Treasury Quantitative Strategist - Associate - Vice President
Location: New York, New York
Type: Full Time
Internal Number: 20439274
Job Title Treasury Quantitative Strategist
Corporate Title Associate -Vice President
(ALL ROLES TO BE CONSIDERED)
Location New York, NY
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.
The Chief Risk Office function has Group-wide responsibility for the management and control of all credit, market, operational, enterprise and liquidity risks and has the responsibility of continual development of methods for risk measurement, frameworks and creating a bank wide strong risk culture. Deutsche Bank has been named 'Bank Risk Manager of the Year' by the leading publication risk.net for the second consecutive year (2020 & 2021).
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
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 $135,000 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
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We are an Equal Opportunity Employer - Veterans/Disabled and other protected categories.
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Our values define the working environment we strive to create - diverse, supportive and welcoming of different views. We embrace a culture reflecting a variety of perspectives, insights and backgrounds to drive innovation. We build talented and diverse teams to drive business results and encourage our people to develop to their full potential. Talk to us about flexible work arrangements and other initiatives we offer.
We promote good working relationships and encourage high standards of conduct and work performance. We welcome applications from talented people from all cultures, countries, races, genders, sexual orientations, disabilities, beliefs and generations and are committed to providing a working environment free from harassment, discrimination and retaliation.
Visit Inside Deutsche Bank to discover more about the culture of Deutsche Bank including Diversity, Equity & Inclusion, Leadership, Learning, Future of Work and more besides.
We are an Equal Opportunity Employer - Veterans/Disabled and other protected categories. Click these links to view the following notices: EEO is the Law poster and supplement ; Employee Rights and Responsibilities under the Family and Medical Leave Act ; Employee Polygraph Protection Act and Pay Transparency Nondiscrimination Provision .