Deutsche Bank
Treasury Quantitative Strategist
Deutsche Bank, New York, NY
Job Description:
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
What You'll Do
How You'll Lead
Skills You'll Need
Skills That Will Help You Excel
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 Culture
Our working culture is inclusive and embraces a variety of perspectives, insights and backgrounds to drive innovation. We build talented diverse teams and encourage our people to develop to their full potential. We pursue a working environment where everyone feels authentic and a sense of belonging. Talk to us about flexible work arrangements and other initiatives.
We promote strong relationships and encourage high standards of performance and conduct. We welcome applications from people of all backgrounds and are committed to providing an inclusive, fair and equitable working environment.
Visit Inside Deutsche Bank to discover more about our culture and values including Diversity, Equity & Inclusion, Leadership, Learning, the Future of Work and more.
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!
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 HR.Direct[redacted]
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 Act and Pay Transparency Nondiscrimination Provision .
#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 Act and Pay Transparency Nondiscrimination Provision.
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 Culture
Our working culture is inclusive and embraces a variety of perspectives, insights and backgrounds to drive innovation. We build talented diverse teams and encourage our people to develop to their full potential. We pursue a working environment where everyone feels authentic and a sense of belonging. Talk to us about flexible work arrangements and other initiatives.
We promote strong relationships and encourage high standards of performance and conduct. We welcome applications from people of all backgrounds and are committed to providing an inclusive, fair and equitable working environment.
Visit Inside Deutsche Bank to discover more about our culture and values including Diversity, Equity & Inclusion, Leadership, Learning, the Future of Work and more.
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!
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 HR.Direct[redacted]
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 Act and Pay Transparency Nondiscrimination Provision .
#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 Act and Pay Transparency Nondiscrimination Provision.