# Quantitative Strategist (Rates) - Vice President - Director at Deutsche Bank

Deutsche Bank is hiring a Quantitative Strategist (Rates) - Vice President - Director in New York, United States. It pays $155k-$326k a year and Level rates it Little AI ●○○○; you can [apply on Deutsche Bank](https://jobsbylevel.com/go/05acb999-bcef-46a9-ae9e-8db3e530af4b?utm_medium=ai-agent).

AI Level 1, AI centrality 35 out of 100. New York, 1 Columbus Circle.

## Details

- Company: [Deutsche Bank](https://jobsbylevel.com/companies/deutsche-bank)
- AI level: AI Level 1 (score 35 out of 100)
- Location: New York, 1 Columbus Circle
- Salary: $155k-$326k
- Posted: November 3, 2026
- Apply: https://jobsbylevel.com/go/05acb999-bcef-46a9-ae9e-8db3e530af4b?utm_medium=ai-agent
- Free CV review for this job: https://jobsbylevel.com/cv-review?job=quantitative-strategist-rates-vice-president-director-at-deutsche-bank-f35ac5

## Description

Job Description: J ob Title: Quantitative Strategist - Rates Corporate Title: Vice President - Director Location: New York, NY [ALL ROLES TO BE CONSIDERED] Overview GSA concentrates Deutsche Bank's quantitative and modeling expertise within a single unit. With group-wide responsibility for model development, GSA takes a cross-business and cross-functional approach to solving quantitative analytics challenges and establishing common development standards across the bank. This role will support the Agency RMBS and CMO business, partnering closely with Trading, Structuring, and Technology to develop and enhance mortgage analytics within the strategic Kannon platform. The successful candidate will contribute to the development of pricing, risk, prepayment, and cashflow analytics used across the mortgage trading desk, delivering intraday and end-of-day risk, valuation, and P&L information for securitized products. What We Offer You 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 Employee Resource Groups support an inclusive workplace for everyone and promote community engagement Competitive compensation packages including health and wellbeing benefits, retirement savings plans, parental leave, and family building benefits Educational resources, matching gift and volunteer programs What You’ll Do Develop and enhance pricing, risk, cashflow, and valuation analytics for Agency RMBS, CMOs, specified pools, TBAs, and related mortgage-backed securities within the strategic Kannon platform Partner closely with Trading, Structuring, Technology, and Operations to deliver scalable quantitative solutions supporting mortgage trading, risk management, and portfolio optimization Design and implement mortgage analytics, including prepayment modeling, option-adjusted spread (OAS) analytics, scenario analysis, relative value frameworks, and hedge effectiveness measures Build and maintain mortgage market data infrastructure covering securitized product reference data, valuation parameters , prepayment assumptions, curve and volatility inputs Develop innovative quantitative tools and models that help improve trading decisions, risk attribution, P&L explain, and market opportunity identification across the mortgage business Contribute to the strategic evolution of the platform by mentoring junior team members, promoting best development practices, and driving collaboration across quantitative, trading, and technology teams How You’ll Lead Clear communication with Trading, Risk and Valuation Control, Research, and Technology Team-oriented, attentive to detail, self-starting, enthusiastic work habits Contribute to the strategic direction and evolution of the platform Skills You’ll Need Strong object-oriented programming skills in C++ and Python, with experience in developing and supporting large-scale production analytics platforms Multiple years of experience supporting Agency RMBS, CMOs, mortgage derivatives, within a front-office or quantitative environment Strong understanding of mortgage-backed security valuation, cashflow modeling, prepayment behavior, OAS analytics, and mortgage risk management Experience in developing and implementing quantitative models, pricing libraries, and risk analytics used by mortgage trading desks Excellent analytical, problem-solving, communication, and organizational skills, with the ability to manage multiple priorities in a fast-paced front-office environment Skills That Will Help You Excel Previous experience as a Quantitative Strategist, Quant Developer, or Front Office Strats professional supporting securitized mortgage products, especially Agency RMBS , CMOs , and mortgage derivatives Strong knowledge of mortgage market structure, including TBA trading, specified pools, CMO structuring, mortgage risk management, and trading workflows Experience with

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Source: https://jobsbylevel.com/jobs/quantitative-strategist-rates-vice-president-director-at-deutsche-bank-f35ac5

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