Job Title: Quantitative Strategist (Emerging Markets)
Corporate Title: Vice President
Location: New York, NY
Overview
Deutsche Bank’s Global Strategic Analytics combines expertise in quantitative analytics, modeling, pricing, and risk management with deep understanding of system architecture and programming. The primary output is a scalable and flexible Front Office pricing and risk management system with consistent interface to both the Middle Office and Back Office.
The consistency in analytics and the technology platform ensures that no arbitrage can exist between various parts of the Bank as well as rational allocation of constrained resources, including risk budget, balance sheet, funding, and capital.
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
Implementing the automation of all Pnl processes and existing risk processes and enable appropriate controls (market object, model choice, calibration choice, booking exception policy)
Responsible for developing solutions to automate computation reserves, Independent Price Verification (IPV), aged inventory report, secured funding curves, and creation of database to support modeling and hedging algorithms
Working in collaboration with Trading, Structuring, Finance, Market Risk, Technology and Operations to support and drive the build-out of strategic analytics platform
Migrate all businesses risk management and valuation to the single strategic analytics platform, starting with Rates, Credit and Foreign Exchange (FX) Trading
How You’ll Lead
Collaborate with the global Strats team in London, New York, and Asia Pacific
Build and develop relationships with key stakeholders, both within Strategic Analytics group and beyond
Contribute to the strategic direction and evolution of the platform
Skills You’ll Need
Previous experience working within a quantitative analyst position, ideally within an Investment Banking or Financial services company
Strong quantitative analytic and modelling understanding with practical pricing and risk management experience especially on exotics modelling on interest rates, credit and FX derivative space
Strong programming skills utilizing languages such as Python or C++ in large-scale environment
Strong understanding of math skills in probability, stochastic calculus, and numerical methods
Skills That Will Help You Excel
Academic background in Computer Science / Mathematics / Financial Engineering / Quantitative Finance
Ability to work on both “back end” (analytics/pricing code) as well as “front end” (user-facing application / user interface (UI) code)
An open mind and aspiration to use, learn, and extend a large codebase designed to solve complex business problems
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.
Deutsche Bank provides reasonable accommodations to candidates and employees with a substantiated need based on disability and/or religion.
The salary range for this position in New York City is $155,000 to $252,500. 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.
Deutsche Bank Benefits
At Deutsche Bank, we recognize that our benefit programs have a profound impact on our colleagues. That’s why we are focused on providing benefits and perks that enable our colleagues to live authentically and be their whole selves, at every stage of life. We provide access to physical, emotional, and financial wellness benefits that allow our colleagues to stay financially secure and strike balance between work and home. Click here to learn more!
Learn more about your life at Deutsche Bank through the eyes of our current employees: https://careers.db.com/life
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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.
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. Click these links to view Deutsche Bank’s Equal Opportunity Policy Statement and the following notices: EEOC Know Your Rights; Employee Rights and Responsibilities under the Family and Medical Leave Act; and Employee Polygraph Protection Act.
Skills Required
- Previous experience in a quantitative analyst role
- Strong quantitative analytic and modeling skills
- Programming skills in Python or C++
- Understanding of probability, stochastic calculus, and numerical methods
Deutsche Bank Compensation & Benefits Highlights
The following summarizes recurring compensation and benefits themes identified from responses generated by popular LLMs to common candidate questions about Deutsche Bank and has not been reviewed or approved by Deutsche Bank.
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Healthcare Strength — Health coverage is positioned as comprehensive, spanning multiple medical plan options along with dental, vision, prescription coverage, life insurance, and disability protection.
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Leave & Time Off Breadth — Time away is described as generous, including annual leave, sick leave, public holidays, wellbeing leave, volunteering leave in some regions, and expanded bereavement leave in certain locations.
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Retirement Support — Retirement support is presented as a matched savings plan (401(k)), reinforcing longer-term financial security as part of the rewards package.
Deutsche Bank Insights
What We Do
At Deutsche Bank, we give original thinkers the space and support they need to shine. Merging local knowledge with global vision, in-depth insight with industry-leading digital expertise, if you’re an innovator by nature, we can help you to unleash your potential. We see things differently at Deutsche Bank – and we’re proud of our fresh perspective. Today, we’re driving growth through our strong client franchise, investing heavily in digital technologies, prioritising long-term success over short term gains, and serving society with ambition and integrity. Wherever your interests lie – in investment banking, trading, private wealth, asset management, retail banking - or many of the infrastructure functions that support them – you’ll discover resources, training and opportunities designed to keep you ahead of the curve. Intelligence has no boundaries: we welcome high-achieving, talented individuals from any background. If you’re full of imagination, enjoy solving problems and respond positively to complex challenges, discover a career to look forward to and join us!
