Quantitative Strategist – Credit Intraday Risk - Vice President
Deutsche Bank
New York, NY, US
Base: $155,000 to $252,500; bonus/equity: not spec...
Hybrid
Us rates trading experience
Python and c++ development skills
Risk and p&l numerical analysis
The role involves managing the US Rates Intraday Risk book of work and delivering functional and quantitative changes to the trading desk
Job Summary
The role involves managing the US Rates Intraday Risk book of work and delivering functional and quantitative changes to the trading desk.
Candidates will collaborate with Traders, Strats, Quants, and Developers to investigate risk and P&L queries while implementing scripted configuration changes.
Deutsche Bank offers a hybrid working model, competitive compensation packages, and a diverse inclusive environment that embraces innovation.
Matching Summary
The role involves managing the US Rates Intraday Risk book of work and delivering functional and quantitative changes to the trading desk.
Salary
Base: $155,000 to $252,500; Bonus/Equity: Not specified; Benefits: Health, retirement, parental leave, and family building benefits included
Skills & Requirements
Must-have
US Rates trading experience
Python and C++ development skills
Risk and P&L numerical analysis
Derivatives product knowledge
Front-office risk application experience
Nice-to-have
Strong communication skills
Adaptability in dynamic environment
Collaborative problem-solving approach
Experience with Lua, JSON, SQL
Self-disciplined and motivated attitude
Key Requirements
Relevant experience in front-office risk applications
Strong quantitative and modeling skills in financial services
Knowledge of derivatives products and market data calibrations