Credit Trading Quantitative Strategist (m|f|x) London

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.

Debt Strategic Analytics is part of Deutsche Bank GSA and is responsible for delivering quantitative analytics, modeling, pricing and risk management to the Fixed Income Business.

You will be joining the Credit Strats team, with a specific focus on the Flow Credit business. Your responsibility will be the development and implementation of cash and credit derivatives pricing capabilities, as well as their integration into the Bank’s Strategic Analytics and Risk Management platform, Kannon.

Tasks

• Development, implementation and risk management of credit products (Credit Default Swaps (CDS), CDS Index, CDS Index Options, Loans, Corporate Bonds, Bond Exchange Traded Funds (ETF)’s etc.)
• Improve the automation of the risk & profit and loss (P&L) processes and work in collaboration with the Franchise Pricing team to extend the quoting platform to credit products
• Extend the quoting and lifecycle capabilities in order to book trades efficiently into the strategic system (book of records, settlements, lifecycle events)
• Contribute to the optimisation effort to improve the scalability of the cross-asset platform especially for the credit businesses
• Work in collaboration with Trading, Technology and Operations to drive the build-out of the strategic analytics platforms
• Foster a collaborative and supportive environment by working together with members of the team to solve business problems

Profile / Your qualification / Your personality

• Strong quantitative, modelling, pricing and risk management skills, demonstrated within a financial services environment. Experience of the credit business space is advantageous
• Experience writing code in C++ and Python
• Excellent interpersonal skills with the ability to collaborate and partner with various teams, and to be able to explain complex concepts effectively

That awaits you

• Hybrid Working - we understand that employee expectations and preferences are changing. We have implemented a model that enables eligible employees to work remotely for a part of their working time and reach a working pattern that works for them
• 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
• A culture of continuous learning to aid progression
• 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)

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Contact

Location

21 Moorfields, GB-EC2Y 9DB London