Lead Quantitative Software Engineer, Deutsche Bank
Java, Intraday Risk
Office located in Moorfields, London
Investment bank and financial services company
Open for applications
Investment bank and financial services company
1001+ employees
Open for applications
Office located in Moorfields, London
1001+ employees
Company mission
To be the leading global provider of financial solutions for demanding clients, creating exceptional value for its shareholders and people.
Role
Who you are
- A collaborative approach and a desire to learn
- Experience developing front-office risk and P&L/pricing applications
- Experience of server-side development in Java, including multi-threading and distributed systems
- Understanding of derivatives products, risk and P&L, market data and calibrations
- Experience working with Credit bond and derivatives trading businesses/products
- Experience with Python and/or C++ beneficial
What the job involves
- Group Strategic Analytics 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
- You will be joining the Debt Strats team within Group Strategic Analytics
- The group is responsible for delivering platforms to solve quantitative problems for Investment Banking trading businesses
- You will be part of the IRiS Intraday Risk and profit & loss (P&L) application team
- IRiS is used by over 200 traders globally and provides ticking and event-driven intraday risk and P&L for Rates, Credit and Emerging Markets trading desks
- The delivery team consists of quantitative business analysts, Java quantitative engineers, C# engineers, platform engineers and testers, and uses JIRA to track and manage deliveries
- Server-side development is done in Java utilising Oracle Coherence in a low latency, high-throughput, multi-threaded and highly distributed system
- The platform runs on clusters of physical Redhat Linux servers, and utilises Oracle Coherence, Spring Framework, Hibernate, Oracle Exadata and Solace and Java Message Service (JMS) messaging
- You will be responsible for analysing, designing, developing and supporting functionality across trade sourcing, market data loading, static data, trade valuation, risk and P&L calculations, real-time aggregation functionality and performance optimisation for Rates, Credit, Emerging Markets and Equity business lines
- Performing analysis, design and development of functionality in IRiS in Java
- Working closely with Business Analysts, trading, quants and other stakeholders to understand requirements and deliver robust, reliable and performant solutions
- Supporting the business through a support rota including investigating queries/ issues
- Providing technical and business leadership for team members and management of deliveries
- A collaborative approach and a desire to learn
- Experience developing front-office risk and P&L/pricing applications
- Experience of server-side development in Java, including multi-threading and distributed systems
- Understanding of derivatives products, risk and P&L, market data and calibrations
- Experience working with Credit bond and derivatives trading businesses/products
- Experience with Python and/or C++ beneficial
Salary benchmarks
Our take
Despite its roots in the nineteenth century, Deutsche Bank has seen strategic transformation at countless stages to remain competitive. For example, it recently launched Vert, a new digital payments company for SMEs, in collaboration with Fiserv. As a result, the company successfully filled the gap in the market for a user-friendly, all in one solution which would enable merchants to accept payments and manage money.
The company continues to benefit from its scale and reputation. Despite ongoing criticisms, its strong European ties and a global network means Deutsche Bank is well placed to help clients navigate through geopolitical and macroeconomic shifts, something that can’t be said so confidently of its competitors. Today, it operates in circa 60 countries.
Moving forwards, the company is focused on aligning more closely to environmental, social and governance (ESG) criteria to facilitate over €500B in sustainable finance and investments between 2020 and 2025.
Freddie
Company Specialist at Welcome to the Jungle
Insights
Some candidates hear
back within 2 weeks
11% employee growth in 12 months
Company
Company benefits
- Home office flexible work time
- Annual leave & more
- Support & Counselling
- Health insurance
- Health Check & Eye Test
- Sick pay
- Rewards and everyday benefits
- Pensions
Company values
- Integrity
- Sustainable Performance
- Client Centricity
- Innovation
- Discipline
- Partnership
Company HQ
Westend-Süd, Frankfurt, Germany
Articles
Leadership
Christian Sewing
(CEO, not founder)Joined Deutsche Bank in 1989, serving in multiple positions including Chief Credit Officer. Became CEO in 2018.
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