VP Quant Strategist, Emerging Markets (Hybrid)

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

Benefits offered by this job

Hybrid work model

Competitive compensation and benefits

Educational resources and retirement

Job summary

Deutsche Bank, based in New York, seeks a Quantitative Strategist (Emerging Markets) to drive automation of pnl and risk processes within a hybrid work model. The role requires collaboration with global Strats teams and stakeholders to migrate risk management to a unified analytics platform, starting with Rates, Credit and FX domains.

The position offers senior VP responsibilities with competitive compensation, strong emphasis on AI-enhanced workflows, and the chance to shape strategic analytics

Qualifications

• Previous experience working within a quantitative analyst position, ideally within an Investment Banking or Financial services company.
• Strong quantitative analytic and modelling understanding with practical pricing and risk management experience especially on exotics modelling on interest rates, credit and FX derivative space.
• Strong understanding of math skills in probability, stochastic calculus, and numerical methods.
• 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

• Implementing the automation of all Pnl processes and existing risk processes and enable appropriate controls (market object, model choice, calibration choice, booking exception policy)
• Responsible for developing solutions to automate computation reserves, Independent Price Verification (IPV), aged inventory report, secured funding curves, and creation of database to support modeling and hedging algorithms
• Working in collaboration with Trading, Structuring, Finance, Market Risk, Technology and Operations to support and drive the build-out of strategic analytics platform
• Migrate all businesses risk management and valuation to the single strategic analytics platform, starting with Rates, Credit and Foreign Exchange (FX) Trading

Skills

Quantitative analytics

Exotics modelling

AI tools usage

Programming large-scale systems

Education

Bachelor's/Advanced degree in Computer Science / Mathematics / Financial Engineering / Quantitative Finance

Tools

Python

C++

Job description

Deutsche Bank, based in New York, seeks a Quantitative Strategist (Emerging Markets) to drive automation of pnl and risk processes within a hybrid work model. The role requires collaboration with global Strats teams and stakeholders to migrate risk management to a unified analytics platform, starting with Rates, Credit and FX domains.

The position offers senior VP responsibilities with competitive compensation, strong emphasis on AI-enhanced workflows, and the chance to shape strategic analytics