VP of Quantitative Analytics & Risk Modeling

Deutsche Bank AG; New York (NY); On-site; USD 198,000 - 253,000; Full time

Benefits offered by this job

Employee Referral Incentive Program

Job summary

Deutsche Bank Securities, Inc. in New York seeks a Vice President to partner with Trading, Structuring, Technology, and Operations to drive the buildout of the strategic analytics platforms.

The role requires a Master’s degree in Financial Engineering or related field and 3 years of hands-on experience developing quantitative libraries using Python, with Bloomberg data support. You will contribute to pricing, risk calculations, stress-testing, and regulatory reporting, and you will build

Qualifications

• Master’s degree in Financial Engineering or related field or equivalent.
• 3 years of experience developing, enhancing, and maintaining quantitative libraries and applications using Python.
• Experience using Bloomberg data portals for data collection and model development.

Responsibilities

• Drive buildout of strategic analytics platforms with Trading, Structuring, Technology and Operations.
• Develop and maintain quantitative libraries for pricing, risk calculation and regulatory reporting.
• Perform stress-testing and scenario analysis; build interest rate curves using Python and MATLAB.

Skills

Python

Financial modeling

Stress testing

Education

Master's degree in Financial Engineering or related field

Tools

MATLAB

Bloomberg

Job description

Deutsche Bank Securities, Inc. in New York seeks a Vice President to partner with Trading, Structuring, Technology, and Operations to drive the buildout of the strategic analytics platforms.

The role requires a Master’s degree in Financial Engineering or related field and 3 years of hands-on experience developing quantitative libraries using Python, with Bloomberg data support. You will contribute to pricing, risk calculations, stress-testing, and regulatory reporting, and you will build