Quant jobs / Deutsche Bank

Quantitative Strategist – Rates

A front-office strat in Group Strategic Analytics, serving the US rates desk. It builds the curves, volatility surfaces and pricing, risk and P&L analytics inside the bank's central analytics platform.

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.

Extend interest-rate curve, inflation and volatility surface market data in the platform
Implement pricing and relative-value analytics for cash and rate derivatives
Fix and explain risk and P&L numbers for the desk
Turn trader and structurer requests into C++ or Python library code
Work on real-time pricing and risk components

What they ask for

Required

Prior strat, quant developer or front-office developer experience in fixed income
Rates products and markets knowledge
C++ and/or Python for production analytics
Derivatives pricing, hedging and P&L understanding
Numerical problem solving
Sensible use of AI tools

Preferred

US rates or Treasury desk support
Inflation or rates volatility knowledge
Electronic trading or execution analytics exposure
Real-time or distributed risk platform experience
Quantitative academic background

Education: Quantitative discipline background (maths, CS, physics, engineering or financial engineering) is helpful
Experience: Prior quant, strat or front-office developer experience in fixed income
Languages and tools: C++
Python
Markets: fixed-income

How to prepare

Build a curve bootstrapper for OIS/SOFR and price swaps and swaptions against it
Implement a SABR or similar vol surface calibration in Python
Learn how risk sensitivities and P&L explain are produced for a rates book
Write a small C++ pricing library with a Python binding

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.