Quantitative Strategist - Rates Intraday Risk

Job Description:

Job Title: Quantitative Strategist – Rates Intraday Risk

Corporate Title: Vice President

Location: New York, NY

Overview

As a Quantitative Business Analyst in the Intraday Risk platform team, you will be delivering Intraday Risk and P&L platform for the US Rates trading business.

Debt Strategic Analytics is part of Deutsche Bank Group Strategic Analytics and is responsible for delivering quantitative analytics, modelling, pricing and risk management to the Fixed Income Business.

You will be engaging with Trading and Risk teams to manage the US Rates book of work, analyze requirements, implement scripted configuration changes to customize the system, develop core changes in C++, work with the global development team to extend the core eRisk platform as well as providing support to the desks through investigation of risk and P&L numerical issues, and identifying upstream issues.

What We Offer You

• 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 You’ll Do

• You will manage the US Rates Intraday Risk book of work and deliveries
• Perform detailed analysis of quantitative and functional risk and P&L requirements
• Collaborate with Traders, broader Strats team, Quants and Developers to deliver functional and quantitative changes to the trading desk
• Implement and test configuration and scripted changes to rapidly deliver changes to production (using Lua, Json , Python and SQL)
• Investigate risk and P&L queries from users, and train Production Support teams
• Co-ordinate testing with end-users, developers and testers

How You’ll Lead

• Working with traders and desk heads you will define, manage and prioritize the US Rates Intraday Risk and P&L book of work
• Collaborating across Trading, Strats, Quants and IT teams in problem solving and solution design to deliver robust and supportable solutions

Skills You’ll Need

• Relevant experience working with front-office risk and P&L/pricing applications
• Strong quantitative, modelling, pricing and risk management skills, demonstrated within a financial services environment. Experience of the Rates business space is advantageous
• Experience working directly with traders and desk heads
• Knowledge of derivatives products, risk and P&L, market data and calibrations
• Development experience in Python and  C++ would be beneficial
• Proven ability to leverage AI tools to enhance productivity, optimize workflows to solve business problems, while applying critical judgment to ensure responsible and ethical use of data and AI outputs

Skills That Will Help You Excel

• Clear and effective written and spoken communication skills
• Self-disciplined and highly motivated attitude
• Able to adapt in a dynamic environment
• A collaborative approach to find innovative and sustainable solutions
• An analytical mindset, with strong problem solving skills and a detail-oriented approach

Expectations

It is the Bank’s expectation that employees hired into this role will work in the New York City, NY office in accordance with the Bank’s hybrid working model. 

Deutsche Bank provides reasonable accommodations to candidates and employees with a substantiated need based on disability and/or religion.

The salary range for this position in New York City is $155,000 to $252,500.  Actual salaries may be based on a number of factors including, but not limited to, a candidate’s skill set, experience, education, work location and other qualifications.  Posted salary ranges do not include incentive compensation or any other type of remuneration.

Deutsche Bank Benefits

At Deutsche Bank, we recognize that our benefit programs have a profound impact on our colleagues. That’s why we are focused on providing benefits and perks that enable our colleagues to live authenti­cally and be their whole selves, at every stage of life. We provide access to physical, emotional, and financial wellness benefits that allow our colleagues to stay financially secure and strike balance between work and home. Click here to learn more!

Learn more about your life at Deutsche Bank through the eyes of our current employees:  https://careers.db.com/life

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We strive for a culture in which we are empowered to excel together every day. This includes acting responsibly, thinking commercially, taking initiative and working collaboratively.

Together we share and celebrate the successes of our people. Together we are Deutsche Bank Group.

We welcome applications from all people and promote a positive, fair and inclusive work environment.

Qualified applicants will receive consideration for employment without regard to race, color, religion, sex, sexual orientation, gender identity, national origin, disability, protected veteran status or other characteristics protected by law. Click these links to view Deutsche Bank’s Equal Opportunity Policy Statement and the following notices: EEOC Know Your Rights; Employee Rights and Responsibilities under the Family and Medical Leave Act; and Employee Polygraph Protection Act.