Quantitative Strategist – Credit Intraday Risk - Vice President

About the Role

As a Quantitative Business Analyst in the Intraday Risk platform team, you will deliver the Intraday Risk and P&L platform for the US Rates trading business. Debt Strategic Analytics, part of Deutsche Bank Group Strategic Analytics, is responsible for delivering quantitative analytics, modeling, pricing, and risk management to the Fixed Income Business.

You will engage with Trading and Risk teams to manage the US Rates book of work, analyze requirements, implement scripted configuration changes to customize the system, develop core changes in C++, work with the global development team to extend the core eRisk platform, and provide support to the desks through investigation of risk and P&L numerical issues, as well as identifying upstream issues.

Responsibilities

• Manage the US Rates Intraday Risk book of work and deliveries
• Perform detailed analysis of quantitative and functional risk and P&L requirements
• Collaborate with Traders, broader Strats team, Quants, and Developers to deliver functional and quantitative changes to the trading desk
• Implement and test configuration and scripted changes to rapidly deliver changes to production (using Lua, Json, Python, and SQL)
• Investigate risk and P&L queries from users, and train Production Support teams
• Coordinate testing with end-users, developers, and testers
• Define, manage, and prioritize the US Rates Intraday Risk and P&L book of work in collaboration with traders and desk heads
• Collaborate across Trading, Strats, Quants, and IT teams in problem-solving and solution design to deliver robust and supportable solutions

Requirements

• Relevant experience working with front-office risk and P&L/pricing applications
• Strong quantitative, modeling, pricing, and risk management skills, demonstrated within a financial services environment
• Experience of the Rates business space is advantageous
• Experience working directly with traders and desk heads
• Knowledge of derivatives products, risk and P&L, market data, and calibrations
• Development experience in Python and C++ would be beneficial

Skills

• Clear and effective written and spoken communication skills
• Self-disciplined and highly motivated attitude
• Able to adapt in a dynamic environment
• A collaborative approach to find innovative and sustainable solutions
• An analytical mindset, with strong problem-solving skills and a detail-oriented approach

Benefits

• 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 supporting an inclusive workplace and promoting 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

Pay

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.

It is the Bank’s expectation that employees hired into this role will work in the New York City, NY 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.