Quantitative Strategist (Rates) - Vice President

Deutsche Bank•New York, NY

4d•$155,000 - $252,500•Hybrid

About The Position

Deutsche Bank’s GSA concentrates quantitative and modelling expertise within a single unit, with group-wide responsibility for model development and a cross-business approach to quantitative modelling, analytics scenarios, and common development standards. The Quantitative Strategist will support development and implementation of the strategic Kannon platform, which delivers intraday and end-of-day pricing, risk, and P&L information to fixed-income trading desks. The role focuses on strategic analytics platforms and market data functionality for Fixed Income & Currencies, including interest-rate curves, inflation, and interest-rate volatility. It also involves developing desk analytics and using quantitative ideas to address complex business problems. The position partners with Trading, Structuring, Technology, Operations, Risk, Valuation Control, and Research, contributes to platform strategy, and supports junior team members. The role is based in New York City under the Bank’s hybrid working model.

Requirements

Multiple years of experience at a leading financial trading or software firm in relevant areas.
Strong object-oriented programming skills in C++, Python, or another object-oriented language.
Experience working on large-scale software development projects in C++ and/or Python.
Ability to manage multiple projects and prioritize in a fast-paced production environment.
Excellent written and verbal communication skills.
Attention to detail and strong problem-solving and numerical skills.
Proven ability to use AI tools to enhance productivity and optimize workflows for business problems, with critical judgment and responsible, ethical use of data and AI outputs.

Nice To Haves

Experience with fixed-income derivatives products, markets, and hedging requirements, particularly cash, linear, or non-linear interest-rate products.
Experience with derivatives pricing theory and implementation of relative-value models.
Enterprise-level software engineering experience; experience with real-time risk design, dependence graphs, distributed computation, and machine learning is desirable.
Strat or quantitative experience supporting a U.S. Treasury dealer desk.
Exposure to electronic trading platforms, automated market-making, or execution analytics in Rates markets.
Knowledge of interest-rate derivatives, risk and P&L, and market data.
Academic background in Computer Science, Mathematics, Financial Engineering, or Quantitative Finance.
Computer science background.
Ability to work on both backend analytics/pricing code and frontend user-facing application or UI code.
Openness and aspiration to learn, use, and extend a large codebase designed to solve complex business problems.
Team-oriented, attentive to detail, self-starting, and enthusiastic work habits.

Responsibilities

Partner with Trading, Structuring, Technology, and Operations to build out strategic analytics platforms.
Implement Fixed Income & Currencies market data functionality in Kannon, covering interest-rate curves, inflation, interest-rate volatility, and other market data.
Analyze, design, and develop desk analytics within the Kannon platform.
Apply business-driven opportunities and innovative quantitative ideas to solve complex desk problems.
Communicate clearly with Trading, Risk and Valuation Control, Research, and Technology.
Contribute to the strategic direction and evolution of the platform.
Help junior team members develop their experience and foster a collaborative, supportive environment.