Deutsche Bank Jobs – Treasury Quantitative Strategist

Job Description:

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.

Job Responsibilities:

• Development of hedge accounting capabilities for treasury issuance and SLR desks
• Hear from our people and look inside our office:
• Development of Liquidity Risk Models for treasury (e.g., Intraday Liquidity Risk Models) and development of Asset Liability Management (ALM) systems for treasury
• Development of a unified Fund Transfer Pricing (FTP) and Request for Quote (FRQ) infrastructure for treasury and businesses at Deutsche Bank
• Development of risk management analytics and pricing tools for treasury trading desks, including Pool, Issuance, Strategic Liquidity Reserve (SLR), and Central Investment Office (CIO)

Job Requirements:

• Experience with interest rate risk or credit risk modeling
• Strong computing and programming skills, including C++ experience
• Strong quantitative analytic, modeling, pricing, and risk management skills
• Ability and aspiration to use, learn, and extend large codebase dealing with complex business problems
• Familiarity with business and markets; experience with funding or banking businesses is a plus

Job Details:

Company:  Deutsche Bank

Vacancy Type:  Full Time

Job Location: New York, NY, US

Application Deadline: N/A

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