Jobs · Finance · New York

Quantitative Strategist (Rates) - Vice President - Director

Deutsche Bank · New York, NY · 1 mo ago
HybridFinance$155k–$326k/yrFull-time
We need to output HTML fragment with sections: About the role (maybe Overview), Responsibilities, Requirements, Qualifications, Skills, Benefits, Pay, Schedule. Use

for section headings. Use
  • for any list of duties/requirements/benefits, and

    for prose. Do NOT repeat job title as heading. Do NOT put Job ID/requisition numbers as headings. Remove boilerplate. Include sections only when posting has real specific content. Avoid filler like "commensurate with experience". Provide Pay and Schedule only if posting actually states them. The posting includes salary range: $155,000 to $325,500. So Pay section with that. Schedule: mentions hybrid working model, expecting work in NYC office per hybrid model. So we can include Schedule section with hybrid working model info. Benefits: they list benefits: diverse and inclusive environment, hybrid working model, generous vacation, personal and volunteer days, employee resource groups, competitive compensation packages including health and wellbeing benefits, retirement savings plans, parental leave, family building benefits, educational resources, matching gift and volunteer programs. Also mention Deutsche Bank Benefits paragraph. So we can include Benefits section with list. We need Overview/About the role: The "Overview" paragraph: GSA concentrates... This role will support Agency RMBS and CMO business... The successful candidate will contribute... We can put that as About the role (or Overview). Use

    About the role

    then

    ... maybe combine. Responsibilities: "What You’ll Do" bullet list. Also "How You’ll Lead" maybe part of responsibilities or separate? Could be part of Responsibilities. We'll treat as responsibilities. Requirements: "Skills You’ll Need" maybe qualifications. Also "Skills That Will Help You Excel" maybe additional qualifications. We'll combine into Requirements or Qualifications. The instruction: Use headings like About the role, Responsibilities, Requirements, Qualifications, Skills, Benefits, Pay, Schedule. We need to decide which to use. We can have About the role, Responsibilities, Requirements, Qualifications, Skills, Benefits, Pay, Schedule. But we should avoid thin sections. Perhaps combine Requirements and Qualifications into one? But they are separate headings allowed. We need to include only when posting has real specific content. We have content for Requirements (skills needed) and Qualifications (academic background, experience). Also Skills (maybe separate). Could treat "Skills You’ll Need" as Skills section, and "Skills That Will Help You Excel" as Qualifications? Or vice versa. Let's map: - About the role: Overview paragraph. - Responsibilities: What You’ll Do + How You’ll Lead (leadership expectations). - Requirements: Skills You’ll Need (hard skills). - Qualifications: Skills That Will Help You Excel (additional experience/academic). - Skills: maybe we could combine but we already used Skills for Requirements. Could rename: Requirements = technical skills, Qualifications = experience/education, Skills = maybe soft skills? But we have soft skills in Skills You’ll Need (analytical, problem-solving, communication). Could put those in Skills section. Let's think: The posting includes "Skills You’ll Need" list: strong OOP programming in C++ and Python, multiple years experience supporting Agency RMBS..., strong understanding of mortgage-backed security valuation..., experience developing quantitative models..., excellent analytical, problem-solving, communication, organizational skills... That's a mix of technical and soft. Then "Skills That Will Help You Excel": previous experience as Quant Strategist..., strong knowledge of mortgage market structure..., experience with prepayment modeling..., academic background..., strong understanding of risk attribution..., ability to translate complex quantitative concepts... That's also mix. We could create sections: Responsibilities, Requirements (technical), Qualifications (experience/education), Skills (soft). But we need to avoid duplication. Let's decide: - About the role: overview paragraph. - Responsibilities: What You’ll Do + How You’ll Lead. - Requirements: Technical skills (C++/Python, mortgage analytics, model development, pricing libraries, risk analytics). - Qualifications: Academic background and years of experience, prior experience as Quant Strategist, knowledge of mortgage market structure, etc. - Skills: Soft skills (analytical, problem-solving, communication, organizational, ability to manage multiple priorities, translate complex concepts). - Benefits: list. - Pay: salary range. - Schedule: hybrid working model expectation. We must ensure we don't create sections with filler. All have content. Now format: Use

    for each heading. Then content: For lists use
    • . For prose use

      . For multiple paragraphs maybe multiple

      . Avoid extra whitespace? It's fine. We must not include HTML wrapper tags like or . Just fragment. Let's draft. About the role: combine overview paragraphs: "GSA concentrates Deutsche Bank's quantitative and modeling expertise within a single unit. With group-wide responsibility for model development, GSA takes a cross-business and cross-functional approach to solving quantitative analytics challenges and establishing common development standards across the bank. This role will support the Agency RMBS and CMO business, partnering closely with Trading, Structuring, and Technology to develop and enhance mortgage analytics within the strategic Kannon platform. The successful candidate will contribute to the development of pricing, risk, prepayment, and cashflow analytics used across the mortgage trading desk, delivering intraday and end-of-day risk, valuation, and P&L information for securitized products." That's one

