[Associate] - [JL7516824]
Deutsche Bank
Job Description:
JOB TITLE: Associate – {JL7516824}
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’s 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: $170,000.00 ‐ $180,000.00/year. This position is eligible for Deutsche Bank's Employee Referral Incentive Program.
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