Quantitative Strategist Associate — Front Office Analytics Lead (Hybrid)

Deutsche Bank; New York (NY); Hybrid; USD 155,000 - 253,000; Full time

Benefits offered by this job

Hybrid working model

Generous vacation

Personal and volunteer days

Employee Resource Groups

Health and wellbeing benefits

Retirement savings plans

Parental leave

Family building benefits

Educational resources

Matching gift and volunteer programs

Job summary

Deutsche Bank is seeking a quantitative analytics-focused Associate–Vice President to lead the automation of PnL and risk processes and help migrate valuation to a single strategic analytics platform. The role partners with Trading, Structuring, Finance, Market Risk, Technology and Operations to scale the platform, covering Rates, Credit, and FX.

The ideal candidate has strong programming skills (Python/C++), solid math in stochastic calculus and numerical methods, and a background in finance or

Qualifications

• Strong quantitative analytics background and risk management experience.
• Practical pricing and risk management experience, especially exotics modelling on IR, credit and FX derivatives.
• Strong programming skills in Python or C++ in large-scale environments.

Responsibilities

• Automate all PnL processes and existing risk processes with controls.
• Develop solutions to automate reserves, IPV, aged inventory, funding curves, and support modeling/hedging databases.
• Collaborate with Trading, Structuring, Finance, Market Risk, Technology and Operations to build the analytics platform.
• Migrate risk management and valuation to a single strategic analytics platform, starting with Rates, Credit and FX Trading.

Skills

Quantitative analytics

Risk management

Pricing models

Programming in Python

Programming in C++

Stochastic calculus

Education

Computer Science / Mathematics / Financial Engineering / Quantitative Finance

Tools

Python

C++

Job description

Deutsche Bank is seeking a quantitative analytics-focused Associate–Vice President to lead the automation of PnL and risk processes and help migrate valuation to a single strategic analytics platform. The role partners with Trading, Structuring, Finance, Market Risk, Technology and Operations to scale the platform, covering Rates, Credit, and FX.

The ideal candidate has strong programming skills (Python/C++), solid math in stochastic calculus and numerical methods, and a background in finance or