Quantitative Analyst recruitment
Passion to Perform. It’s what drives us. More than a claim, this describes the way we do business. We’re committed to being the best financial services provider in the world, balancing passion with precision to deliver superior solutions for our clients. This is made possible by our people: agile minds, able to see beyond the obvious and act effectively in an ever-changing global business landscape. As you’ll discover, our culture supports this. Diverse, international and shaped by a variety of different perspectives, we’re driven by a shared sense of purpose. At every level agile thinking is nurtured. And at every level agile minds are rewarded with competitive pay, support and opportunities to excel.
Overview
Deutsche Bank Global Markets is an acknowledged leader with a reputation for being highly focused. We provide clients with unique insights, vast experience and an unparalleled level of service. Active throughout Europe, North America, Asia and all the world's emerging markets, our top-ranked business offerings include bonds, equities, FX, money market products, commodities and all forms of derivatives and structured investment, financing and risk management products.
Key Responsibilities
As a Quantitative analyst in this area you will be responsible for:
- Conducting Research and Development in the areas of volatility and correlation, working within the Cross Asset Trading (CAT) team
- Responsibilities will include the development of applications and analytical tools to be used in all aspects of the investment process
Core Accountabilities
- Developing analytical tools for volatility trading and general CAT strategies
- Managing the data requirements for trade identification to portfolio valuation and management
- Utilising the existing libraries and/or developing new libraries for pricing vanilla and 1st generation exotics in a single GUI that satisfies CAT’s multi/X-asset requirements
- Further evolve the multi asset/cross asset front office system ensuring integration with the market data, the analytical tools, and capital allocation
- Evolve the existing research in the field of financial markets’ characteristics – specifically with respect to volatility and correlation
- Conducting quantitative research that aides in the evolution of CAT trading, risk management, and MIS reporting
Requirements
To be successful in this role you will have:
- Outstanding motivational drive and work ethic
- High degree of Independence
- Professionalism
- Exceptional quantitative skill-set
- Options market knowledge and practical experience is essential
- Strong modelling skills, experienced in programming in Matlab, C++, .Net, VBA, Excel and ideally DBA
- Working knowledge of databases (ideally XDB, FO3DG, VDS)
- Appropriate experience using Bloomberg and Reuters
- Prolific development capability
- Strong problem solving capabilities
- Time management/Project management skills are extremely beneficial
- Appropriate tertiary qualifications
- Full understanding of options pricing and risk
- A working experience with more than one of the following systems – Risk Engine, RMS, Imagine, and OpenLink ideally
- Experience in managing large quantities of data, and experience in more than one asset class ideally
You will be:
- Outstanding motivational drive and work ethic
- Analytical thinker with creative solutions orientation
- Highly Ethical
- Able to demonstrate a solid understanding of the machinations of the options market
- Able to demonstrate a strong understanding of currency, equity, commodity and rates markets and the instruments used to trade them
- Able to demonstrate a good understanding of the macroeconomic environment in relation to financial markets
- Able to demonstrate a broad understanding of technical indicators used for trading
- Capable of developing SLV, SABR, PIV pricing models on variable basis
- Capable of developing tools for market analysis, particularly volatility and correlation
- Capable of programming in Matlab and interfacing this output with Excel
Deutsche Bank is an equal opportunity employer who seeks to recruit and appoint the best available person for a job regardless of marital status, sex (including pregnancy), age, religion, belief, race, nationality and ethnic or national origin, colour, sexual orientation or disability.