Quantitative Strategist Interest Rate Risk (Treasury) - Vice President

Deutsche Bank AG, Tokyo Branch • New York, NY

283d • $135,000 - $250,000 • Remote

About The Position

You will be joining the global Treasury Strat team across which is part of the Group Strategic Analytics team. We collaborate with Treasury, Investment Bank, Corporate Bank, and other divisions at Deutsche Bank. We combine expertise in quantitative analytics, modelling, 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 for treasury and the firm to manage risks, allocate constrained resources, and maximize profitability.

Requirements

• Excellent quantitative, analytical, modelling, pricing, and risk management skills.
• Good computing and programming skills, including C++ and Python experience.
• Ability and aspiration to use, learn, and extend large codebase dealing with complex business problems.
• Good experience with funding or banking businesses, interest rate risk and managing capital efficiency.

Nice To Haves

• Excellent communication skills, both written and verbal.

Responsibilities

• Responsible for the development of risk management analytics and pricing tools for Treasury trading desks, including pool, issuance, strategic liquidity reserve, and central investment office.
• Responsible for the development of pricing and request for quote (RFQ) infrastructure for treasury and other businesses at Deutsche Bank.
• Responsible for the development of hedge accounting capabilities for treasury issuance and SLR desks.
• Support the development of liquidity risk models for treasury (e.g. intraday liquidity risk models) and development of asset liability management systems for treasury.

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: Senior
• Industry: Credit Intermediation and Related Activities
• Education Level: Bachelor's degree