Description:
You will be joining the Kannon Franchise Pricing Strat team within Group Strategic Analytics. This team is responsible for managing the Kannon platform, delivering intraday and end-of-day pricing, risk and Profit & Loss (P&L) for the Bank’s trading businesses globally. The team provides innovative solutions to business/regulatory requirements, ensuring that these solutions are accurate, performant, robust, reliable, and scalable.
Your function will be to provide support across all asset classes while combining expertise in quantitative analytics, modelling, pricing, and risk management. This is coupled with a deep understanding of system architecture and software development. The primary output is a scalable and flexible C++ Front Office pricing and risk management system with a consistent interface to both the Middle Office and Back Office.
What We Offer You
- A diverse and inclusive environment that embraces change, innovation, and collaboration
- A hybrid working model, allowing for in-office / work from home flexibility, generous vacation, personal and volunteer days
- Employee Resource Groups support an inclusive workplace for everyone and promote community engagement
- Competitive compensation packages including health and wellbeing benefits, retirement savings plans, parental leave, and family building benefits
- Educational resources, matching gift and volunteer programs
What You’ll Do
- Responsible for analysis, design, and development of Kannon, a front-office pricing and risk management system in C++ and Python
- Development and delivery of next-generation C++ applications for pricing, trading, and intraday Risk/PnL
- Development and delivery of user-facing / server-side applications within Deutsche Bank’s Rates, Credit, Commodities and Emerging Markets Trading businesses
- Work closely with trading, quants, and other stakeholders to understand requirements and deliver robust, reliable, and performant solutions
How You’ll Lead
- Collaborate with the global Strats team in London, New York, and Asia Pacific
- Engage with stakeholders in Sales&Trading, Structuring, Research, and Quants
- Mentor and help grow junior talent in the team
Skills You’ll Need
- Strong object-oriented programming skills in C++ / Python, or other object-oriented language; a background in computer science is a plus
- Experience working on large scale software development projects in C++ and/or Python
- Excellent written / verbal communication skills
- Ability to multi-task different projects and prioritize in a fast-paced production environment
- Attention to detail and excellent problem solving & numerical skills