Quantitative Strategist – Rates Intraday Risk - Vice President

Deutsche Bank•New York, NY

4d•$155,000 - $252,500•Hybrid

About The Position

As a Quantitative Business Analyst on the Intraday Risk platform team, the role delivers the Intraday Risk and P&L platform for the US Rates trading business. Debt Strategic Analytics, part of Deutsche Bank Group Strategic Analytics, provides quantitative analytics, modelling, pricing, and risk management to the Fixed Income Business. The role works with Trading and Risk teams to manage the US Rates book of work, analyze requirements, implement scripted configuration changes, and develop core changes in C++. It also collaborates with the global development team to extend the core eRisk platform, supports trading desks by investigating risk and P&L numerical issues, and identifies upstream issues. The position is based in New York City and follows the Bank’s hybrid working model. The stated salary range is $155,000 to $252,500; incentive compensation and other remuneration are not included.

Requirements

Relevant experience working with front-office risk and P&L or pricing applications.
Strong quantitative, modelling, pricing, and risk management skills demonstrated in a financial services environment.
Experience working directly with traders and desk heads.
Knowledge of derivatives products, risk and P&L, market data, and calibrations.
Ability to leverage AI tools to enhance productivity and optimize workflows while applying critical judgment to responsible and ethical use of data and AI outputs.
Clear and effective written and spoken communication skills.
Self-disciplined and highly motivated attitude.
Ability to adapt in a dynamic environment.
Collaborative approach to finding innovative and sustainable solutions.
Analytical mindset with strong problem-solving skills and attention to detail.

Nice To Haves

Experience in the Rates business space.
Development experience in Python and C++.

Responsibilities

Manage the US Rates Intraday Risk book of work and its deliveries.
Analyze quantitative and functional risk and P&L requirements in detail.
Collaborate with Traders, the broader Strats team, Quants, and Developers to deliver functional and quantitative changes for the trading desk.
Implement and test configuration and scripted changes to deliver changes to production using Lua, JSON, Python, and SQL.
Investigate risk and P&L queries from users and train Production Support teams.
Coordinate testing with end users, developers, and testers.
Work with traders and desk heads to define, manage, and prioritize the US Rates Intraday Risk and P&L book of work.
Collaborate across Trading, Strats, Quants, and IT teams on problem solving and solution design to deliver robust, supportable solutions.
Develop core changes in C++ and work with the global development team to extend the core eRisk platform.
Support desks by investigating risk and P&L numerical issues and identifying upstream issues.

Benefits

Hybrid working model with in-office and work-from-home flexibility.
Generous vacation, personal, and volunteer days.
Employee Resource Groups supporting an inclusive workplace and community engagement.
Competitive compensation packages.
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.