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2023-02-13

Quantitative Developer - Intraday Risk

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Deutsche Bank
Quantitative Developer - Intraday Risk
London, GB
145,000 - 240,000
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Job Description

Job Description:

Job Title Quantitative Developer - Intraday Risk - Java

Location London

Corporate Title Vice President

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 Platform Strats team delivering enhancements, extensions and performance optimisations in the IRiS Intraday Risk and Profit and Loss (P&L) platform IRiS. is used by over 120 traders and provides ticking and event-driven intraday risk and P&L. Server-side development is done in Java utilising Oracle Coherence.

You will be responsible for analysing, designing, developing, supporting valuation, risk and P&L calculations, aggregation functionality and performance Optimisation.

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.

Hybrid Working

We understand that employee expectations and preferences are changing. We have implemented a [Hybrid Working Model](https://www.db.com/who-we-are/our- culture/hr-report/future-of-work/hybrid-working-model) that enables employees to reach a working pattern that works for them. Eligible employees can work from the office and remotely from home (subject to the role’s eligibility).

You can expect

  • 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

  • Responsible for performing analysis, design, and development of functionality in IRiS in Java

  • Responsible for working closely with Business Analysts, trading, quants, and other stakeholders to understand requirements and deliver robust, reliable and performant solutions

  • Supporting the business through a support Rota including investigating queries and issues

  • Responsible for providing technical and business leadership for team members and management of deliveries

Your skills and experience

  • Experience of server-side development in Java, including multi-threading

  • Experience developing front-office risk and P&L/pricing applications

  • Understanding of derivatives products, risk and P&L, market data and calibrations

  • Experience working with Credit/Rates trading businesses/products

  • Experience with Python and/or C++ beneficial

How we’ll support you

  • Training and development to help you excel in your career

  • 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

  • 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 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.

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 our diversity and inclusion policy and initiatives.

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