Senior Quantitative Software Engineer Java Intraday Risk

Senior Quantitative Software Engineer – Java – Intraday Risk

Job ID: R0291758 Full/Part-Time: Full-time Regular/Temporary: Regular Listed: 2025-02-28 Location: London

Position Overview

Job Title: Senior 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 join 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 software 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 developing risk and P&L functionality in Java, including analysing, designing, coding, 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.

Your key responsibilities

• Developing business-rich risk and P&L functionality in Java
• Delivering robust, performant and reliable code in a highly multi-threaded and distributed environment
• Working closely with business analysts, quants, traders and other stakeholders to understand requirements and deliver effective solutions
• Supporting the business through a support rota including investigating queries and issues
• Providing technical and business leadership for team members and management of deliveries

Your skills and experience

• Expert in server-side development in Java, including multi-threading and distributed systems programming
• Understanding of Rates and Credit derivatives products, risk, and P&L
• Experience developing front-office risk and P&L, trading and/or pricing applications
• Bring a collaborative approach, desire to learn and have determination to succeed
• Experience with Python and/or C++ beneficial

How we’ll support you

• 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)

About us

Deutsche Bank is the leading German bank with strong European roots and a global network. 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.