Job Title: Quantitative Strategist – Rates
Corporate Title: Associate
Location: New York, NY
Overview
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 are looking for a Quantitative Strategist to join our Rates business in New York, working closely with Trading, Structuring, and Technology. You will develop quantitative analytics and market data capabilities supporting Fixed Income trading, with particular focus on interest rates products, curves, volatility, pricing, risk, and P&L. This is a highly quantitative, hands-on role offering exposure to the trading desk and the opportunity to combine financial modelling, software development, and markets knowledge to solve real-time business problems.
What We Offer You
•A diverse and inclusive environment that embraces change, innovation, and collaboration
•A hybrid working model, allowing for in-office / work from home flexibility, generous vacation, personal and volunteer days
•Employee Resource Groups support an inclusive workplace for everyone and promote community engagement
•Competitive compensation packages including health and wellbeing benefits, retirement savings plans, parental leave, and family building benefits
•Educational resources, matching gift and volunteer programs
What You'll Do
•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
Skills You'll Need
•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
Skills That Will Help You Excel
•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
Expectations
It is the Bank's expectation that employees hired into this role will work in the New York City office in accordance with the Bank's hybrid working model.
The salary range for this position in New York City is $110,000 to $163,000. Actual salaries may be based on a number of factors including, but not limited to, a candidate's skill set, experience, education, work location and other qualifications. Posted salary ranges do not include incentive compensation or any other type of remuneration.
