Description
Deutsche Bank Securities, Inc. seeks a Vice President in New York, NY to drive the buildout of strategic analytics platforms. The role involves working with Trading, Structuring, Technology, and Operations.
Responsibilities include:
- Developing, enhancing, and maintaining sophisticated quantitative libraries and applications
- Utilizing programming languages such as Python for pricing, risk calculation, and regulatory reporting
- Collecting relevant financial data using financial data portals like Bloomberg
- Performing stress-testing and scenario analysis to evaluate portfolio vulnerability
- Building interest rate curves and interpolation models using Python and MATLAB
- Developing and maintaining quantitative libraries for product pricing and risk evaluation
- Analyzing Fixed Income products, including evaluating bond, SOFR, and LIBOR dynamics
The position requires a Master’s degree in Financial Engineering or a related field, and three years of experience in a similar role.
Salary range: $198,000.00 – $252,500.00/year.
Deutsche Bank offers various benefits, including physical, emotional, and financial wellness programs, to support employees' well-being and work-life balance.
The bank promotes a culture of responsibility, commercial thinking, initiative, and collaboration, celebrating employees' successes and valuing diversity and inclusion.