Rates Quantitative Strategist - Pricing & Analytics

Deutsche Bank AG; United States; Hybrid; USD 110,000 - 163,000; Full time

Benefits offered by this job

Hybrid work model

Health benefits

Retirement savings plan

Parental leave

Educational resources

Volunteer programs

Job summary

Deutsche Bank is recruiting for a Quantitative Analyst/Developer within Group Strategic Analytics (GSA) to build and enhance analytics supporting pricing, risk, P&L, and trading decisions in Rates.

You will collaborate with Rates Trading, Structuring, and Tech to design and implement scalable analytics, leveraging C++ and Python, and applying AI tools to improve productivity while maintaining rigorous risk controls. The role is based in New York City under a hybrid model.

Qualifications

• Experience as a Quantitative Strategist, Quant Developer, Front-Office Developer, or similar quantitative professional within Fixed Income.
• Strong knowledge of Rates products and markets, including cash products and/or linear or non-linear interest-rate derivatives.
• Strong programming skills in C++ and/or Python, with experience developing production-quality quantitative analytics or financial applications.
• Understanding of derivatives pricing, risk, hedging, market data, and P&L, combined with strong numerical and problem-solving 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.

Responsibilities

• Partner with Rates Trading, Structuring, and Technology to develop quantitative analytics supporting pricing, risk, P&L, and trading decisions.
• Develop and enhance Rates market data and analytics, including interest-rate curves, volatility surfaces, inflation, and related market data.
• Design and implement pricing, risk, and relative-value analytics across cash and interest-rate derivatives products.
• Build scalable quantitative functionality within the strategic Kannon analytics platform using C++ and/or Python.
• Analyze trading and market problems and translate business requirements into effective quantitative and technical solutions.
• Contribute to the continued development of the Rates analytics platform through collaboration, innovation, and knowledge sharing across the team.

Skills

Quantitative strategist

Quant developer

Front-office developer

Rates markets knowledge

C++/Python

Derivatives pricing & P&L

AI tools for productivity

Education

Mathematics background

Job description

Deutsche Bank is recruiting for a Quantitative Analyst/Developer within Group Strategic Analytics (GSA) to build and enhance analytics supporting pricing, risk, P&L, and trading decisions in Rates.

You will collaborate with Rates Trading, Structuring, and Tech to design and implement scalable analytics, leveraging C++ and Python, and applying AI tools to improve productivity while maintaining rigorous risk controls. The role is based in New York City under a hybrid model.