Quantitative Strategist (Credit) - Associate
Deutsche Bank is a leading global investment bank, and they are seeking a Quantitative Strategist (Credit) to join their Group Strategic Analytics team. The role involves developing and implementing strategic analytics platforms to support trading desks, focusing on market data functionality and innovative solutions for complex problems.
Responsibilities
- Work in partnership with Trading, Structuring, Technology, and Operations to collaboratively drive the build-out of the strategic analytics platforms
- Responsible for implementing market data functionality in Kannon for Fixed Income & Currencies (FIC), covering Inherent Risk (IR) & Credit curves, Bond prices & spreads, Credit vols, and other market data
- Analysis, design, and development of analytics for the desk within Kannon platform
- Strong focus on business-driven opportunities and bringing innovative and quantitative ideas to solve complex problems for the desk
Skills
- Strong quantitative, modelling, pricing, and risk management skills, demonstrated within a financial services environment
- Experience developing banking applications and large-scale projects with Python and/or C++
- Experience working with Credit products and other analytic market data
- Strong understanding of Credit cash and/or derivatives products including Exotics
- Understanding of front-office risk and Profit & Loss (P&L) calculation
- Investment Banking Front-Office application delivery experience
- Experience in a project leadership role is a plus
Benefits
- A diverse and inclusive environment that embraces change, innovation, and collaboration
- A hybrid working model, allowing for in-office / work from home flexibility, generous vacation, personal and volunteer days
- Employee Resource Groups support an inclusive workplace for everyone and promote community engagement
- Competitive compensation packages including health and wellbeing benefits, retirement savings plans, parental leave, and family building benefits
- Educational resources, matching gift and volunteer programs
Company Overview
Company H1B Sponsorship