Deutsche Bank

Quantitative Strategist (Fixed Income) - Associate

New York, 1 Columbus Circle Full time

Job Description:

Job Title: Quantitative Strategist - Fixed Income

Corporate Title: Associate

Location: New York, NY

Overview

The Fixed Income Strats team is a part of the Group Strategic Analytics (GSA) is part of Group Chief Operation Office (COO) which acts as the bridge between the Bank’s businesses and infrastructure functions to help deliver the efficiency, control, and transformation goals of the Bank.

As a Fixed Income Credit Desk Strat, you will leverage the strats analytical platform to solve problems for our credit trading and financing franchise. You will help generate insights and value-added analysis for the business as well as develop solutions that improve efficiency and reliability. The team has a fast-paced, interactive environment and this is a hands-on role where one would need to apply a combination of technology, modeling, and product knowhow.

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

  • Working closely with trading, quants, and other stakeholders to understand requirements and design and implement robust, reliable, and performant solutions
  • Aiding trading with analysis of their risk and positioning in real time
  • Robust execution of critical operations that report key risk and valuation analytics
  • Coordinating development of quantitative valuation models and their calibrations
  • Helping control groups identify and investigate variances and fulfill regulatory obligations

Skills You’ll Need

  • Strong programming capabilities in C++ and Python; experience developing in a team setting
  • Experience developing front-office risk and P&L/pricing applications
  • Familiarity with risk neutral pricing and quantitative finance

Skills That Will Help You Excel

  • Knowledge of fixed income, ideally credit markets and working knowledge and experience with bond ETF valuation a plus
  • Ability to work and execute projects independently

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 RightsEmployee Rights and Responsibilities under the Family and Medical Leave Act; and Employee Polygraph Protection Act.