Hybrid Rates Quant Strategist – NYC

Deutsche Bank AG; New York (NY); Híbrido; USD 110 000 - 163 000; Tempo integral

Vantagens oferecidas por esta oferta de emprego

Hybrid work model

Generous vacation

Personal and volunteer days

Retirement savings plan

Health and wellbeing benefits

Educational resources and training

Resumo da oferta

Deutsche Bank AG in New York seeks a Quantitative Strategist to join Group Strategic Analytics, focusing on Rates analytics that support trading, pricing, risk, and P&L decisions. The role blends financial modelling with software development in a fast-paced environment.

The position offers a hybrid work model, interaction with Trading, Structuring, and Tech, and exposure to real-time market problems. Competitive compensation and benefits apply.

Qualificações

• Must have strong quantitative modelling and analytics experience.
• Experience with fixed income and interest rates products.
• Production-quality software development in C++/Python.
• Understanding of derivatives pricing, risk, and P&L.
• Ability to leverage AI tools responsibly and ethically.

Responsabilidades

• Partner with Rates Trading, Structuring, and Technology to develop analytics supporting pricing, risk, P&L, and trading decisions.
• Develop and enhance Rates market data and analytics, including curves, volatility, and related data.
• Design and implement pricing, risk, and relative-value analytics across cash and derivatives products.
• Build scalable quantitative functionality within the Kannon analytics platform using C++ and/or Python.
• Analyze trading and market problems and translate business requirements into quantitative solutions.
• Contribute to ongoing development of the Rates analytics platform through collaboration and knowledge sharing.

Conhecimentos

Rates knowledge

C++

Python

Quantitative analytics

Trading desk collaboration

Formação académica

Mathematics/Computational disciplines

Ferramentas

C++

Python

Descrição da oferta de emprego

Deutsche Bank AG in New York seeks a Quantitative Strategist to join Group Strategic Analytics, focusing on Rates analytics that support trading, pricing, risk, and P&L decisions. The role blends financial modelling with software development in a fast-paced environment.

The position offers a hybrid work model, interaction with Trading, Structuring, and Tech, and exposure to real-time market problems. Competitive compensation and benefits apply.