Head of Deutsche Bank Analytics for Equities NY

  • Negotiable
  • Manhattan, NY, USA
  • Permanent, Full time
  • Deutsche Bank - US
  • 14 Nov 17 2017-11-14

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Head of Deutsche Bank Analytics for Equities NY
Job ID: 3163594 Full\/Part-Time: Full-time Regular\/Temporary: Regular Listed: 2017-11-09 Location: New York, United States of America

Risk
The Risk division has a fundamental responsibility to protect the Bank. With group-wide responsibility for the management and control of credit, market, operational and reputational risks, we have a unique vantage point which allows us a holistic view of our businesses and our clients. Nearly 4,000 employees work together to achieve our ambition to be an industry-leading risk management organisation.
In an increasingly complex environment, risk management is fast-becoming the most sought after place to build a career within the banking world. Risk at Deutsche Bank is relied upon to help shape the strategy of the organisation and the wider industry agenda. Position Overview

Job Title: Head of Deutsche Bank Analytics for Equities NY
Corporate Title: Director
Location: New York
About Deutsche Bank
A Passion to Perform is what drives us. More than a claim, this describes the way we do business. We're committed to being the best financial services provider in the world, balancing passion with precision to deliver superior solutions for our clients. This is made possible by our people: agile minds, able to see beyond the obvious and act effectively in an ever-changing global business landscape. Diverse, international and shaped by a variety of different perspectives, we're driven by a shared sense of purpose. At every level agile thinking is nurtured. And at every level, agile minds are rewarded with competitive pay, support and opportunities to excel.
Deutsche Bank Overview
Deutsche Bank is a client-centric global universal bank. One that is leading change and innovation in the industry - championing integrity, sustainable performance and innovation with our clients, and redefining our culture and relationships with each other.

Role Overview
Deutsche Bank Analytics is the analytics package used across all divisions of Deutsche Bank for trading and the risk management of cash and derivatives in all asset classes of the Bank: rates, credit, foreign exchange, commodities, equities, inflation, corporate finance, money markets, mortgages, hybrids, and emerging markets. Furthermore, Deutsche Bank Analytics is used in many of the Bank's regulatory and portfolio calculations.
You will join the Analytics team in New York and will work on the modeling of equity linked cash and derivative products.

Key responsibilities:

  • Maintaining existing models and implementing new models for pricing and risk management of equity linked products
  • Documenting and testing models
  • Supporting the Deutsche Bank Analytics library to strats, trading, GTO, Risk, and Finance
  • Managing a small team of 3 who are focused on equities modeling
    You will be:
    • A team player, working in partnership with the rest of the Deutsche Bank Analytics team and stakeholders in strats, trading, GTO, Risk and Finance
    • Innovative, working on best in class solutions for pricing and risk management
    • Disciplined, properly documenting and testing models
      Requirements:
      • PhD (Strongly Preferred) in Math, Physics, or Finance
      • Prior experience in the financial services industry working on pricing models. Experience within the equities asset class a plus
      • Strong quantitative skills (stochastic calculus, numerical methods, finite differences, Monte Carlo)
      • Knowledge of equities derivatives modeling is a must
      • Some exposure to models of the term structure of interest rates is desirable
      • Good programming skills (C++)
      • Strong interpersonal skills
      • Excellent spreadsheet ability

        For candidates applying for positions in the US:

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