Quantitative Strategist (Rates) - Vice President

Deutsche Bank; United States; Hybrid; USD 155,000 - 253,000; Full time

Benefits offered by this job

Hybrid work model

Health and wellbeing benefits

Retirement savings plans

Job summary

Deutsche Bank is seeking a Quantitative Strategist - Rates in New York to lead the development of analytics for fixed-income markets. You will work closely with Trading, Structuring, Technology, and Operations to build scalable analytics platforms and implement market data capabilities in the Kannon framework.

The role requires strong C++/Python programming, experience with rate products, and the ability to deliver business-driven quantitative solutions in a hybrid work environment.

Qualifications

• Experience with fixed-income derivatives and rate products.
• Strat/quant experience on US Treasury dealer desk preferred.
• Pricing models and relative value models.
• Real-time risk, graphs, and distributed computation; ML desirable.
• Collaborate with Trading, Structuring, Technology, and Operations to build analytics platforms.
• Implement market data functionality in Kannon for FIC: IR curves, Inflation, IR vols.
• Develop analytics within the Kannon desk platform.
• Focus on business-driven opportunities and innovative problem solving.
• Mentor junior team members.

Responsibilities

• Collaborate with Trading, Risk, Valuation Control, Research, and Technology to develop analytics platforms.
• Lead or contribute to the design and implementation of pricing and risk models.
• Participate in end-to-end software development for large-scale analytics.
• Support and mentor junior team members and foster knowledge sharing.

Skills

C++/Python

Large-scale development

Communication

Multitasking

Attention to detail

AI productivity tools

Education

Computer Science

Mathematics

Financial Engineering

Quantitative Finance

Tools

C++

Python

Job description

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.

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
• Excellent written / verbal communication skills
• 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

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 $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.

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