Quantitative Analytics Specialist
1 month ago
A Quantitative Analytics Specialist is required to work in our team at Deutsche Bank, One Raffles Quay office.
About the Role:
- This role involves implementing automation of all PnL processes and existing risk processes, enabling appropriate controls.
- Develop mathematical and pricing solutions for new and existing products covered by emerging market business.
- Migrate all businesses' risk management and valuation to a single strategic analytics platform.
Key Responsibilities:
- Implementing automation of all PnL processes and existing risk processes and enable appropriate controls (market object, model choice, calibration choice, booking exception policy).
- Provide mathematical and pricing solutions to new and existing products covered by emerging market business.
- Migrate all businesses risk management and valuation to the single strategic analytics platform.
- Work in partnership with Trading, Structuring, Finance, Market Risk, Technology and Operations to drive the build-out of strategic analytics platform and provide essential production support.
- Apply data science and machine learning techniques to provide trading desk analytical insight.
Skills and Qualifications:
- Minimum of 1 year of relevant work/internship experience in Financial Pricing.
- Proven programming skills utilizing languages such as Python or C++ in large-scale environment.
- Minimum Master Degree in quantitative subjects e.g. financial engineering or mathematics.
- Proven quantitative analytic and modelling skills with practical pricing and risk management experience, especially on interest rates, credit and FX derivative space.
- Proven math skills in probability, stochastic calculus and numerical methods.
- Hands-on experience on solving practical financial problems using machine learning and data science techniques.
Salary and Benefits:$150,000 - $180,000 per annum plus flexible benefits plan including virtual doctor consultation services, comprehensive leave benefits, gender-neutral parental leave, flexible working arrangements, and 21 days of annual paid leave, plus public holiday & flexible working arrangement.
How We Support Our Employees:
- Flexible working 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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