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Deutsche Bank

Quantitative Strategist (Franchise Pricing) - Vice President

Deutsche Bank, New York, New York, us, 10261

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Job Title:

Quantitative Strategist (Franchise Pricing) Corporate Title:

Vice President Location:

New York, NY Overview

You will be joining the Kannon Franchise Pricing Strat team within Group Strategic Analytics. This team is responsible for managing the Kannon platform, delivering intraday and end-of-day pricing, risk and Profit & Loss (P&L) for the Bank's trading businesses globally. The team provides innovative solutions to business/regulatory requirements, ensuring that these solutions are accurate, performant, robust, reliable, and scalable. Your function will be to provide support across all asset classes while combining expertise in quantitative analytics, modelling, pricing, and risk management. This is coupled with a deep understanding of system architecture and software development. The primary output is a scalable and flexible C++ Front Office pricing and risk management system with a consistent interface to both the Middle Office and Back Office. 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

Responsible for analysis, design, and development of Kannon, a front-office pricing and risk management system in C++ and Python Development and delivery of next-generation C++ applications for pricing, trading, and intraday Risk/PnL Development and delivery of user-facing / server-side applications within Deutsche Bank's Rates, Credit, Commodities and Emerging Markets Trading businesses Work closely with trading, quants, and other stakeholders to understand requirements and deliver robust, reliable, and performant solutions How You'll Lead

Collaborate with the global Strats team in London, New York, and Asia Pacific Engage with stakeholders in Sales&Trading, Structuring, Research, and Quants Mentor and help grow junior talent in the team Skills You'll Need

Strong object-oriented programming skills in C++ / Python, or other object-oriented language; a background in computer science is a plus Experience working on large scale software development projects in C++ and/or Python Excellent written / verbal communication skills Ability to multi-task different projects and prioritize in a fast-paced production environment Attention to detail and excellent problem solving & numerical skills Skills That Will Help You Excel

Previous strats/quant/developer experience working in a front office / trading floor environment Experience developing user-facing pricing/trading applications (in any language) is a plus. Knowledge of interest rate derivatives products, risk and P&L, market data is a plus Academic background in Computer Science / Mathematics / Financial Engineering / Quantitative Finance Desire to work on both 'front end' (user-facing application / UI code) and 'back end' (analytics/pricing code) An open mind and aspiration to use, learn, and extend a large codebase designed to solve complex business problems 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 $150,000 to $230,000. 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 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.

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