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Quantitative Analyst - Quant Structuring

Salary

$0.03k - $0.05k

Min Experience

5 years

Location

New York

JobType

full-time

About the job

Info This job is sourced from a job board

About the role

The role of a Quantitative Analyst - Quant Structuring is to develop and implement quantitative models and pricing solutions for derivative and structured products. The key responsibilities include: - Developing, enhancing and maintaining pricing models for complex derivatives, structured products and other financial instruments - Identifying and analyzing new structured product ideas and market trends - Performing detailed product pricing and risk analysis - Liaising with front office, middle office and other stakeholders to support the implementation and monitoring of pricing models - Collaborating with the product development, trading and sales teams to ensure the models are robust and fit for purpose - Providing training and thought leadership on quantitative analysis and pricing best practices The ideal candidate should have: - Advanced degree in a quantitative field such as mathematics, statistics, physics or engineering - Extensive experience in derivatives and structured products pricing and risk management - Strong programming skills, ideally in C++, Python or MATLAB - Good communication and collaboration skills to interact with various stakeholders - Ability to work in a fast-paced, dynamic environment

About the company

Deutsche Bank is a leading global bank with a strong presence in Europe, the Americas and Asia Pacific. It provides banking services to corporations, governments, institutional investors, small and medium-sized businesses, and private individuals.

Skills

quant
derivatives
structured products
pricing models
risk analysis
c++
python
matlab