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Non-Linear Rates & Structured Notes Strat

Deutsche Bank · London

3 weeks ago

HybridFull_timenon-linear ratesstructured notesinterest rate derivatives

Workplace

Hybrid

Employment

Full_time

Location

London

Posted

3 weeks ago

Summary

Associate strat in Deutsche Bank’s Rates Strats team, developing pricing and risk analytics for non-linear rates and structured notes on the Kannon platform. The role uses C++ and Python and follows a hybrid working model in London.

Responsibilities

  • Build strategic analytics platforms with business teams
  • Implement structured notes pricing and risk tools
  • Design and develop desk analytics in Kannon
  • Deliver intraday and end-of-day pricing and risk
  • Develop front-office risk and p&l calculations
  • Support junior team members’ development
c++pythonkannon
non-linear ratesstructured notesinterest rate derivativespricing and risk analyticsfront-office risk and p&l