Senior Quant Strategist – VP, Front Office 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

Employee Resource Groups support

Health & wellbeing benefits

Retirement savings plans

Parental leave

Educational resources

Job summary

Deutsche Bank AG in New York seeks an Associate - Vice President to advance global strategic analytics, automating PnL and risk processes and migrating risk management to a unified platform. You will collaborate across Trading, Finance, Market Risk and Technology to deliver scalable analytics and pricing capabilities.

The role requires strong programming skills (Python or C++) and deep quantitative expertise, with interfaces to front-end UI and back-end pricing code.

Qualifications

• Previous experience as quantitative analyst in investment banking or financial services
• Strong quantitative analytics and modelling with pricing and risk management experience including exotics modelling on rates, credit, and FX derivatives
• Strong programming skills in Python or C++ in large-scale environments
• Fluent understanding of probability, stochastic calculus, and numerical methods
• Ability to work on both back-end analytics/pricing code and front-end UI code
• Open mindset to use and extend a large codebase to solve complex business problems

Responsibilities

• Automate PnL processes and risk processes, implement controls (market object, model choice, calibration, booking)
• Develop solutions to automate computation reserves, IPV, aged inventory, and funding curves; create databases to support modeling and hedging algorithms
• Collaborate with Trading, Structuring, Finance, Market Risk, Technology and Operations to build the strategic analytics platform
• Migrate risk management and valuation to the single platform, starting with Rates, Credit, and FX Trading

Skills

Python

C++

Quantitative analytics

Pricing & risk management

Education

Academic background in Computer Science / Mathematics / Financial Engineering / Quantitative Finance

Job description

Deutsche Bank AG in New York seeks an Associate - Vice President to advance global strategic analytics, automating PnL and risk processes and migrating risk management to a unified platform. You will collaborate across Trading, Finance, Market Risk and Technology to deliver scalable analytics and pricing capabilities.

The role requires strong programming skills (Python or C++) and deep quantitative expertise, with interfaces to front-end UI and back-end pricing code.