VP Quantitative Strategist: Front Office Analytics Lead

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

Benefits offered by this job

Hybrid work model

Generous vacation & personal days

Volunteer days

Employee resource groups

Health & retirement benefits

Job summary

Deutsche Bank’s Global Strategic Analytics team combines quantitative analytics, modeling, pricing, and risk management with deep system architecture and programming expertise. The role focuses on automating PnL and risk processes while collaborating across Trading, Structuring, Finance, Market Risk, Tech, and Operations to build a unified analytics platform.

Strong programming in Python or C++ and a solid mathematical foundation are essential for success.

Qualifications

• Experience in quantitative analytics or investment banking is preferred.
• Strong pricing and risk management knowledge with mathematical intuition.
• Experience with exotic modelling in rates, credit and FX is a plus.
• Ability to contribute to large-scale codebases and collaborative projects.

Responsibilities

• Automate PnL processes and existing risk processes with proper controls.
• Develop solutions to automate computation reserves, IPV, aged inventory reports, and funding curves.
• Collaborate with Trading, Structuring, Finance, Market Risk, Technology and Operations to build out analytics platform.
• Migrate risk management and valuation to a single strategic analytics platform for Rates, Credit, and FX.

Skills

Python

C++

Quantitative analysis

Pricing models

Risk management

Education

Financial Engineering

Mathematics

Computer Science

Quantitative Finance

Tools

Python

C++

Job description

Deutsche Bank’s Global Strategic Analytics team combines quantitative analytics, modeling, pricing, and risk management with deep system architecture and programming expertise. The role focuses on automating PnL and risk processes while collaborating across Trading, Structuring, Finance, Market Risk, Tech, and Operations to build a unified analytics platform.

Strong programming in Python or C++ and a solid mathematical foundation are essential for success.