Exotic Credit Quant Strategist — Front Office Pricing

0840 Deutsche Bank Aktiengesellschaft, Filiale London; Greater London; Hybrid; GBP 120,000 - 180,000; Full time

Benefits offered by this job

Hybrid working model

Competitive salary

30 days’ holiday plus bank holidays

Life Assurance

Private Healthcare

Flexible benefits

CSR volunteering leave

Job summary

Deutsche Bank in London is seeking a Credit Quantitative Strategist to join the Credit Strats team within Group Strategic Analytics. The role focuses on developing pricing capabilities for cash and exotic credit derivatives and integrating them into the Kannon analytics platform.

You will model and implement pricing, risk, and analytical tools while collaborating with Trading, Technology and Operations to drive platform enhancements and identify profitable opportunities.

Qualifications

• Experience in Front Office Credit as a Quant, Strat or Quantitative Developer, ideally exotics (CLN, Repack, Credit Hybrids, CDOs)
• Proficiency in programming (C++/Python) and SDLC practices to deliver robust trading tools
• Masters degree level or equivalent qualification/relevant work experience
• Excellent interpersonal and communication skills to collaborate with diverse teams
• Experience using AI tools to enhance productivity and ethical use of data

Responsibilities

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

Skills

C++/Python

Quantitative modelling

SDLC

Communication

AI tools

Education

Master's degree or equivalent

Tools

Kannon platform

Job description

Deutsche Bank in London is seeking a Credit Quantitative Strategist to join the Credit Strats team within Group Strategic Analytics. The role focuses on developing pricing capabilities for cash and exotic credit derivatives and integrating them into the Kannon analytics platform.

You will model and implement pricing, risk, and analytical tools while collaborating with Trading, Technology and Operations to drive platform enhancements and identify profitable opportunities.