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