[{"data":1,"prerenderedAt":-1},["ShallowReactive",2],{"job-search-\u002Fde-us\u002Fjobs-by-expertise\u002Frecovery-assumptions":3,"seo-content-expertise-recovery-assumptions-us":72,"expertise-filters-\u002Fde-us\u002Fjobs-by-expertise\u002Frecovery-assumptions":73,"featured-jobs-\u002Fde-us\u002Fjobs-by-expertise\u002Frecovery-assumptions":139},{"total":4,"jobs":5},1,[6],{"id":7,"slug":8,"title":9,"raw_title":10,"is_featured":11,"company":12,"raw_hiringOrganization_logo_url":10,"processed_city_gmaps":15,"processed_country_iso_code_gmaps":17,"processed_home_office":19,"processed_salary_min":20,"processed_salary_max":21,"processed_salary_currency":22,"processed_salary_source":23,"processed_working_hours":24,"processed_employment_types":26,"processed_it_skills":27,"processed_it_skills_labels":29,"processed_job_expertise_skills":31,"processed_job_expertise_skills_labels":33,"max_cpc":4,"actual_cpc":71},83030,"associate-5006-deutsche-bank-securities-inc-2","Associate",null,false,{"name":13,"slug":14,"logo_url":10},"5006 Deutsche Bank Securities Inc.","5006-deutsche-bank-securities-inc",[16],"New York",[18],"US","onsite",150000,170000,"USD","estimated",[25],"FULL_TIME","permanent",{"python":28},3,[30],"Python",{"pricing":32,"jump risk":32,"curve risk":32,"spread risk":32,"p&l analysis":32,"market making":32,"risk analytics":32,"credit research":32,"market analysis":32,"trade execution":32,"order fulfillment":32,"credit derivatives":32,"hazard-rate models":32,"liquidity provision":32,"market intelligence":32,"fundamental analysis":32,"merton pricing model":32,"pricing optimization":32,"recovery assumptions":32,"time-series analysis":32,"index levels analysis":32,"supply-demand dynamics":32,"trading flows analysis":32,"credit spreads analysis":32,"default risk assessment":32,"index-to-constituent risk":32,"portfolio risk monitoring":32,"credit default swaps (cds)":32,"market impact minimization":32,"survival probability curves":32,"relative value determination":32,"capital structures evaluation":32,"industry conditions evaluation":32,"credit default swap index (cdx)":32,"financial statements evaluation":32,"quantitative pricing techniques":32,"event-driven credit developments":32},4,[34,35,36,37,38,39,40,41,42,43,44,45,46,47,48,49,50,51,52,53,54,55,56,57,58,59,60,61,62,63,64,65,66,67,68,69,70],"Credit Derivatives","Credit Default Swaps (CDS)","Credit Default Swap Index (CDX)","Market Making","Liquidity Provision","Pricing","Quantitative Pricing Techniques","Hazard-Rate Models","Survival Probability Curves","Recovery Assumptions","Risk Analytics","Market Analysis","Supply-Demand Dynamics","Trading Flows Analysis","Portfolio Risk Monitoring","P&L Analysis","Spread Risk","Curve Risk","Jump Risk","Index-to-Constituent Risk","Time-Series Analysis","Credit Spreads Analysis","Index Levels Analysis","Merton Pricing Model","Trade Execution","Order Fulfillment","Market Impact Minimization","Pricing Optimization","Market Intelligence","Credit Research","Fundamental Analysis","Financial Statements Evaluation","Capital Structures Evaluation","Industry Conditions Evaluation","Event-Driven Credit Developments","Default Risk Assessment","Relative Value Determination",1.5,{},{"industry":74,"employment_type":78,"expertise_skills":81,"it_skills":132,"salary_currency":135,"processed_working_hours":137},[75],{"key":76,"label":77,"count":4},"financial services","Financial Services",[79],{"key":26,"label":80,"count":4},"PERMANENT",[82,85,87,89,91,93,95,97,99,101,103,105,107,109,111,113,115,117,119,122,124,126,128,130],{"key":83,"label":84,"slug":83,"count":4},"credit-default-swaps-cds","Credit Default Swaps (Cds)",{"key":86,"label":60,"slug":86,"count":4},"market-impact-minimization",{"key":88,"label":61,"slug":88,"count":4},"pricing-optimization",{"key":90,"label":45,"slug":90,"count":4},"market-analysis",{"key":92,"label":67,"slug":92,"count":4},"industry-conditions-evaluation",{"key":94,"label":41,"slug":94,"count":4},"hazard-rate-models",{"key":96,"label":59,"slug":96,"count":4},"order-fulfillment",{"key":98,"label":39,"slug":98,"count":4},"pricing",{"key":100,"label":48,"slug":100,"count":4},"portfolio-risk-monitoring",{"key":102,"label":62,"slug":102,"count":4},"market-intelligence",{"key":104,"label":49,"slug":104,"count":4},"pl-analysis",{"key":106,"label":46,"slug":106,"count":4},"supply-demand-dynamics",{"key":108,"label":65,"slug":108,"count":4},"financial-statements-evaluation",{"key":110,"label":69,"slug":110,"count":4},"default-risk-assessment",{"key":112,"label":44,"slug":112,"count":4},"risk-analytics",{"key":114,"label":68,"slug":114,"count":4},"event-driven-credit-developments",{"key":116,"label":64,"slug":116,"count":4},"fundamental-analysis",{"key":118,"label":63,"slug":118,"count":4},"credit-research",{"key":120,"label":121,"slug":120,"count":4},"credit-default-swap-index-cdx","Credit Default Swap Index (Cdx)",{"key":123,"label":34,"slug":123,"count":4},"credit-derivatives",{"key":125,"label":70,"slug":125,"count":4},"relative-value-determination",{"key":127,"label":66,"slug":127,"count":4},"capital-structures-evaluation",{"key":129,"label":43,"slug":129,"count":4},"recovery-assumptions",{"key":131,"label":51,"slug":131,"count":4},"curve-risk",[133],{"key":134,"label":30,"slug":134,"count":4},"python",[136],{"key":22,"label":22,"count":4},[138],{"key":25,"label":25,"count":4},{"total":140,"jobs":141},0,[]]