Quantitative Modeler - Vice President

Job Description: To be considered for an interview, please make sure your application is full in line with the job specs as found below.Job Title Quantitative Modeler Corporate Title Vice President Location New York, NY Overview You will be joining the Deutsche Bank Analytics (DBA) team in NYC. DBA is the pricing model package used across all divisions of Deutsche Bank for trading and the risk management of Cash and Derivatives in all asset classes of the Bank including Rates, Credit, Foreign Exchange (FX), Commodities, Equities, Inflation, Corporate Finance, Money Markets, Mortgages, Hybrids, Emerging Markets (EM). Furthermore, DBA is used in many of the Bank's regulatory and portfolio calculations. What We Offer You A 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 Do Maintaining existing models and implementing new models used for pricing and risk management covering Rates & Municipal Derivatives and Cash productsDocumenting and testing new and existing modelsSupporting the DB Analytics library to Strats, Trading, Information Technology (IT), Model Validation and FinanceReviewing and challenging existing modelsProfiling and optimizing existing model w.r.t. run timeOn-going performance monitoringHow You'll Lead Gathering feedback from Trading and Structuring regarding model performance and user experienceAligning projects with the rest of the DBA team, sharing the development of strategic componentsCollaborating with other Strats teams for the design of workflows and functionality including supporting regulatory calculationsSkills You'll Need MSc or PhD in Finance, Maths, Physics or Computer ScienceRelevant professional experience in C++Relevant professional experience in Derivatives pricing and modellingRelevant professional experience in numerical methods (Monte Carlo, PDEs etc)Skills That Will Help You Excel Strong communication skillsSelf-motivatedEager to learn to become a firm-wide expert in your area of expertiseExpectations It is the Bank's expectation that employees hired into this role will work in the New York, NY 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 $180,000 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 Values & Diversity We believe talent is found in all cultures, countries, races, ethnicities, genders, sexual orientations, disabilities, beliefs, generations, backgrounds, and experiences. We pursue a working environment where everyone can be authentic and feel a sense of belonging. We are an Equal Opportunity Employer - Veterans/Disabled and other protected categories.#J-18808-Ljbffr

Created: 2024-11-06