110 IT / Telecommunications jobs in Pontypool, Tor-faen - Torfaen

You will be joining the Debt Strats team to support the development and implementation of the strategic Kannon platform, delivering intraday and end-of-day pricing, risk and Profit and Loss (P&L) platform for trading desks with a focus on the Non-Linear and Structured Notes business. This aims to integrate front office functions into a single architecture, removing duplication and operational complexity caused by fragmentation of these functions across 30+ legacy platforms. Kannon is written in C++ and Python.

• Excellent quantitative, modelling, pricing and risk management skills, demonstrated within a financial services environment
• Experience developing banking applications and large-scale projects with C++ and Python is a plus
• Experience working on calibration of interest rate curves, vols and other analytic market data
• Good understanding of Rates products in particular non-linear models
• Knowledge of front-office risk and P&L calculation
How we'll support you
• Flexible working to assist you balance your personal priorities
• Coaching and support from experts in your team
• A culture of continuous learning to aid progression
• 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)
  
  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., is the leading German bank with strong European roots and a global network. Click to see what we do.
Deutsche Bank in the UK is proud to have been named in for five consecutive years. Additionally, we have been awarded a Gold Award from Stonewall and named in their for our work supporting LGBTQ+ inclusion. We strive for a 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. Deutsche Bank

What we'll offer you A 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 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
• Work in partnership with Trading, Structuring, Technology and Operations to drive the build-out of the strategic analytics platforms
• Implement Structured Notes pricing and risk management tools to help scale-up the business
• Responsible for analysis, design, and development of analytics for the desk within Kannon platform
• Support with business driven opportunities, and bringing innovative and quantitative ideas to solve complex problems for the desk
• Foster a collaborative and supportive environment by helping junior members of the team and encouraging them to grow their experience