Quantitative Strategist (Rates) – Associate at Deutsche Bank | NY, US | Rezi

Quantitative Strategist (Rates) – Associate at Deutsche Bank

Quantitative Strategist (Rates) – Associate

Deutsche Bank · NY, US

1 weeks ago

Quantitative Strategist (Rates) – Associate

Deutsche Bank · NY, US

10 days ago
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About the Role

Group Strategic Analytics (GSA) is seeking a Quantitative Strategist to join the Rates business in New York. This role involves developing quantitative analytics and market data capabilities for Fixed Income trading, with a focus on interest rates products, curves, volatility, pricing, risk, and P&L. It's a hands-on position combining financial modelling, software development, and market knowledge to address real-time business challenges.

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

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, optimize workflows to solve business problems, while applying critical judgment to ensure responsible and ethical use of data and AI outputs
  • 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

Skills

  • C++
  • Python
  • Quantitative analytics
  • Market data
  • Fixed Income
  • Rates products
  • Derivatives pricing
  • Risk management
  • P&L analysis
  • AI tools

Location

  • New York, NY

Work Type

  • Hybrid

Experience Level

  • Associate

Education Level

  • Mathematics
  • Computer Science
  • Physics
  • Engineering
  • Financial Engineering
  • Quantitative Finance

Salary/Compensations

  • $110,000 to $163,000

Benefits

  • Hybrid working model
  • Generous vacation, personal and volunteer days
  • Employee Resource Groups
  • Health and wellbeing benefits
  • Retirement savings plans
  • Parental leave
  • Family building benefits
  • Educational resources
  • Matching gift and volunteer programs

About the Company

  • Group Strategic Analytics (GSA) brings together Deutsche Bank’s quantitative modelling and analytics expertise across businesses.
  • The team develops and delivers strategic analytics, pricing, risk, and P&L capabilities used across the Bank’s trading businesses.
  • 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.

Equal Opportunity

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