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Vice President, Quantitative Analyst
Deutsche Bank
New York, NY, United States
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Position Overview
Deutsche Bank New York Branch seeks a Vice President, Quantitative Analyst in New York, NY to develop and implement models to calculate price and risk for financial derivative products used by individuals, institutions and corporations engaged in saving, lending, investing, borrowing, and managing risk. Requires a Master’s degree in Financial Mathematics, Financial Engineering, Statistics or related quantitative field or equivalent and 2 years of experience utilizing and supporting development of pricing and risk management software library. Prior experience must include 2 years investigating methods for financial analysis to develop improved analytical tools and advanced financial investment instruments across asset classes including equity and interest rates; providing assistance to trading, strats and structuring groups on correct usage of models; utilizing C++, VBA and MS Excel to code and test models; reviewing developments to ensure integration in downstream systems; assisting trading desks and the middle office in meeting federal regulatory requirements, including risk based profit and loss explanations; and enhancing existing models to facilitate regulatory calculations including CCAR, stress test scenarios and historical simulations.
Global Markets
Global Markets combines the sales, trading and structuring of a wide range of financial markets products.
This incorporates Debt Trading, including FX, Rates, Credit, Structured Finance and Emerging Markets; Equities and equity-linked products; Exchange-traded and over-the-counter derivatives and Money Market and securitised instruments.
Coverage of institutional clients is provided by the Institutional Client Group, while Research provides analysis of markets, products and trading strategies for clients.