VP Quantitative Strategist, Rates (Hybrid)

Deutsche Bank; New York (NY); Hybride; USD 155 000 - 253 000; Plein temps

Avantages offerts par ce poste

Hybrid work model

Vacation and personal days

Employee Resource Groups

Health benefits

Retirement plan

Parental leave

Educational resources

Résumé du poste

Deutsche Bank is seeking a Quantitative Strategist - Rates in New York, NY. You will contribute to the Kannon platform, delivering pricing, risk, and P&L insights for fixed income trading desks in a hybrid work environment.

The role requires extensive experience in fixed-income derivatives, quant/strat background, and strong programming skills in C++/Python. Collaboration with Trading, Risk, and Technology is essential.

Qualifications

• Strong object-oriented programming skills in C++ / Python.
• Experience on large-scale software development in C++ and/or Python.
• Excellent written and verbal communication skills.
• Ability to multi-task in a fast-paced production environment.
• Attention to detail and strong problem solving / numerical skills.
• Experience leveraging AI tools to enhance productivity and ethical use of data.

Responsabilités

• Work with Trading, Structuring, Technology, and Operations to build out analytics platforms.
• Implement market data functionality in Kannon for Fixed Income & Currencies (FIC).
• Analyze, design, and develop analytics for the desk within Kannon.
• Collaborate to bring innovative quantitative ideas to solve desk problems.
• Mentor junior team members and foster growth.
• Communicate clearly with multiple stakeholders.

Connaissances

C++

Python

Object-oriented programming

Communication skills

Problem solving

AI tools usage

Formation

Computer Science

Mathematics

Financial Engineering

Quantitative Finance

Description du poste

Deutsche Bank is seeking a Quantitative Strategist - Rates in New York, NY. You will contribute to the Kannon platform, delivering pricing, risk, and P&L insights for fixed income trading desks in a hybrid work environment.

The role requires extensive experience in fixed-income derivatives, quant/strat background, and strong programming skills in C++/Python. Collaboration with Trading, Risk, and Technology is essential.