Quantitative Strategist – Rates - Associate

Corporate Title: AssociateLocation: New York, NYOverviewGroup Strategic Analytics (GSA) brings together Deutsche Bank’s quantitative modelling and analytics expertise across businesses. The team develops and delivers strategic analytics, pricing, risk, and P&L capabilities used across the Bank’s trading businesses.We are looking for a Quantitative Strategist to join our Rates business in New York, working closely with Trading, Structuring, and Technology. You will develop quantitative analytics and market data capabilities supporting Fixed Income trading, with particular focus on interest rates products, curves, volatility, pricing, risk, and P&L.This is a highly quantitative, hands-on role offering exposure to the trading desk and the opportunity to combine financial modelling, software development, and markets knowledge to solve real-time business problems.What We Offer YouA diverse and inclusive environment that embraces change, innovation, and collaborationA hybrid working model, allowing for in-office / work from home flexibility, generous vacation, personal and volunteer daysEmployee Resource Groups support an inclusive workplace for everyone and promote community engagementCompetitive compensation packages including health and wellbeing benefits, retirement savings plans, parental leave, and family building benefitsEducational resources, matching gift and volunteer programsWhat You’ll DoPartner with Rates Trading, Structuring, and Technology to develop quantitative analytics supporting pricing, risk, P&L, and trading decisionsDevelop and enhance Rates market data and analytics, including interest-rate curves, volatility surfaces, inflation, and related market dataDesign and implement pricing, risk, and relative-value analytics across cash and interest-rate derivatives productsBuild scalable quantitative functionality within the strategic Kannon analytics platform using C++ and/or PythonAnalyze trading and market problems and translate business requirements into effective quantitative and technical solutionsContribute to the continued development of the Rates analytics platform through collaboration, innovation, and knowledge sharing across the teamSkills You’ll NeedExperience as a Quantitative Strategist, Quant Developer, Front-Office Developer, or similar quantitative professional within Fixed IncomeStrong knowledge of Rates products and markets, including cash products and/or linear or non-linear interest-rate derivativesStrong programming skills in C++ and/or Python, with experience developing production-quality quantitative analytics or financial applicationsUnderstanding of derivatives pricing, risk, hedging, market data, and P&L, combined with strong numerical and problem-solving skillsProven ability to leverage AI tools to enhance productivity, optimize workflows to solve business problems, while applying critical judgment to ensure responsible and ethical use of data and AI outputsSkills That Will Help You ExcelExperience supporting a U.S. Rates, U.S. Treasury, or related Fixed Income trading deskKnowledge of interest-rate curves, volatility, inflation products, or Rates derivativesExposure to electronic trading, automated market-making, or execution analytics within Rates marketsExperience with real-time pricing, risk, market data, distributed computation, or large-scale quantitative platformsAcademic background in Mathematics, Computer Science, Physics, Engineering, Financial Engineering, Quantitative Finance, or another highly quantitative disciplineExpectationsIt 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 $163,000. 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.