Rates Quant Strategist - VP

Deutsche Bank AG; New York (NY); Hybride; USD 155 000 - 253 000; Plein temps

Avantages offerts par ce poste

Hybrid working model

Generous vacation and personal days

Volunteer days

Health & retirement benefits

Educational resources and matching gIf

Résumé du poste

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.

Responsabilités

• 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.

Connaissances

C++

Python

OO Programming

Software Engineering

Formation

Computer Science / Mathematics / Financial Engineering

Outils

Large-scale Software Development

Description du poste

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.