Quant jobs / Deutsche Bank

Quantitative Strategist – Rates

A vice-president strat building out the central analytics platform for the fixed-income desks. The platform delivers intraday and end-of-day pricing, risk and P&L.

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.

Build rates market data features such as IR curves, inflation and vols in the platform
Develop desk analytics and relative-value tools
Work with traders, structurers and operations on platform build-out
Write large-scale C++ or Python code for production
Help junior colleagues develop

What they ask for

Required

Several years at a trading or software firm
Fixed-income derivatives and hedging knowledge
Derivatives pricing and relative-value model implementation
Large-scale C++ and/or Python development
Numerical skills and attention to detail
Communication with trading and technology

Preferred

US Treasury dealer desk strat experience
Electronic trading and market-making exposure
Computer science, maths or financial engineering background
Front-end development ability

Education: Computer science, maths, financial engineering or quantitative finance background is helpful
Experience: Multiple years at a leading trading or software firm
Languages and tools: C++
Python
Markets: fixed-income

How to prepare

Implement a multi-curve rates framework and test it on swap and futures quotes
Study real-time risk design, including dependency graphs and incremental recalculation
Learn how Treasury dealers hedge and manage risk
Write a clean, tested C++ or Python analytics library

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.