Deutsche Bank
Non-Linear Rates & Structured Notes Strat
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Job Description
Job Title
Non-Linear Rates & Structured Notes Strat
Location
London
Corporate Title
Associate
Group
Strategic Analytics (GSA)
About the Role
GSA is part of Group Chief Operation 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 the Debt Strats team to support the development and implementation of the strategic Kannon platform, delivering intraday and end-of-day pricing, risk and Profit and Loss (P&L) platform for trading desks with a focus on Rates Issuance and Financial Resource Management (FRM) desk. This aims to help Rates Issuance desk risk managing their Structured Notes portfolio as well as implement risk and regulatory metrics that are required within our platform - Kannon. Kannon is written in C++ and Python.
What We’ll Offer You
- 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
- Work in partnership with Trading, Structuring, Technology and Operations to drive the build-out of the strategic analytics platforms
- Implement Structured Notes pricing and risk management tools to help scale-up the business
- Responsible for analysis, design, and development of analytics for the desk within Kannon platform
- Support with business-driven opportunities, and bringing innovative and quantitative ideas to solve complex problems for the desk
- Foster a collaborative and supportive environment by helping junior members of the team and encouraging them to grow their experience
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Your Skills and Experience
- Excellent quantitative, modelling, pricing and risk management skills, demonstrated within a financial services environment
- Experience developing banking applications and large-scale projects with C++ and Python is a plus
- Experience working on calibration of interest rate curves, volatilities (vols) and other analytic market data
- Good understanding of Rates products in particular non-linear models
- Knowledge of front-office risk and P&L calculation
- Excellent interpersonal skills with the ability to collaborate and partner with various teams
How We’ll Support You
- Training and development to help you excel in your career
- 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
About Us
Deutsche Bank is the leading German bank with strong European roots and a global network. Click here to see what we do. Deutsche Bank in the UK is proud to have been named The Times Top 50 Employers for Gender Equality 2025 for six consecutive years. Additionally, we have been awarded a Gold Award from Stonewall and named in their Top 100 Employers 2024 for our work supporting LGBTQ+ inclusion.
Get help with your application
Your very own career expert that helps elevate your application to the next level.
If you have a disability, health condition, or require any adjustments during the application process, we encourage you to contact our Adjustments Concierge on adjustmentsconcierge@db.com to discuss how we can best support you. Alternatively, you can share your phone number, and a member of the team will be happy to call you to talk through your specific requirements.
We strive for a culture in which we are empowered to excel together every day. This includes acting responsibly, thinking commercially, taking initiative and working collaboratively. Together we share and celebrate the successes of our people. Together we are Deutsche Bank Group. We welcome applications from all people and promote a positive, fair and inclusive work environment.
For over 150 years, our dedication to being the Global Hausbank for our clients has been driven by our people – in around 60 countries and across more than 150 nationalities. Their deep understanding, insights, expertise, and passion help our clients navigate an increasingly complex world – be it in our Corporate Bank, our Private Bank, our Investment Bank or our Asset Management (DWS) division. Together we can make a great impact for our clients at home and abroad, securing their lasting success and financial security.
More information at: Deutsche Bank Careers
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