# Quantitative Strategist – Rates

**Company**: Deutsche Bank
**Location**: New York, New York
**Work arrangement**: hybrid
**Experience**: senior
**Job type**: full-time
**Salary**: $155,000 to $252,500
**Category**: Finance
**Industry**: Finance

**Apply**: https://db.wd3.myworkdayjobs.com/en-US/DBWebsite/job/New-York-1-Columbus-Circle/Quantitative-Strategist--Rates----Vice-President_R0452943-1?utm_source=yubhub.co&utm_medium=jobs_feed&utm_campaign=apply
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## Description

We are seeking a Quantitative Strategist – Rates, Vice President to join our Global Strategic Analytics (GSA) team. GSA concentrates Deutsche Bank’s quantitative and modelling expertise within a single unit, with group-wide responsibility for model development.

In this role, you will support the development and implementation of the strategic Kannon platform, delivering intraday and end of day pricing, risk, and P&L information to our fixed income trading desks.

**Responsibilities**

- Multiple years of experience at a leading financial trading or software firm in fixed-income derivatives products, markets, and hedging requirements

- Experience with theory and implementation of derivatives pricing and relative value models

- Enterprise-level software engineering experience, with good design of real-time risk, dependence graphs, distributed computation, and machine learning desirable

- Work in partnership with Trading, Structuring, Technology, and Operations to drive the build-out of the strategic analytics platforms

- Implement market data functionality in Kannon for Fixed Income & Currencies (FIC)

- Analyze, design, and develop 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

- Foster a collaborative and supportive environment by helping junior members of the team

**Requirements**

- Strong object-oriented programming skills in C++ / Python

- Experience working on large scale software development projects in C++ and/or Python

- Ability to multi-task different projects and prioritize in a fast-paced production environment

- Excellent written / verbal communication skills

- Attention to detail and excellent problem solving & numerical skills

- Strat/quant experience supporting a U.S. Treasury dealer desk strongly preferred

**Benefits**

- Diverse and inclusive environment

- Hybrid working model, allowing for in-office / work from home flexibility

- Generous vacation, personal and volunteer days

- Competitive compensation packages including health and wellbeing benefits, retirement savings plans, parental leave, and family building benefits

- Educational resources, matching gift and volunteer programs

## Skills

### Required
- C++
- Python
- object-oriented programming
- software engineering
- machine learning
- derivatives pricing
- relative value models

### Nice to have
- electronic trading platforms
- automated market-making
- execution analytics
- interest rate derivatives products
- risk and P&L
- market data
- Computer Science
- Mathematics
- Financial Engineering
- Quantitative Finance

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