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About the Role
Deutsche Bank New York Branch seeks a Quantitative Trader to develop innovations in quantitative trading, including opportunities for automation.
Responsibilities
- Managing and running electronic trading strategies across asset classes, including pricing, execution, liquidity management, inventory management, position management, and real-time risk management in fast-moving market environments.
- Developing, designing, validating, back-testing, and implementing electronic trading strategies using database languages including KDB/SQL, Python for systematic trading, and trading analytics workflows.
- Performing advanced statistical analysis and modelling including performance attribution, market impact analysis, transaction cost analysis (TCA), financial modelling, and quantitative risk management.
- Applying advanced mathematical and quantitative methods, including probability theory, and optimization techniques, to analyze, develop, and validate pricing models across asset classes.
- Collaborating cross-functionally with traders, quantitative researchers, sales, and technology teams to design and enhance electronic trading infrastructure, including automation, execution optimization, liquidity distribution, and data-driven trading decision frameworks across electronic trading platforms.
Requirements
- Master’s degree in Finance, Financial Engineering, or related field or equivalent
- Two (2) years of experience managing and running electronic trading strategies across asset classes, including pricing, execution, liquidity management, inventory management, position management, and real-time risk management in fast-moving market environments
- Developing, designing, validating, back-testing, and implementing electronic trading strategies using database languages including KDB/SQL, Python for systematic trading, and trading analytics workflows
- Performing advanced statistical analysis and modelling including performance attribution, market impact analysis, transaction cost analysis (TCA), financial modelling, and quantitative risk management
- Applying advanced mathematical and quantitative methods, including probability theory, and optimization techniques, to analyze, develop, and validate pricing models across asset classes
- Collaborating cross-functionally with traders, quantitative researchers, sales, and technology teams to design and enhance electronic trading infrastructure, including automation, execution optimization, liquidity distribution, and data-driven trading decision frameworks across electronic trading platforms.
Skills
- KDB/SQL
- Python
- Probability theory
- Optimization techniques
Location
- New York, NY
Work Type
- Full-time
Experience Level
- 2 years of experience
Education Level
- Master’s degree in Finance, Financial Engineering, or related field or equivalent
Salary/Compensations
- $150,000.00 – $170,000.00/year
Benefits
- Physical wellness benefits
- Emotional wellness benefits
- Financial wellness benefits
- Employee Referral Incentive Program
About the Company
- At Deutsche Bank, we recognize that our benefit programs have a profound impact on our colleagues.
- 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.
Equal Opportunity
- 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.
- Deutsche Bank’s Equal Opportunity Policy Statement
- EEOC Know Your Rights
- Employee Rights and Responsibilities under the Family and Medical Leave Act
- Employee Polygraph Protection Act