      . Responsibilities: combine "What You’ll Do" bullet list and "How You’ll Lead" bullet list. What You’ll Do bullets: - Develop and enhance pricing, risk, cashflow, and valuation analytics for Agency RMBS, CMOs, specified pools, TBAs, and related mortgage-backed securities within the strategic Kannon platform - Partner closely with Trading, Structuring, Technology, and Operations to deliver scalable quantitative solutions supporting mortgage trading, risk management, and portfolio optimization - Design and implement mortgage analytics, including prepayment modeling, option-adjusted spread (OAS) analytics, scenario analysis, relative value frameworks, and hedge effectiveness measures - Build and maintain mortgage market data infrastructure covering securitized product reference data, valuation parameters, prepayment assumptions, curve and volatility inputs - Develop innovative quantitative tools and models that help improve trading decisions, risk attribution, P&L explain, and market opportunity identification across the mortgage business - Contribute to the strategic evolution of the platform by mentoring junior team members, promoting best development practices, and driving collaboration across quantitative, trading, and technology teams How You’ll Lead bullets: - Clear communication with Trading, Risk and Valuation Control, Research, and Technology - Team-oriented, attentive to detail, self-starting, enthusiastic work habits - Contribute to the strategic direction and evolution of the platform We can combine into one

        with all items. Requirements (technical): from Skills You’ll Need technical items: - Strong object-oriented programming skills in C++ and Python, with experience in developing and supporting large-scale production analytics platforms - Multiple years of experience supporting Agency RMBS, CMOs, mortgage derivatives, within a front-office or quantitative environment - Strong understanding of mortgage-backed security valuation, cashflow modeling, prepayment behavior, OAS analytics, and mortgage risk management - Experience in developing and implementing quantitative models, pricing libraries, and risk analytics used by mortgage trading desks We could also include excellent analytical, problem-solving, communication, organizational skills? But those are soft; we put them in Skills. Qualifications: from Skills That Will Help You Excel: - Previous experience as a Quantitative Strategist, Quant Developer, or Front Office Strats professional supporting securitized mortgage products, especially Agency RMBS, CMOs, and mortgage derivatives - Strong knowledge of mortgage market structure, including TBA trading, specified pools, CMO structuring, mortgage risk management, and trading workflows - Experience with prepayment modeling, OAS analytics, Monte Carlo simulation, term structure models, and other fixed income quantitative techniques - Academic background in Financial Engineering, Quantitative Finance, Mathematics, Physics, Computer Science, or a related quantitative discipline, with the ability to work across both quantitative analytics and user-facing applications - Strong understanding of risk attribution, P&L explain, and front-office decision-making, with the ability to translate complex quantitative concepts into practical solutions for trading and risk management Skills (soft): from Skills You’ll Need soft items plus maybe from Qualifications soft: - Excellent analytical, problem-solving, communication, and organizational skills, with the ability to manage multiple priorities in a fast-paced front-office environment - Ability to translate complex quantitative concepts into practical solutions for trading and risk management (already in Qualifications but we can keep) But to avoid duplication, we can list: - Excellent analytical, problem-solving, communication, and organizational skills - Ability to manage multiple priorities in a fast-paced front-office environment - Ability to translate complex quantitative concepts into practical solutions for trading and risk management Benefits: list items from "What We Offer You" and Deutsche Bank Benefits paragraph. What We Offer You bullets: - 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 Deutsche Bank Benefits paragraph: talk about physical, emotional, financial wellness benefits, etc. We can summarize as list items maybe: physical, emotional, financial wellness benefits that allow colleagues to stay financially secure and strike balance between work and home. But we should not invent; we can paraphrase but must preserve substance. The paragraph: "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." That's a sentence. We can include as a

        or list item. We'll include as a

        maybe. Pay: salary range: $155,000 to $325,500. Also note that actual salaries may be based on factors etc. We should include that detail? The instruction: Preserve ALL substantive information; do NOT invent or summarize away detail. So we should include the sentence about actual salaries may be based on factors etc. Also note that posted salary ranges do not include incentive compensation. So we include that as well. Thus Pay section:

        The salary range for this position in New York City is $155,000 to $325,500. 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.

        Schedule: hybrid working model expectation: "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." Also earlier: "A hybrid working model, allowing for in-office / work from home flexibility". So we can combine:

        The role follows Deutsche Bank's hybrid working model, with expectation to work from the New York City office.

        Also mention flexible in-office/remote. Now ensure we don't repeat content unnecessarily but preserve all. Now produce HTML fragment. Let's craft:

        About the role

        GSA concentrates Deutsche Bank's quantitative and modeling expertise within a single unit. With group-wide responsibility for model development, GSA takes a cross-business and cross-functional approach to solving quantitative analytics challenges and establishing common development standards across the bank. This role will support the Agency RMBS and CMO business, partnering closely with Trading, Structuring, and Technology to develop and enhance mortgage analytics within the strategic Kannon platform. The successful candidate will contribute to the development of pricing, risk, prepayment, and cashflow analytics used across the mortgage trading desk, delivering intraday and end-of-day risk, valuation, and P&L information for securitized products.

        Responsibilities

        • Develop and enhance pricing, risk, cash

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