Quantitative Strategist (Rates) - Vice President

Deutsche Bank•New York, NY

1d•$155,000 - $252,500•Hybrid

About The Position

Deutsche Bank’s Group Strategic Analytics (GSA) brings the bank’s quantitative and modelling expertise together and is responsible for model development across the group. The Quantitative Strategist will support the 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 fixed-income and currencies analytics, including implementation of market-data functionality for interest-rate curves, inflation, interest-rate volatility, and other market data, as well as analysis, design, and development of desk analytics. The successful candidate will collaborate with Trading, Structuring, Technology, Operations, Risk, Valuation Control, and Research, and contribute to the platform’s strategic direction. The role also includes supporting junior colleagues and applying quantitative and software engineering expertise to business problems.

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.
Excellent written and verbal communication skills.
Ability to multitask and prioritize different projects in a fast-paced production environment.
Attention to detail and excellent problem-solving and numerical skills.
Demonstrated ability to use AI tools to enhance productivity and workflows while applying critical judgment to ensure responsible and ethical use of data and AI outputs.
Team-oriented, attentive to detail, self-starting, and enthusiastic work habits.

Nice To Haves

Experience with fixed-income derivatives products, markets, and hedging requirements, particularly cash, linear, or nonlinear interest-rate products.
Strat or quantitative experience on a US Treasury dealer desk; this is most preferred.
Experience with the theory and implementation of derivatives pricing and relative-value models.
Enterprise-level software engineering experience; experience with real-time risk design, dependency graphs, distributed computation, and machine learning is desirable.
Previous strats, quantitative, or developer experience in a front-office or trading-floor environment.
Knowledge of interest-rate derivatives products, risk and P&L, and market data.
Academic background in Computer Science, Mathematics, Financial Engineering, or Quantitative Finance.
Ability to work on both back-end analytics/pricing code and front-end user-facing application or UI code.
Open-mindedness and an aspiration to use, learn, and extend a large codebase designed to solve complex business problems.
A background in computer science.

Responsibilities

Support development and implementation of the strategic Kannon platform for intraday and end-of-day pricing, risk, and P&L information for fixed-income trading desks.
Partner with Trading, Structuring, Technology, and Operations to build out strategic analytics platforms.
Implement Kannon market-data functionality for Fixed Income & Currencies, including interest-rate curves, inflation, interest-rate volatility, and other market data.
Analyze, design, and develop desk analytics within the Kannon platform.
Apply business-driven quantitative and innovative ideas to solve complex problems for the desk.
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.