Quantitative Strategist - Credit Strats - Vice President
: Job Details :


Quantitative Strategist - Credit Strats - Vice President

Deutsche Bank

Location: New York,NY, USA

Date: 2024-10-15T22:21:03Z

Job Description:

Job Title: Quantitative Strategist - Credit Strats

Corporate Title: Associate - Vice President

Location: New York, NY

Overview:

Deutsche Bank's Group Strategic Analytics group is a front-office group combining expertise in quantitative analytics, modeling, pricing, and risk management, with a deep understanding of system architecture and programming. The Corporate and Investment Bank (CIB) Strats team is responsible for delivery of risk and Profit & Loss (P&L) and pricing platforms for the CIB trading businesses globally. The team delivers innovative solutions to business requirements, ensuring that these solutions are accurate, performant, robust, reliable, and scalable. You will be joining the CIB Strats team to support the development and implementation of the strategic Kannon platform, delivering intraday and end-of-day pricing, risk, and P&L platform for trading desks within CIB, aiming to integrate front office functions into a single architecture, removing duplication, and operational complexity caused by fragmentation of these functions across 30+ legacy platforms.

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:

  • Work in partnership with Trading, Structuring, Technology, and Operations to collaboratively drive the build-out of the strategic analytics platforms.
  • Responsible for implementing market data functionality in Kannon for Fixed Income & Currencies (FIC), covering Inherent Risk (IR) & Credit curves, Bond prices & spreads, Credit vols, and other market data.
  • Analysis, design, and development of analytics for the desk within Kannon platform.
  • Strong focus on business-driven opportunities and bringing innovative and quantitative ideas to solve complex problems for the desk.

How You'll Lead:

  • Actively manage stakeholder engagement by ensuring close collaboration with key stakeholders across the Bank. Work closely with subject matter experts to collect, balance, and prioritize business requirements.
  • Provide solutions for the project that support the Bank's vision, goals, and strategy, whilst understanding the regulatory landscape.
  • Champion accountability by taking ownership and delivering what you have committed.

Skills You'll Need:

  • Strong quantitative, modelling, pricing, and risk management skills, demonstrated within a financial services environment.
  • Experience developing banking applications and large-scale projects with C++ and/or Python.
  • Experience working with Credit products and other analytic market data.
  • Strong understanding of Credit cash and/or derivatives products including Exotics.
  • Understanding of front-office risk and Profit & Loss (P&L) calculation.

Skills That Will Help You Excel:

  • Investment Banking Front-Office application delivery experience.
  • Experience in a project leadership role is a plus.

Expectations:

It is the Bank's expectation that employees hired into this role will work in the New York City 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, pregnancy, and/or religion.

The salary range for this position in New York City is $135,000 to $250,000. 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.

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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.

We are an Equal Opportunity Employer - Veterans/Disabled and other protected categories.

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