17 days ago

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Quantitative Strategist – Credit Strats - Vice President New York, 1 Columbus Circle

$180k - $250k

Deutsche Bank

New York, NYUSRemote

Job Description:

Job Title Strats/Fixed Income Strategic Analytics

Corporate Title Vice President

Location New York, NY

Overview

Deutsche Bank’s Group Strategic Analytics (GSA) group is a front-office group combining expertise in quantitative analytics, modeling, pricing, and risk management, with a deep understanding of system architecture and programming. The Corporate and Investment Bank (CIB) Strats team is responsible for delivery of risk and Profit & Loss (P&L) and pricing platforms for the CIB trading businesses globally. The team deliver innovative solutions to business requirements, ensuring that these solutions are accurate, performant, robust, reliable, and scalable.

You will be joining the CIB Strats team to support the US Core Rates trading business.   The various areas we are hiring includes RMBS desk strats, US Muni desk strats, USD non-linear desk strats, USD flow desk strats.   You will be working closely with trading, sales and your global CIB strats teammates, developing quantitative pricing analytics and/or e-assist trading automation solution.

What We Offer You

  • A diverse and inclusive environment that embraces change, innovation, and collaboration
  • A hybrid working model, allowing for in-office / work from home flexibility, generous vacation, personal and volunteer days
  • Employee Resource Groups support an inclusive workplace for everyone and promote community engagement
  • Competitive compensation packages including health and wellbeing benefits, retirement savings plans, parental leave, and family building benefits
  • Educational resources, matching gift and volunteer programs

What You’ll Do

  • Work in partnership with Trading, Structuring, Technology, and Operations to drive the build-out of the strategic analytics platforms
  • Responsible for implementing market data functionality in Kannon for Fixed Income & Currencies (FIC), covering IR curves, Inflation, IR vols, and other market data
  • Analysis, design, and development of analytics for the desk within Kannon platform
  • Strong focus on business-driven opportunities and bringing innovative and quantitative ideas to solve complex problems for the desk
  • Foster a collaborative and supportive environment by helping junior members of the team and encouraging them to grow their experience

How You’ll Lead

  • Collaborate with the global Strats team in London, New York, and APAC.
  • Engage with stakeholders in Sales & Trading, Structuring, Research, MRM, Finance.
  • Mentor and help grow junior talent in the team.

Skills You’ll Need

  • Strong quantitative, modelling, pricing, and risk management skills, demonstrated within a financial services environment
  • Experience developing banking applications and large-scale projects with C++ and/or Python
  • Experience working with interest rate vols and other analytic market data
  • Strong understanding of Rates derivatives products including Exotics
  • Knowledge of front-office risk and P&L calculation. Investment Banking Front-Office application delivery experience

Skills That Will Help You Excel

  • Excellent communication skills, both written and spoken
  • Self-motivated
  • Self-starter

Expectations

It is the Bank’s expectation that employees hired into this role will work in the New York City office in accordance with the Bank’s hybrid working model. 

Deutsche Bank provides reasonable accommodations to candidates and employees with a substantiated need based on disability and/or religion.

The salary range for this position in New York City is $180,000 to $250,000.  Actual salaries may be based on a number of factors including, but not limited to, a candidate’s skill set, experience, education, work location and other qualifications.  Posted salary ranges do not include incentive compensation or any other type of remuneration.

Deutsche Bank Benefits

At Deutsche Bank, we recognize that our benefit programs have a profound impact on our colleagues. That’s why we are focused on providing benefits and perks that enable our colleagues to live authenti­cally and be their whole selves, at every stage of life. We provide access to physical, emotional, and financial wellness benefits that allow our colleagues to stay financially secure and strike balance between work and home. Click here to learn more!

Learn more about your life at Deutsche Bank through the eyes of our current employees:  https://careers.db.com/life

The California Consumer Privacy Act outlines how companies can use personal information. If you are interested in receiving a copy of Deutsche Bank’s California Privacy Notice please email HR.Direct@DB.com.

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We strive for a culture in which we are empowered to excel together every day. This includes acting responsibly, thinking commercially, taking initiative and working collaboratively.

Together we share and celebrate the successes of our people. Together we are Deutsche Bank Group.

We welcome applications from all people and promote a positive, fair and inclusive work environment.

We are an Equal Opportunity Employer - Veterans/Disabled and other protected categories. Click these links to view the following notices: EEOC Know Your RightsEmployee Rights and Responsibilities under the Family and Medical Leave ActEmployee Polygraph Protection Act and Pay Transparency Nondiscrimination Provision.