Quantitative Strategist (Rates) – Associate
About The Position
The Quantitative Strategist will join Deutsche Bank’s Rates business in New York and work closely with Trading, Structuring, and Technology. The role develops quantitative analytics and market data capabilities supporting Fixed Income trading, with a particular focus on interest-rate products, curves, volatility, pricing, risk, and P&L. It is a hands-on quantitative position with exposure to the trading desk, combining financial modelling, software development, and markets knowledge to solve real-time business problems. The role is part of Group Strategic Analytics (GSA), which brings together Deutsche Bank’s quantitative modelling and analytics expertise across businesses and develops strategic analytics, pricing, risk, and P&L capabilities for the Bank’s trading businesses. The position contributes to the Rates analytics platform and builds scalable quantitative functionality within the Kannon analytics platform using C++ and/or Python. The Bank expects employees hired into this role to work in its New York City office in accordance with its hybrid working model. The listed New York City salary range is $110,000 to $163,000; actual salary may depend on factors including skills, experience, education, work location, and other qualifications. The stated range excludes incentive compensation and other remuneration.
Requirements
- Experience as a Quantitative Strategist, Quant Developer, Front-Office Developer, or similar quantitative professional within Fixed Income.
- Strong knowledge of Rates products and markets, including cash products and/or linear or non-linear interest-rate derivatives.
- Strong programming skills in C++ and/or Python, with experience developing production-quality quantitative analytics or financial applications.
- Understanding of derivatives pricing, risk, hedging, market data, and P&L, combined with strong numerical and problem-solving skills.
- Proven ability to leverage AI tools to enhance productivity and optimize workflows to solve business problems, while applying critical judgment to ensure responsible and ethical use of data and AI outputs.
Nice To Haves
- Experience supporting a U.S. Rates, U.S. Treasury, or related Fixed Income trading desk.
- Knowledge of interest-rate curves, volatility, inflation products, or Rates derivatives.
- Exposure to electronic trading, automated market-making, or execution analytics within Rates markets.
- Experience with real-time pricing, risk, market data, distributed computation, or large-scale quantitative platforms.
- Academic background in Mathematics, Computer Science, Physics, Engineering, Financial Engineering, Quantitative Finance, or another highly quantitative discipline.
Responsibilities
- Partner with Rates Trading, Structuring, and Technology to develop quantitative analytics supporting pricing, risk, P&L, and trading decisions.
- Develop and enhance Rates market data and analytics, including interest-rate curves, volatility surfaces, inflation, and related market data.
- Design and implement pricing, risk, and relative-value analytics across cash and interest-rate derivatives products.
- Build scalable quantitative functionality within the strategic Kannon analytics platform using C++ and/or Python.
- Analyze trading and market problems and translate business requirements into effective quantitative and technical solutions.
- Contribute to the continued development of the Rates analytics platform through collaboration, innovation, and knowledge sharing across the team.
Benefits
- Hybrid working model with in-office/work-from-home flexibility.
- Generous vacation, personal, and volunteer days.
- Employee Resource Groups supporting an inclusive workplace and 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.
- Physical, emotional, and financial wellness benefits.
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What This Job Offers
Job Type
Full-time
Career Level
Mid Level
Education Level
No Education Listed
