Senior Quantitative Analyst
7 days ago
We are seeking a highly motivated Senior Quantitative Analyst to join our team in Deutsche Bank. In this role, you will be responsible for contributing to the core risk platform in the APAC region and globally aligned requirements.
About the Role
This is an on-site position at One Raffles Quay office, with relevant vaccination requirements may apply. As a Senior Quantitative Analyst, you will work closely with trading desks and support functions globally, both written and verbally. Your key responsibilities include:
- Contribute to the development of new functions and resolve issues or enhance existing features of the core risk platform.
- Adapt global solutions to account for specific business/regional requirements.
- Support all trading desks and Desk Strats throughout the APAC region, covering the full range of products traded in the region.
- Work in partnership with Trading, Structuring, Technology, and control functions to drive the build-out of the core risk valuation trading platform.
- Foster a collaborative environment by helping junior members of the team and encouraging them to grow their experience.
Your Skills and Experience
To be successful in this role, you will need:
- A minimum 5 years' development experience with C++ and working experience in scripting languages such as Python, JavaScript, Lua.
- A proven track record of developing or supporting large-scale system programming demands on Linux and Windows platforms, with database (MySQL/SQLite) and middleware (Redis) in distributed and parallel computing environments.
- Working experience in developing quantitative and analytical modeling, pricing, risk, and PnL calculation in fixed-income, FX, and credit businesses.
- A hands-on approach to investigate technical issues from the core code base.
- Good communication skills allowing direct communication with trading desks and support functions globally.
- A highly motivated individual with a keen willingness to learn, take on new challenges, and deliver complete solutions to production usage.
Estimated Salary: $120,000 - $180,000 per year
In addition to your salary, you can expect:
- Flexible working arrangements to assist you balance your personal priorities.
- 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.
- Training and development to help you excel in your career.
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