Quantitative Credit Strategist - Flow & Pre-Trade Analytics

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

Benefits offered by this job

Competitive salary

Non-contributory pension

30 days' holiday plus bank holidays

Life Assurance

Private Healthcare

Retail Discounts

Bike4Work

Gym benefits

CSR volunteering leave

Job summary

Deutsche Bank AG in London seeks a Quantitative Credit Strategist to deliver risk, P&L and flow analytics for bond trading and sales. You will build production-quality software using KDB+/Q, Python, C++, and JavaScript on a fast-paced trading floor.

The role emphasizes rapid response to trader demands, with NLP/ML techniques to maximize insights from large data sets. Requires 3+ years in front-office quant roles and advanced degree.

Qualifications

• 3+ years front office investment banking experience in technical or quant roles.
• Proficient with programming in KDB+/Q, Python, C++, JavaScript and SDLC tools (Git/Bitbucket/JIRA).
• Advanced Degree (PhD or Masters) in Mathematics/Natural Science/Computer Science/Engineering.
• Experience working with data: onboarding, cleaning, curation, analysis and presentation.
• Experience in web development using JavaScript, Python, HTML5 with strong analytical and quantitative skills.

Responsibilities

• Develop and support daily flow analytics, risk, and P&L systems.
• Collaborate in system architecture and design across components.
• Gather requirements from the trading desk for potential solutions.
• Implement flow analysis and MIS/reporting (volumes, market shares, hit rates, profitability).
• Develop pre-trade analytics to support trading decisions and backtest strategies.
• Provide modelling for quantitative problems (portfolio optimization, flow matching, trade prospect ranking).

Skills

KDB+/Q

Python

C++

JavaScript

Machine Learning

NLP

Education

Advanced Degree (PhD or Masters) in Mathematics/Natural Science/CS/Engineering

Tools

Git

Bitbucket

JIRA

Job description

Deutsche Bank AG in London seeks a Quantitative Credit Strategist to deliver risk, P&L and flow analytics for bond trading and sales. You will build production-quality software using KDB+/Q, Python, C++, and JavaScript on a fast-paced trading floor.

The role emphasizes rapid response to trader demands, with NLP/ML techniques to maximize insights from large data sets. Requires 3+ years in front-office quant roles and advanced degree.