Exotic Credit Quant Strategist – Hybrid

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

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.