Credit Quantitative Strategist

Deutsche Bank AG; Greater London; Hybrid; GBP 120,000 - 180,000; Full time

Benefits offered by this job

Hybrid Working

Competitive salary

Non-contributory pension

30 days holiday + bank holidays

Life Assurance

Private Healthcare

Retail Discounts

Bike4Work

Gym benefits

CSR volunteering leave

Job summary

Deutsche Bank is seeking a Credit Quantitative Strategist in London to join the Credit Strats team within GSA. You will develop and implement cash and exotic credit derivatives pricing, and integrate them into the Kannon analytics and risk platform.

The role requires front office credit experience, strong C++/Python, and collaboration with trading, technology and operations. The bank offers hybrid working, a competitive salary, a pension, generous holidays and a range of flexible benefits.

Qualifications

• Experience in Front Office Credit as a Quant/Strat/Quant Developer.
• Exotic Credit experience such as CLN, Repacks, Credit Hybrids, CDOs is preferred.
• Strong programming skills in C++/Python and SDLC practices.
• Masters degree or equivalent qualification/relevant work experience.
• Excellent communication and collaboration across teams.

Responsibilities

• Implement and maintain complex product pricing and risk in the Kannon platform.
• Develop market and position analysis tools for trading opportunities and profitability.
• Provide modelling expertise for a range of quantitative problems.
• Collaborate with Trading, Technology and Operations to build analytics platforms.
• Foster a collaborative environment to solve business problems.

Skills

Front Office Credit

Exotic Credit

C++

Python

SDLC

Education

Master's degree or equivalent

Tools

Kannon platform

Job description

Job Title Credit Quantitative Strategist

Location London

Corporate Vice President

Group Strategic Analytics (GSA) is part of Group Chief Operation Office (COO) which acts as the bridge between the Bank’s businesses and infrastructure functions to help deliver the efficiency, control, and transformation goals of the Bank.

Credit Strategic Analytics is part of Deutsche Bank GSA and is responsible for delivering quantitative analytics, modeling, pricing and risk management to the Credit Trading Business.

You will be joining the Credit Strats team, with a specific focus on the Structured Credit and Credit Solutions businesses, Deutsche Bank’s exotic credit businesses.

You will be responsible for the development and implementation of cash and exotic credit derivatives pricing capabilities, as well as their integration into Deutsche Bank’s strategic Analytics and Risk Management platform, Kannon.

What we’ll offer you

A healthy, engaged and well-supported workforce are better equipped to do their best work and, more importantly, enjoy their lives inside and outside the workplace. That’s why we are committed to providing an environment with your development and wellbeing at its centre.

You can expect:

• Hybrid Working - we understand that employee expectations and preferences are changing. We have implemented a model that enables eligible employees to work remotely for a part of their working time and reach a working pattern that works for them
• Competitive salary and non-contributory pension
• 30 days’ holiday plus bank holidays, with the option to purchase additional days
• Life Assurance and Private Healthcare for you and your family
• A range of flexible benefits including Retail Discounts, a Bike4Work scheme and Gym benefits
• The opportunity to support a wide ranging CSR programme + 2 days’ volunteering leave per year

Your key responsibilities

• Implementation and maintenance of complex product pricing and risk in our strategic Kannon platform
• Implementing market and position analysis tools to help the desk identify new trading opportunities and assess current position profitability
• Modelling expertise for a variety of quantitative problems
• Work together in collaboration with Trading, Technology and Operations to drive the build-out of the strategic analytics platforms
• Foster a collaborative and supportive environment by working together with members of the team to solve business problems

Your skills and experience

• Relevant experience in Front Office Credit as a Quant, Strat or Quantitative Developer, ideally in Exotic Credit (Credit Linked Notes (CLN), Repacks, Credit Hybrids, Collateralized Debt Obligation (CDO’s)
• Proficiency in programming, preferably C++/Python and in Software Development Life Cycle (SDLC) practices to deliver robust trading tools
• Educated to Masters degree level or equivalent qualification/relevant work experience
• Excellent interpersonal and communication skills with the ability to partner, and effectively collaborate with peers and other diverse teams (stakeholders and partners)
• Proven ability to leverage AI tools to enhance productivity, optimise workflows to solve business problems, while applying critical judgment to ensure responsible and ethical use of data and AI outputs

How we’ll support you

• Coaching and support from experts in your team
• A culture of continuous learning to aid progression
• A range of flexible benefits that you can tailor to suit your needs
• We value diversity and as an equal opportunities’ employer, we make reasonable adjustments for those with a disability such as the provision of assistive equipment if required (e.g. screen readers, assistive hearing devices, adapted keyboards)

About us

Deutsche Bank is the leading German bank with strong European roots and a global network. If you have a disability, health condition, or require any adjustments during the application process, we encourage you to contact our Adjustments Concierge at [e-mail] to discuss. For more information about our recruitment process and available adjustments, please visit our Hiring Experience page.

We strive for a culture in which we are empowered to excel together every day. This includes acting responsibly, thinking commercially, taking initiative and working collaboratively.
Together we share and celebrate the successes of our people. Together we are Deutsche Bank Group.
We welcome applications from all people and promote a positive, fair and inclusive work environment.