Quantitative Credit Strategist

at  Deutsche Bank

POSITION OVERVIEW

Job Title Quantitative Credit Strategist
Location London
Corporate Title 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.
This role sits in the Quantitative Credit Strats team working alongside Deutsche Bank’s European Flow Credit business. Our Credit Trading business is fully committed to technology as a key differentiator of performance and the partnership with quant strategists is 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 (P&L) and pre-trade flow and relative value analytics solutions to bond trading and sales via the firms Kannon risk systems and Autobahn web platform.
You will be working full time on the trading floor in London, and you will be required to rapidly react and support trader/sales/management demands in traditional ways but also using techniques in Natural Language Processing (NLP) and machine learning and artificial intelligence (ML, AI) to maximise our return on the large-scale data sets we curate.

YOUR SKILLS AND EXPERIENCE

• Relevant experience in Front Office investment banking experience in technical/quant roles
• Proficiency in programming preferably C++/Python/KDB /Java/JavaScript and in working with standard Software Development Life Cycle (SDLC) tools in a collaborative environment (git/bitbucket/JIRA etcetera.)
• Experience working with data, both in onboarding, cleaning, and curating data in databases as well as evaluation of data and presentation
• Educated to Bachelor’s degree level or equivalent qualification/relevant work experience
• Relevant experience of machine learning and natural language processing a bonus

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 a Times Top 50 Employer for Gender Equality for three consecutive years. Additionally, we have been awarded a Silver Award from Stonewall for two years running and named in their Top 100 Employers for 2023 for our work supporting LGBTQ+ inclusion.
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• Development and support of daily risk/P&L systems
• Discussing problems with the desk and gathering requirements for potential solutions
• Implementing flow assessment Management Information System and reporting (for example. volumes, market shares, hit rates, client profitability analysis)
• Development of pre-trade analytics to aid in trading outcomes (for example computing trade relative value metrics and strategy back testing)
• Modelling expertise for a variety of quantitative problems the business has (for example portfolio optimisation, flow matching, trade prospect ranking)