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Deutsche Bank · 20 hours ago

Quantitative Strategist (Developer) - Associate - Vice President

New York, NY

Full-time

Hybrid

Mid, Senior Level

$110K/yr - $252K/yr

Deutsche Bank is a leading global investment bank providing financial services to its clients. The Quantitative Strategist (Developer) will be responsible for developing quantitative functionality for Investment Banking trading businesses, focusing on trade pricing, risk, and automated controls using C++ and Python.

BankingFinanceFinancial Services

Responsibilities

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

Qualification

C++PythonQuantitative analysisDerivatives products knowledgeRiskP&L understandingTeam managementEffective communicationProblem-solving skillsAdaptabilityCollaboration

Required

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