Quantitative Strategist (Fixed Income) - Associate

Deutsche Bank • New York, NY

22h • Hybrid

About The Position

The Fixed Income Strats team, part of Group Strategic Analytics (GSA) within Group Chief Operation Office (COO), acts as a bridge between the Bank’s businesses and infrastructure functions to help deliver efficiency, control, and transformation goals. As a Fixed Income Credit Desk Strat, you will leverage the strats analytical platform to solve problems for the credit trading and financing franchise. You will help generate insights and value-added analysis for the business, as well as develop solutions that improve efficiency and reliability. The team operates in a fast-paced, interactive environment, and this is a hands-on role requiring a combination of technology, modeling, and product know-how.

Requirements

• Strong programming capabilities in C++ and Python.
• Experience developing in a team setting.
• Experience developing front-office risk and P&L/pricing applications.
• Familiarity with risk neutral pricing and quantitative finance.

Nice To Haves

• Knowledge of fixed income, ideally credit markets.
• Working knowledge and experience with bond ETF valuation a plus.
• Ability to work and execute projects independently.

Responsibilities

• Working closely with trading, quants, and other stakeholders to understand requirements and design and implement robust, reliable, and performant solutions.
• Aiding trading with analysis of their risk and positioning in real time.
• Robust execution of critical operations that report key risk and valuation analytics.
• Coordinating development of quantitative valuation models and their calibrations.
• Helping control groups identify and investigate variances and fulfill regulatory obligations.

Benefits

• 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 This Job Offers

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