Quantitative Strategist (Rates) - Associate

Deutsche Bank; United States; Hybrid; USD 110,000 - 163,000; Full time

Benefits offered by this job

Hybrid work model

Health benefits

Retirement savings plan

Parental leave

Educational resources

Volunteer programs

Job summary

Deutsche Bank is recruiting for a Quantitative Analyst/Developer within Group Strategic Analytics (GSA) to build and enhance analytics supporting pricing, risk, P&L, and trading decisions in Rates.

You will collaborate with Rates Trading, Structuring, and Tech to design and implement scalable analytics, leveraging C++ and Python, and applying AI tools to improve productivity while maintaining rigorous risk controls. The role is based in New York City under a hybrid model.

Qualifications

• Experience as a Quantitative Strategist, Quant Developer, Front-Office Developer, or similar quantitative professional within Fixed Income.
• Strong knowledge of Rates products and markets, including cash products and/or linear or non-linear interest-rate derivatives.
• Strong programming skills in C++ and/or Python, with experience developing production-quality quantitative analytics or financial applications.
• Understanding of derivatives pricing, risk, hedging, market data, and P&L, combined with strong numerical and problem-solving skills.
• Proven ability to leverage AI tools to enhance productivity, optimize workflows to solve business problems, while applying critical judgment to ensure responsible and ethical use of data and AI outputs.

Responsibilities

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

Skills

Quantitative strategist

Quant developer

Front-office developer

Rates markets knowledge

C++/Python

Derivatives pricing & P&L

AI tools for productivity

Education

Mathematics background

Job description

Overview

Group Strategic Analytics (GSA) brings together Deutsche Bank's quantitative modelling and analytics expertise across businesses. The team develops and delivers strategic analytics, pricing, risk, and P&L capabilities used across the Bank's trading businesses.

What We Offer You

• A diverse and inclusive environment that embraces change, innovation, and collaboration
• A hybrid working model, allowing for in-office / work from home flexibility, generous vacation, personal and volunteer days
• Employee Resource Groups support an inclusive workplace for everyone and promote community engagement
• Competitive compensation packages including health and wellbeing benefits, retirement savings plans, parental leave, and family building benefits
• Educational resources, matching gift and volunteer programs

What You'll Do

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

Skills You'll Need

• Experience as a Quantitative Strategist, Quant Developer, Front-Office Developer, or similar quantitative professional within Fixed Income
• Strong knowledge of Rates products and markets, including cash products and/or linear or non-linear interest-rate derivatives
• Strong programming skills in C++ and/or Python, with experience developing production-quality quantitative analytics or financial applications
• Understanding of derivatives pricing, risk, hedging, market data, and P&L, combined with strong numerical and problem-solving skills
• Proven ability to leverage AI tools to enhance productivity, optimize workflows to solve business problems, while applying critical judgment to ensure responsible and ethical use of data and AI outputs

Skills That Will Help You Excel

• Experience supporting a U.S. Rates, U.S. Treasury, or related Fixed Income trading desk
• Knowledge of interest-rate curves, volatility, inflation products, or Rates derivatives
• Exposure to electronic trading, automated market-making, or execution analytics within Rates markets
• Experience with real-time pricing, risk, market data, distributed computation, or large-scale quantitative platforms
• Academic background in Mathematics, Computer Science, Physics, Engineering, Financial Engineering, Quantitative Finance, or another highly quantitative discipline

Expectations

It is the Bank's expectation that employees hired into this role will work in the New York City office in accordance with the Bank's hybrid working model.

Deutsche Bank provides reasonable accommodations to candidates and employees with a substantiated need based on disability and/or religion.

The salary range for this position in New York City is $110,000 to $163,000. Actual salaries may be based on a number of factors including, but not limited to, a candidate's skill set, experience, education, work location and other qualifications. Posted salary ranges do not include incentive compensation or any other type of remuneration.

Deutsche Bank Benefits

At Deutsche Bank, we recognize that our benefit programs have a profound impact on our colleagues. That's why we are focused on providing benefits and perks that enable our colleagues to live authentically and be their whole selves, at every stage of life. We provide access to physical, emotional, and financial wellness benefits that allow our colleagues to stay financially secure and strike balance between work and home. Click here to learn more!

Learn more about your life at Deutsche Bank through the eyes of our current employees: https://careers.db.com/life