Quantitative Strategist (Rates) - Vice President

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

Benefits offered by this job

Hybrid working model

Generous vacation and personal days

Volunteer days

Health & retirement benefits

Educational resources and matching gIf

Job summary

Deutsche Bank AG in New York invites applications for a Quantitative Strategist (Rates) at Vice President level. You will join GSA teams delivering pricing, risk, and P&L information to fixed income trading desks using the Kannon platform.

The role requires deep technical expertise in C++ and Python, strong software engineering, and the ability to work across Trading, Technology, and Operations in a hybrid work model.

Qualifications

• Extensive experience with fixed-income derivatives, pricing, and hedging.
• Strat/quant experience on US Treasury desk preferred.
• Strong derivatives pricing and relative value modelling skills.
• Enterprise-level software engineering, real-time risk, and distributed computation.

Responsibilities

• Develop pricing, risk, and P&L information for intraday and end-of-day use on the Kannon platform.
• Collaborate with Trading, Structuring, Technology and Operations to build analytics platforms.
• Implement market data functionality in Kannon for FIC (IR curves, Inflation, IR vols).
• Lead and mentor junior team members and contribute to platform evolution.

Skills

C++

Python

OO Programming

Software Engineering

Education

Computer Science / Mathematics / Financial Engineering

Tools

Large-scale Software Development

Job description

Quantitative Strategist (Rates) - Vice President

Job ID:R0452943 Full/Part-Time: Full-time

Regular/Temporary: Regular Listed: 2026-10-16

Location: New York

Position Overview

Job Title: Quantitative Strategist - Rates

Corporate Title: Vice President

Location: New York, NY

Overview

GSA concentrates Deutsche Bank's quantitative and modelling expertise within a single unit. With group-wide responsibility for model development, GSA takes a cross-business and cross-functional approach to solving quantitative modelling, analytics scenarios, and rolls out common development standards. To be successful in this role, you'll need a deep understanding of system architecture and programming. You'll be supporting the development and implementation of the strategic Kannon platform, delivering intraday and end of day pricing, risk, and P&L information to our fixed income trading desks.

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

• The candidate should have multiple years of experience at a leading financial trading or software firm in the areas of:
  
  
  
  • Fixed-income derivatives products, markets, and hedging requirements, in particular experience with cash, linear or non-linear interest rate products is desirable
  
  
  • Strat/quant experience on US Treasury dealer desk most preferred
  
  
  • Theory and implementation of derivatives pricing and relative value models
  
  
  • Enterprise-level software engineering. Experience with good design of real-time risk, dependence graphs, distributed computation, and machine learning desirable
  
  
  
  


• Work in partnership with Trading, Structuring, Technology, and Operations to drive the build-out of the strategic analytics platforms


• Responsible for implementing market data functionality in Kannon for Fixed Income & Currencies (FIC), covering IR curves, Inflation, IR vols, and other market data


• Analysis, design, and development of analytics for the desk within Kannon platform


• Strong focus on business-driven opportunities and bringing innovative and quantitative ideas to solve complex problems for the desk


• Foster a collaborative and supportive environment by helping junior members of the team and encouraging them to grow their experience

How You'll Lead

• Clear communication with Trading, Risk and Valuation Control, Research, and Technology


• Team-oriented, attentive to detail, self-starting, enthusiastic work habits


• Contribute to the strategic direction and evolution of the platform

Skills You'll Need

• Strong object-oriented programming skills in C++ / Python, or other object-oriented language, A background in computer science is a plus


• Experience working on large scale software development projects in C++ and/or Python


• Ability to multi-task different projects and prioritize in a fast-paced production environment


• Attention to detail and excellent problem solving & numerical 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

• Previous strats/quant/developer experience working in a front office / trading floor environment


• Knowledge of interest rate derivatives products, risk and P&L, market data is a plus


• Academic background in Computer Science / Mathematics / Financial Engineering / Quantitative Finance


• Ability to work on both \"back end\" (analytics/pricing code) as well as \"front end\" (user-facing application / user interface (UI) code)


• An open mind and aspiration to use, learn, and extend a large codebase designed to solve complex business problems

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 $155,000 to $252,500. 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.

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!

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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. Qualified applicants will receive consideration for employment without regard to race, color, religion, sex, sexual orientation, gender identity, national origin, disability, protected veteran status or other characteristics protected by law. Click these links to view \"Deutsche Bank's Equal Opportunity Policy Statement\" and the following notices: \"EEOC Know Your Rights\" ; \"Employee Rights and Responsibilities under the Family and Medical Leave Act\" ; and \"Employee Polygraph Protection Act\".