£20K/yr to £100K/yr
London, England
Permanent, Variable

Desk Strats - Foreign Exchange FX Derivatives Strategic Analytics

Posted by Deutsche Bank.

Job Description:

Job Title:

Desk Strats - Foreign Exchange (FX) Derivatives Strategic Analytics

Location:

London

Corporate Title

: Vice President

Group Strategic Analytics (GSA) is part of Group Chief Operation Office (COO) which acts as the bridge between the Bank's businesses and infrastructure functions to help deliver the efficiency, control, and transformation goals of the Bank.

The GSA group is a front office group combining expertise in quantitative analytics, modelling, pricing and risk management. The FX derivatives Strats team, within GSA, is responsible for delivery of risk and profit and Loss (P&L) and pricing platforms for the FX Derivatives trading business globally. The team delivers innovative solutions to business requirements, ensuring that these solutions are accurate, performant, robust, reliable and scalable.

You will be joining the FX derivatives Strats team to support the development and implementation of FX derivatives risk and pricing platforms, delivering intraday and end-of-day pricing, risk and P&L platform for FX derivatives trading desk.

What we'll offer you

A healthy, engaged and well-supported workforce are better equipped to do their best work and, more importantly, enjoy their lives inside and outside the workplace. That's why we are committed to providing an environment with your development and wellbeing at its centre.

You can expect:

  • Hybrid Working - we understand that employee expectations and preferences are changing. We have implemented a Hybrid Working Model that enables eligible employees to work remotely for a part of their working time and reach a working pattern that works for them
  • Competitive salary and non-contributory pension
  • 30 days' holiday plus bank holidays, with the option to purchase additional days
  • Life Assurance and Private Healthcare for you and your family
  • A range of flexible benefits including Retail Discounts, a Bike4Work scheme and Gym benefits
  • The opportunity to support a wide ranging CSR programme + 2 days' volunteering leave per year

Your key responsibilities

  • Work collaboratively and in close partnership with Trading, Structuring, Sales, Technology and Operations to drive the build-out of FX derivatives strategic analytics platforms
  • Responsible for developing FX Derivatives products, pricing and risk analytics and platforms.
  • Analysis, design, and development of analytics, tactical and strategic tools for FX derivatives desk
  • A key focus on business-driven opportunities and bringing innovative and quantitative ideas together to solve complex problems for the desk.

Your skills and experience

  • Excellent quantitative, modelling, pricing and risk management skills, demonstrated within a financial services environment
  • Excellent understanding of FX volatility models and FX derivatives products including Exotics.
  • Experience in FX volatility marking automation and bid/ask pricing electronification for vanilla and exotics.
  • Knowledge of front-office risk and P&L calculation with Investment Banking Front-Office application delivery experience.
  • Good python programming skills.
  • Excellent interpersonal and communication skills with the ability to explain complex requirements in an easily understandable and effective way

How we'll support you

  • Training and development to help you excel in your career
  • 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
  • We value diversity and as an equal opportunities' employer, we make reasonable adjustments for those with a disability such as the provision of assistive equipment if required (e.g. screen readers, assistive hearing devices, adapted keyboards)

About us

Deutsche Bank is the leading German bank with strong European roots and a global network. Click here to see what we do.

Deutsche Bank in the UK is proud to have been named a The Times Top 50 Employers for Gender Equality 2024 for five consecutive years. Additionally, we have been awarded a Silver Award from Stonewall for two years running and named in their Top 100 Employers for 2023 for our work supporting LGBTQ+ inclusion.

We strive for a culture in which we are empowered to excel together every day. This includes acting responsibly, thinking commercially, taking initiative and working collaboratively.

Together we share and celebrate the successes of our people. Together we are Deutsche Bank Group.

We welcome applications from all people and promote a positive, fair and inclusive work environment.

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