Quantitative Strategist (Emerging Markets – Vice President

Deutsche Bank • New York, NY

1d • $155,000 - $252,500 • Hybrid

About The Position

Deutsche Bank’s Global Strategic Analytics combines expertise in quantitative analytics, modeling, pricing, and risk management with deep understanding of system architecture and programming. The primary output is a scalable and flexible Front Office pricing and risk management system with consistent interface to both the Middle Office and Back Office. The consistency in analytics and the technology platform ensures that no arbitrage can exist between various parts of the Bank as well as rational allocation of constrained resources, including risk budget, balance sheet, funding, and capital.

Requirements

• 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 programming skills utilizing languages such as Python or C++ in large-scale environment
• Strong understanding of math skills in probability, stochastic calculus, and numerical methods

Nice To Haves

• Academic background in Computer Science / Mathematics / Financial Engineering / Quantitative Finance
• Ability to work on both “back end” (analytics/pricing code) as well as “front end” (user-facing application / user interface (UI) code)
• An open mind and aspiration to use, learn, and extend a large codebase designed to solve complex business problems

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

Benefits

• 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
• family building benefits
• Educational resources
• matching gift and volunteer programs

What This Job Offers

• Job Type: Full-time
• Career Level: Executive
• Education Level: No Education Listed