Job Description:Job Title Lead Quantitative Software Engineer - Java - Intraday Risk
Location London
Corporate Title Vice President 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.
What we'll offer youA 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 - 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
Your skills and experience - 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
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 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 (for example, 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 in The Times Top 50 Employers for Gender Equality 2024 for five consecutive years. Additionally, we have been awarded a Gold Award from Stonewall and named in their Top 100 Employers 2024 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.