Quantitative Analytics Specialist

1 month ago


Singapore Deutsche Bank Full time
Job Description:

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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