Treasury Quantitative Strategist - Deutsche Bank : Job Details

Job Title Treasury Quantitative Strategist

Corporate Title Analyst - Vice President

Location New York, NY

(ALL ROLES TO BE CONSIDERED)

Overview

Treasury is a central function that manages and optimizes Deutsche Bank's funding, liquidity, interest rate risks, and other risks. The global Treasury Strats team across New York, London, Frankfurt, and Asia is part of the Group Strategic Analytics (GSA) team. We partner with Treasury, Investment Bank, Corporate Bank, and other divisions at Deutsche Bank. We combine 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 for treasury and the Firm to manage risks, allocate constrained resources, and maximize profitability.

What We Offer You

• A diverse and inclusive environment that embraces change, innovation, and collaboration.
• A hybrid working model, allowing for in-office / work from home flexibility, generous vacation, personal and volunteer days
• Employee Resource Groups support an inclusive workplace for everyone and promote community engagement
• Competitive compensation packages including health and wellbeing benefits, retirement savings plans, parental leave, and family building benefits

• Educational resources, matching gift and volunteer programs

What You'll Do

• Development of risk management analytics and pricing tools for treasury trading desks, including pool, issuance, strategic liquidity reserve (SLR), and central investment office (CIO)
• Development of a unified fund transfer pricing (FTP) and request for quote (FRQ) infrastructure for treasury and businesses at Deutsche Bank
• Development of hedge accounting capabilities for treasury issuance and SLR desks
• Development of liquidity risk models for treasury (e.g., intraday liquidity risk models) and development of asset liability management (ALM) systems for treasury
• Support of implementation of regulatory requirements such as IBOR submission and risk in the banking book (RiBB)
• Build-out and piloting of strategic analytics platform in partnership with Global Technology

How You'll Lead

• Lead the continued growth of the Treasury Strats team
• You will have the opportunity to build more efficient systems and improve the Bank's bottom line and profitability

Skills You'll Need

• Strong quantitative analytic, modeling, pricing, and risk management skills
• Strong computing and programming skills, including C++ experience
• Ability and aspiration to use, learn, and extend large codebase dealing with complex business problems
• Experience with interest rate risk or credit risk modeling

Skills That Will Help You Excel

• Familiarity with business and markets; experience with funding or banking businesses is a plus

Expectations

It 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, pregnancy, and/or religion.

The salary range for this position in New York City is $110,000 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 renumeration.

Deutsche Bank Benefits

At 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:

The 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 protected].

#LI-HYBRID

We 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.

We are an Equal Opportunity Employer - Veterans/Disabled and other protected categories. Click these links to view the following notices:EEOC Know Your Rights;Employee Rights and Responsibilities under the Family and Medical Leave Act;Employee Polygraph Protection ActandPay Transparency Nondiscrimination Provision.