Risk - Debt Strats Analytics Expert-APAC - Vice President Risk - Debt Strats Analytics Expert-APAC - Vice  …

Deutsche Bank
in Singapore
Permanent, Full time
Last application, 26 Oct 20
Competitive
Deutsche Bank
in Singapore
Permanent, Full time
Last application, 26 Oct 20
Competitive
Risk - Debt Strats Analytics Expert-APAC - Vice President
Position Overview

Details of the Division and Team:

Analytics and technology are seen as central to the Global Markets business, and not as support functions. Deutsche Bank's Strats function combines expertise in quantitative analytics, modeling, pricing and risk management with deep understanding of system architecture and programming. The primary output is a scalable and flexible Front Office pricing and risk management system with consistent interface to both the Middle Office and Back Office. The consistency in analytics and the technology platform ensures that no arbitrage can exist between various parts of the Bank as well as rational allocation of constrained resources, including risk budget, balance sheet, funding, and capital.

What we will 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 well-being at its center.
  • Flexible benefits plan including virtual doctor consultation services
  • Comprehensive leave benefits
  • Gender Neutral Parental Leave
  • Flexible working arrangements
  • 25 days of annual paid leave, plus public holiday & Flexible Working Arrangement


Your key responsibilities:
  • Supporting the automation of all PnL processes and existing risk processes and enable appropriate controls (market object, model choice, calibration choice, booking exception policy etc.)
  • Developing solutions to automate computation reserves, Independent Price Verification (IPV), aged inventory report, secured funding curves, and creation of database to support modeling and hedging algorithms.
  • Implementing the new automated processes and controls either within, or through enhancements to the bank's strategic infrastructure or through Strat solutions. New processes and controls are to be fully automated and leverage the Bank's strategic static, product, trade, market data and risk repositories
  • Working in partnership with Trading, Structuring, Technology and Operations to drive the build-out of strategic analytics platform
  • Migrate all Global Markets businesses to the single strategic analytics platform, starting with Rates, Credit and FX Trading.
  • Primary focus will be on supporting the non-linear business in APAC.


Your skills and experience:
  • The ideal candidate has 4-8 years' experience in a similar Strats role within Banking and Financial Services Industry.
  • Relevant education such as a BSc/MSc/PhD in a relevant subject such as Quantitative Finance, Maths, Physics, Computer Science, Statistics or Engineering, or the equivalent work experience or qualifications.
  • Strong quantitative analytic and modelling skills and experience with theoretical or practical pricing and risk management knowledge:
    • Strong programming skills utilizing object-oriented languages - Python and C++.
    • Strong Maths skills in probability, stochastic calculus and/or numerical methods (finite differences, Monte Carlo) and their application to derivatives pricing.
    • Good theoretical knowledge and exposure to both Cash and Derivatives products across Rates and FX (ideally) or either Equities, Hybrids or Commodities.
  • Ability to drive projects, communicate on technical aspects efficiently and adapt to the audience's technical level.


How we'll support you:
  • 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


About us and our teams:

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

Deutsche Bank & Diversity

Our values define the working environment we strive to create - diverse, supportive and welcoming of different views. We embrace a culture reflecting a variety of perspectives, insights and backgrounds to drive innovation. We build talented and diverse teams to drive business results and encourage our people to develop to their full potential. Talk to us about flexible work arrangements and other initiatives we offer.

We promote good working relationships and encourage high standards of conduct and work performance. We welcome applications from talented people from all cultures, countries, races, genders, sexual orientations, disabilities, beliefs and generations and are committed to providing a working environment free from harassment, discrimination and retaliation.

Click here to find out more about our diversity and inclusion policy and initiatives.

Our values define the working environment we strive to create - diverse, supportive and welcoming of different views. We embrace a culture reflecting a variety of perspectives, insights and backgrounds to drive innovation. We build talented and diverse teams to drive business results and encourage our people to develop to their full potential. Talk to us about flexible work arrangements and other initiatives we offer.
We promote good working relationships and encourage high standards of conduct and work performance. We welcome applications from talented people from all cultures, countries, races, genders, sexual orientations, disabilities, beliefs and generations and are committed to providing a working environment free from harassment, discrimination and retaliation.

Click here to find out more about diversity and inclusion at Deutsche Bank.

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