Quantitative Credit Strategist

Deutsche Bank

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profile Job Location:

London - UK

profile Monthly Salary: Not Disclosed
Posted on: 30+ days ago
Vacancies: 1 Vacancy

Job Summary

Job Description:

Job Title Quantitative Credit Strategist

Location London

Corporate Title Associate

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

You will join quantitative credit Strats team working alongside Deutsche Banks European Flow Credit and Emerging Markets business. Our credit trading businesses are fully committed to technology as a key differentiator of performance and the partnership with quant strategists is seen as crucial to the future success of the desk. You will be a member of a small agile team based in London delivering risk profit and loss (PNL) and pre-trade flow and relative value analytics solutions to bond trading and sales. You will be a highly motivated self-starter and all-rounder with a working understanding of credit markets and the associated credit modelling mathematics as well as being able to build production quality software applications and reports to tight timescales using appropriate technologies. You will be based on the trading floor and required to rapidly react to trader/sales/management demands in traditional ways but also using techniques in natural language processing (NLP) and machine learning (ML) and artificial intelligence (AI) to maximize our return on the large-scale data sets we curate.

What well 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. Thats why we are committed to providing an environment with your development and wellbeing at its centre.

You can expect:

  • 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

  • Development and support of daily risk and PNL systems
  • Providing desk support to trading on live challenges and gathering requirements for potential solutions efficiently
  • Implementing flow analysis management information systems (MIS) and reporting (e.g. volumes market shares hit rates client profitability)
  • Development of pre-trade analytics to support in trading decisions (e.g. computing trade relative value metrics and strategy backtesting)
  • Provide quantitative modelling expertise to trading (e.g. portfolio optimization flow matching trade prospect ranking)

Your skills and experience

  • Good experience in a front office technical/quant role within investment banking
  • Proficiency in programming preferably C/Python/kdb/java/javascript and in working with standard Software Development Lifecycle (SDLC) tools in a collaborative environment (git/bitbucket/JIRA etc.)
  • Experience working with data both in onboarding cleaning and curating data in databases as well as analysis and presentation
  • First degree in Maths/Natural Science/Computer Science/Engineering PhD or Masters desirable.
  • Some experience of machine learning and natural language processing a bonus
  • Excellent interpersonal skills with the ability to collaborate and partner with various teams and to be able to explain complex concepts effectively

How well support you

  • Coaching and support from experts in your team
  • 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. Click here to see what we do.

Deutsche Bank in the UK is proud to have been named The Times Top 50 Employers for Gender Equality 2025 for six consecutive years. Additionally we have been awarded a Gold Award from Stonewall and named in theirTop 100 Employers 2024 for our work supporting LGBTQ inclusion.

If you have a disability health condition or require any adjustments during the application process we encourage you to contact our Adjustments Concierge on to discuss how we can best support you. Alternatively you can share your phone number and a member of the team will be happy to call you to talk through your specific requirements.

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.

Job Description:Job Title Quantitative Credit StrategistLocation LondonCorporate Title AssociateGroup Strategic Analytics (GSA) is part of Group Chief Operation Office (COO) which acts as the bridge between the Banks businesses and infrastructure functions to help deliver the efficiency control and ...
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About Company

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Deutsche Securities Saudi Arabia (DSSA) is a closed joint stock company incorporated in 2007 under the commercial register number: 1010239773. DSSA is a subsidiary of Deutsche Bank AG [95% owned by Deutsche Bank AG and 5% owned by DB Capital Markets (Deutschland) GMBH] with paid capit ... View more

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