Treasury Quantitative Strategist

Deutsche Bank is seeking a highly skilled Treasury Quantitative Strategist to join our team in New York City. As a key member of our Global Treasury Strats team, you will be responsible for developing risk management analytics and pricing tools for treasury trading desks, including pool, issuance, strategic liquidity reserve (SLR), and central investment office (CIO) capabilities.

• Develop and implement risk management analytics and pricing tools for treasury trading desks
• Collaborate with Global Technology to build-out and pilot strategic analytics platform
• Support implementation of regulatory requirements such as IBOR submission and risk in the banking book (RiBB)
• Develop and maintain liquidity risk models for treasury and asset liability management (ALM) systems

• Strong quantitative analytic, modeling, pricing, and risk management skills
• Experience with interest rate risk or credit risk modeling
• Strong computing and programming skills, including C++ experience

• 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
• Competitive compensation packages including health and wellbeing benefits, retirement savings plans, parental leave, and family building benefits

Deutsche Bank is a leading global investment bank and financial services firm. We are committed to providing a positive, fair and inclusive work environment. We welcome applications from all people and promote a culture in which we are empowered to excel together every day.