• Deutsche Bank AG
  • $132,420.00 -206,040.00/year*
  • New York , NY
  • Executive Management
  • Full-Time
  • 411 Grand St

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The employer operates within the financial sector.

  • Enhance pricing tools for rates trading desks
  • Develop risk management tools for rates business
  • Assist in the development and integration of portfolio analytics (eg CVA, FVA, VAR)
  • Perform quantitative analysis of complex transactions
  • Support and improve the daily PnL and Risk processes
  • Investigate PnL/Risk breaks
  • Partner with analytics team to implement model improvements
  • Assist in regular testing and validation of new features and model enhancements
  • Participate in migration of additional desks onto Kannon
  • Provide all necessary support and training to new trading desks for Kannon tools

  • Strong quantitative analytic, modeling, pricing and risk management skills and experience
  • Strong computing and programming (coding) skills and experience. Preferred programming languages: Python, C++
  • Very good understanding of Rates and Credit business and markets, and skills to solve complex business problems
  • Typically Masters or Ph. D. in Math, Physics or Computer Science from Ivy League level schools
  • Ability to operate as a team player and to communicate effectively across multiple teams and functions

Associated topics: administrative, administrative coordinator, asso, beverage, front desk, front office, food, operational support, operations director, support

* The salary listed in the header is an estimate based on salary data for similar jobs in the same area. Salary or compensation data found in the job description is accurate.

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