Quantitative Strategist; Developer - Associate - Vice President

Position Overview

Job Title:

Quantitative Strategist (Developer)

Corporate

Title:

Associate – Vice President

Location:

New York, NY

[ALL ROLES TO BE CONSIDERED]

You will be joining Deutsche Bank Group Strategic Analytics. The group is responsible for delivering applications to solve quantitative problems for Investment Banking trading businesses. You will be part of the Core Strats team delivering enhancements and extensions to the strategic Kannon platform. Development work will be done in C++ and Python. You will be responsible for analyzing, designing and developing quantitative functionality across trade pricing, valuation, risk and P&L (Profit & Loss), marking, calibration and automated controls functionality in the Kannon core tools.

• 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

• Collaborate with trading, quants and other stakeholders to understand requirements and deliver robust, reliable and performant solutions
• Drive model analysis, design and development of functionality to deliver business requirements in C++ and Python
• Responsible for performing analysis, design and development of quantitative valuation, risk and Profit and Loss (P&L), marking, calibration and controls functionality in Kannon using C++ and Python
• Investigate performance bottlenecks, ability to propose design for complex business problems, refactoring and simplification of existing solutions
• Deliver the application release schedule in a timely manner
• Contribute to the optimization effort to improve the scalability of the cross-asset platform; maintaining library coding standards via peer review

• Collaborating across Trading, Strats, Quants and IT teams in problem solving and solution design to deliver robust and supportable solutions
• Mentor and help support the growth of junior talent in the team

• Experience delivering quantitative solutions with Convertible Bonds, Exchange traded Funds, Structured Notes, Equity/Credit/Rates Derivatives trading businesses/products
• Good understanding of derivatives products, risk and P&L, market data and calibrations
• Experience of server-side development in Python and C++
• Strong background in developing front-office risk and P&L/pricing applications

• Experience managing small teams and project deliveries beneficial
• Clear and effective written and spoken communication skills
• Able to adapt in a dynamic environment
• A collaborative approach to find innovative and sustainable solutions; self-disciplined and highly motivated attitude
• An analytical mindset, with strong problem-solving skills and a detail-oriented approach

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 $110,000 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.

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…