Quantitative Strategist (Emerging Markets - Vice President

Job Description:Job Title: Quantitative Strategist (Emerging Markets)Corporate Title: Vice PresidentLocation: New York, NYOverviewDeutsche Bank’s Global Strategic Analytics combines expertise in quantitative analytics, modeling, 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 with consistent interface to both the Middle Office and Back Office.The consistency in analytics and the technology platform ensures that no arbitrage can exist between various parts of the Bank as well as rational allocation of constrained resources, including risk budget, balance sheet, funding, and capital.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 DoImplementing the automation of all Pnl processes and existing risk processes and enable appropriate controls (market object, model choice, calibration choice, booking exception policy)Responsible for developing solutions to automate computation reserves, Independent Price Verification (IPV), aged inventory report, secured funding curves, and creation of database to support modeling and hedging algorithmsWorking in collaboration with Trading, Structuring, Finance, Market Risk, Technology and Operations to support and drive the build-out of strategic analytics platformMigrate all businesses risk management and valuation to the single strategic analytics platform, starting with Rates, Credit and Foreign Exchange (FX) TradingHow You’ll LeadCollaborate with the global Strats team in London, New York, and Asia PacificBuild and develop relationships with key stakeholders, both within Strategic Analytics group and beyondContribute to the strategic direction and evolution of the platformSkills You’ll NeedPrevious experience working within a quantitative analyst position, ideally within an Investment Banking or Financial services companyStrong quantitative analytic and modelling understanding with practical pricing and risk management experience especially on exotics modelling on interest rates, credit and FX derivative spaceStrong programming skills utilizing languages such as Python or C++ in large-scale environmentStrong understanding of math skills in probability, stochastic calculus, and numerical methodsSkills That Will Help You ExcelAcademic background in Computer Science / Mathematics / Financial Engineering / Quantitative FinanceAbility to work on both “back end” (analytics/pricing code) as well as “front end” (user-facing application / user interface (UI) code)An open mind and aspiration to use, learn, and extend a large codebase designed to solve complex business problemsExpectationsIt 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 $155,000 to $252,500. 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 BenefitsAt 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: 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 View email address on click.appcast.io .#LI-HYBRIDWe strive for a culture in which we are empowered to excel together every day. This includes acting responsibly, thinking commercially, taking initiative and working collaboratively.Together we share and celebrate the successes of our people. Together we are Deutsche Bank Group.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. Click these links to view Deutsche Bank’s Equal Opportunity Policy Statement and the following notices: EEOC Know Your Rights ; Employee Rights and Responsibilities under the Family and Medical Leave Act ; and Employee Polygraph Protection Act . #J-18808-Ljbffr