutions.
* Contribute to the optimization effort to improve the scalability of the cross-asset platform.

Your skills and experience
* Experience working on or with quantitative solutions involving some of Convertible Bonds, Exchange traded Funds, Structured Notes, Equity/Credit/Rates Derivatives trading businesses/products.
* Understanding of derivatives products, risk and P&L, market data and calibrations.
* Experience of server-side development in Python and C++.
* Experience developing front-office risk and P&L/pricing applications.
* Excellent interpersonal and communication skills, ability to influence and engage collaboratively with others to propose and lead initiatives.

How we'll support you
* Coaching and support from experts in your team
* A culture of continuous learning to aid progression
* We value diversity and as an equal opportunities' employer, we make reasonable adjustments for those with a disability such as the provision of assistive equipment if required (for example, screen readers, assistive hearing devices, adapted keyboards)
About us
Deutsche Bank is the leading German bank with strong European roots and a global network