Deutsche Bank Securities Inc. seeks an Associate in New York, NY to contribute to and execute risk management decisions in the context of a relative value framework and within limits agreed with the internal Market Risk group. Requires a Master's degree in Computational Finance, Economics, or related field or equivalent, and one (1) year of experience utilizing financial models to price and risk manage interest rate derivatives transactions; working with common options pricing models as well as Excel and Python to create back tests to evaluate complex trading strategies; driving the P&L and Risk reconciliation process for a market making trading desk, identifying errors in real time and driving improvements; developing custom analysis and reports for institutional counterparties of the trading desk; pricing common interest rate options (Swaptions, Caps, Floors, Bond Options, CMS products) using standard models including Black-Scholes; and communicating recent market developments, discussing and evaluating customer trading strategies with internal sales people. Salary range: $155,000.00 - $175,000.00/year This position is eligible for Deutsche Bank's Employee Referral Incentive Program.
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.
Visit Inside Deutsche Bank to 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 .
