Quant jobs / Deutsche Bank

Quantitative Strategist – Rates Intraday Risk

A vice-president role running the intraday risk and P&L platform for the US rates business. It mixes desk-facing requirements, configuration changes and C++ development.

What you’d work on

Our reading of the posting: what a new hire in this role would most likely spend their first months on.

Own and prioritise the US rates intraday risk change list with traders
Implement configuration and script changes in Lua, JSON, Python and SQL
Investigate unexpected risk and P&L numbers raised by users
Extend the shared risk platform in C++ with the global team
Coordinate testing and train production support

What they ask for

Required

Front-office risk and P&L or pricing application experience
Quantitative, modelling, pricing and risk skills
Working directly with traders and desk heads
Derivatives, market data and calibration knowledge
Sensible use of AI tools

Preferred

Rates business experience
Python and C++ development
Clear communication
Adaptability in a dynamic setting

Education: Not stated
Experience: Experienced in front-office risk and P&L platforms
Languages and tools: Python
C++
SQL
Lua
JSON
Markets: fixed-income

How to prepare

Learn how intraday risk and P&L are produced and how to explain a P&L break
Practise SQL and Python to reconcile trade and risk data
Study interest-rate sensitivities and curve calibration
Write a small scripted configuration tool and test it against a sample risk engine

What to study

The Rates Quant roadmap sets out the stages for this kind of role, with free resources for each.

Open the roadmap

Apply

Read the full posting on Deutsche Bank’s site before applying: requirements, location and pay can change after we check them.

View the posting on Deutsche Bank’s site ↗

SelfMadeQuant wrote this summary from the employer’s public posting, last checked 6 November 2026. SelfMadeQuant isn’t affiliated with Deutsche Bank and doesn’t handle applications.