The Company is seeking a Vice President, Quantitative Strategist with a focus on Rates. The successful candidate will be part of a team that centralizes the company's quantitative and modeling expertise, with a group-wide responsibility for model development. This role requires a deep understanding of system architecture and programming to support the development and implementation of a strategic platform, delivering pricing, risk, and P&L information to fixed-income trading desks. The ideal candidate will have a background in fixed-income derivatives products, markets, and hedging requirements, as well as experience in the theory and implementation of derivatives pricing and relative value models. Enterprise-level software engineering skills, particularly in C++ and Python, are essential, with a focus on real-time risk, distributed computation, and machine learning. Applicants for this role at the company should have a strong foundation in object-oriented programming, experience in large-scale software development projects, and the ability to work on both back-end and front-end code. A background in computer science, mathematics, financial engineering, or quantitative finance is highly valued. The role also involves working closely with trading, structuring, technology, and operations teams to drive the build-out of strategic analytics platforms. The candidate should be adept at clear communication, team-oriented, and have a strong focus on business-driven opportunities. Experience in a front-office or trading floor environment, knowledge of interest rate derivatives, and a proven ability to leverage AI tools are all advantageous. The company is committed to a diverse and inclusive work environment and encourages applications from all qualified individuals.

Hiring Company

Deutsche Bank