Non-Linear Rates & Structured Notes Strat
Deutsche Bank · London
3 weeks ago
HybridFull_timenon-linear ratesstructured notesinterest rate derivatives
3 weeks ago
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
