R0136689-Quant Developer ??? Associate / Vice President
Location: Sydney, Australia
Type: Full Time
Internal Number: 12633048
Details of the Division and Team:??
Deutsche Bank???s CreditQuant data platform team which is a part of DB Group Strategic Analytics, is 10 member global team involved in the development of a niche kdb based data and analytics platform built to service a number of functions in the front office including flow credit, algo trading, sales trader workflow tools and client profitability analysis.
CreditQuant also derives credit & rates RFQ flows for modelling trading & hedging strategies, generating market impact metrics, hit rates and client flow reports.
You can expect:?? ?? ?? ?? ????
Competitive Salary and non-contributory pension Competitive salary as well as pension, insurance contributions and salary packaging 4 weeks annual leave, plus additional and wellbeing leave Parental leave benefits including Childcare Assistance Payment A range of flexible benefits including the Online discount program, employee referral program
Your key responsibilities:??????
Develop and maintain a suite of application that support functions in the front office focused on flow credit from sales trader workflow tools, algo trading ,?? and client analytics.
Generating market impact metrics, hit rates, client analytics and flow reports
Manage the application APAC/Sydney time in terms of on boarding/acquainting/supporting business users
Analyzing and building financial and mathematical models to be used for forecasting and computational simulation