Quantitative Strategist – Interest Rate Risk (Treasury) - Vice President

Job Description:

Job Title: Quantitative Strategist – Interest Rate Risk (Treasury)

Corporate Title: Vice President

Location: New York, NY

Overview

You will be joining the global Treasury Strat team across which is part of the Group Strategic Analytics team. We collaborate with Treasury, Investment Bank, Corporate Bank, and other divisions at Deutsche Bank. We combine expertise in quantitative analytics, modelling, pricing, and risk management with deep understanding of system architecture and programming. The primary output is a scalable and flexible front office pricing and risk management system for treasury and the firm to manage risks, allocate constrained resources, and maximize profitability.

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 the development of risk management analytics and pricing tools for Treasury trading desks, including pool, issuance, strategic liquidity reserve, and central investment office
• Responsible for the development of pricing and request for quote (RFQ) infrastructure for treasury and other businesses at Deutsche Bank
• Responsible for the development of hedge accounting capabilities for treasury issuance and SLR desks.
• Support the development of liquidity risk models for treasury (e.g. intraday liquidity risk models) and development of asset liability management systems for treasury

How You’ll Lead

• Lead the continued growth of the Treasury Strats team
• You will have the opportunity to build more efficient systems and improve the Bank’s bottom line and profitability

Skills You’ll Need

• Excellent quantitative, analytical, modelling, pricing, and risk management skills
• Good computing and programming skills, including C++ and Python experience
• Ability and aspiration to use, learn, and extend large codebase dealing with complex business problems
• Good experience with funding or banking businesses, interest rate risk and managing capital efficiency

Skills That Will Help You Excel

• Excellent communication skills, both written and verbal

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 $135,000 to $250,000.  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 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

The California Consumer Privacy Act outlines how companies can use personal information. If you are interested in receiving a copy of Deutsche Bank’s California Privacy Notice please email HR.Direct@DB.com.

#LI-HYBRID

We strive for a