Job Information
Deutsche Bank Securities, Inc. Associate in New York, New York
Deutsche Bank Securities Inc. seeks an Associate in New York, NY to contribute to and execute risk management decisions in the context of a relative value framework and within limits agreed with the internal Market Risk group. Requires a Master' degree in Computational Finance, Economics, or related field or equivalent, and one (1) year of experience utilizing financial models to price and risk manage interest rate derivatives transactions; working with common options pricing models as well as Excel and Python to create back tests to evaluate complex trading strategies; driving the P&L and Risk reconciliation process for a market making trading desk, identifying errors in real time and driving improvements; developing custom analysis and reports for institutional counterparties of the trading desk; pricing common interest rate options (Swaptions, Caps, Floors, Bond Options, CMS products) using standard models including Black-Scholes; and communicating recent market developments, discussing and evaluating customer trading strategies with internal sales people. Salary range $155,000.00-$175,000.00/year Apply to https://careers.db.com/professionals/search-roles/#/professional/ and search by keyword JL7516824.