Rates Intraday Risk VP - Quant & P&L Analytics

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

Benefits offered by this job

Hybrid working model

Generous vacation

Health and wellbeing benefits

Retirement savings plan

Volunteer days

Job summary

Deutsche Bank AG in New York, NY, seeks a Quantitative Strategist for the Intraday Risk platform supporting the US Rates trading desk. The role delivers risk, P&L analytics, and quantitative changes working with Traders, Strats, Quants and IT.

You will develop core changes in C++/Python, configure and test production changes, and assist with risk and P&L issues while coordinating cross-functional testing and deployment. Hybrid work model offered.

Qualifications

• Relevant experience working with front-office risk and P&L/pricing applications.
• Strong quantitative, modelling, pricing and risk management skills, demonstrated within a financial services environment.
• Experience of the Rates business space is advantageous.
• Experience working directly with traders and desk heads.
• Knowledge of derivatives products, risk and P&L, market data and calibrations.
• Development experience in Python and C++ would be beneficial.
• 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

• You will manage the US Rates Intraday Risk book of work and deliveries.
• Perform detailed analysis of quantitative and functional risk and P&L requirements.
• Collaborate with Traders, broader Strats team, Quants and Developers to deliver functional and quantitative changes to the trading desk.
• Implement and test configuration and scripted changes to rapidly deliver changes to production (using Lua, Json, Python and SQL).
• Investigate risk and P&L queries from users, and train Production Support teams.
• Co-ordinate testing with end-users, developers and testers.
• Working with traders and desk heads you will define, manage and prioritize the US Rates Intraday Risk and P&L book of work.
• Collaborating across Trading, Strats, Quants and IT teams in problem solving and solution design to deliver robust and supportable solutions.

Skills

Front-office risk

P&L pricing

Quantitative modelling

Python

C++

Tools

Python

C++

Job description

Deutsche Bank AG in New York, NY, seeks a Quantitative Strategist for the Intraday Risk platform supporting the US Rates trading desk. The role delivers risk, P&L analytics, and quantitative changes working with Traders, Strats, Quants and IT.

You will develop core changes in C++/Python, configure and test production changes, and assist with risk and P&L issues while coordinating cross-functional testing and deployment. Hybrid work model offered.