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Chief Risk Office - Analytics Expert - Vice President
October 10, 2020
Details of the Division and Team:
Analytics and technology are seen as central to the Global Markets business, and not as support functions. Deutsche Bank's Strats function combines expertise in quantitative analytics, modeling, pricing and risk management with deep understanding of system architecture and programming. The primary output is a scalable and flexible Front Office pricing and risk management system with consistent interface to both the Middle Office and Back Office. The consistency in analytics and the technology platform ensures that no arbitrage can exist between various parts of the Bank as well as rational allocation of constrained resources, including risk budget, balance sheet, funding, and capital.
What we will 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 center.
You can expect:
Competitive Salary and non-contributory pension
20 days annual leave plus generous number of public holidays
Life Assurance and Private Healthcare for you and your family
A range of flexible benefits including retail discounts, gym benefits, wellbeing incentives
The opportunity to support a wide ranging CSR program plus take volunteering leave days
Your key responsibilities:
Supporting the automation of all PnL processes and existing risk processes and enable appropriate controls (market object, model choice, calibration choice, booking exception policy)
Developing solutions to automate computation reserves, Independent Price Verification (IPV), aged inventory report, secured funding curves, and creation of database to support modeling and hedging algorithms
Implementing the new automated processes and controls either within, or through enhancements to the bank's strategic infrastructure or through Strat solutions. New processes and controls are to be fully automated and leverage the Bank's strategic static, product, trade, market data and risk repositories
Working in partnership with Trading, Structuring, Technology and Operations to drive the build-out of strategic analytics platform
Migrate all Global Markets businesses to the single strategic analytics platform, starting with Rates, Credit and FX Trading
Your skills and experience:
Strong quantitative analytic and modelling skills with theoretical or practical pricing and risk management knowledge
Strong programming skills utilizing languages such as Python or C++
Sound theoretical or practical knowledge of both Cash and Derivative products across either Equities, Fixed Income, Rates, Credit, FX, Hybrids or Commodities
Strong Maths skills in probability, stochastic calculus and numerical methods (finite differences, Monte Carlo)
Relevant education such as a BSc/MSc/PhD in a relevant subject such as Finance, Maths, Physics, Computer Science, Econometrics, Statistics or Engineering, or the equivalent work experience or qualifications
How we'll support you:
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
Training and development to help you excel in your career
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.
Deutsche Bank & Diversity
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.
Click here to find out more about diversity and inclusion at Deutsche Bank.