Quantitative Strategist – Rates - Vice President

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

Benefits offered by this job

Hybrid work model

Generous vacation

Parental leave

Retirement savings plans

Educational resources

Job summary

Deutsche Bank AG in New York is seeking a Quantitative Strategist for Rates to support the Kannon platform, delivering intraday and end-of-day pricing, risk, and P&L analytics for the fixed income trading desks.

The role emphasizes large-scale software engineering, real-time analytics, and collaboration across Trading, Risk, and Technology in a hybrid environment.

Qualifications

• Deep understanding of system architecture and programming.
• Experience with derivatives pricing and neural/inference tools for analytics.
• Enterprise-level software engineering for real-time risk, pricing, and P&L analytics.

Responsibilities

• Develop and implement pricing, risk, and P&L analytics in the Kannon platform.
• Collaborate with Trading, Structuring, Technology, and Operations to build analytics platforms.
• Implement market data functionality for Fixed Income & Currencies within Kannon and cover IR curves and market data.
• Lead and mentor junior engineers to grow technical capabilities.

Skills

C++

Python

Software engineering

Quantitative finance

AI tools usage

Education

Computer Science

Mathematics

Financial Engineering

Quantitative Finance

Tools

Kannon platform

Real-time risk systems

Job description

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
• 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 partnered with Excellent written / verbal communication skills

Attention to detail and excellent problem solving & numerical skills

Strat/quant experience supporting a U.S. Treasury dealer desk strongly preferred

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

Exposure to electronic trading platforms, automated market-making, or execution analytics within Rates markets is beneficial

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.