Quantitative Strategist - Credit Flow – Vice President
About The Position
Deutsche Bank’s Group Strategic Analytics group is a front‑office team combining expertise in quantitative analytics, modeling, pricing, and risk management with a deep understanding of system architecture and programming. The Credit Strats team is responsible for delivering risk, P&L, and pricing platforms for the global Credit trading businesses. The team provides innovative solutions that meet business requirements while ensuring accuracy, performance, robustness, reliability, and scalability. You will join the Credit Strats team to support the development and implementation of the strategic Kannon platform, delivering intraday and end‑of‑day pricing, risk, and P&L for trading desks. This platform aims to integrate front‑office functions into a single architecture, reducing duplication and operational complexity caused by fragmentation across 30+ legacy platforms.
Requirements
- Strong quantitative, modelling, pricing, and risk management skills, demonstrated within a financial services environment
- Experience developing banking applications and large-scale projects with C++ and/or Python
- 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
Nice To Haves
- Investment Banking Front-Office application delivery experience
- Experience in a project leadership role is a plus
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 Interest Rates (IR) & Credit curves, Bond prices & spreads, Credit volatilities, 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
- Interact daily with traders and trading management to deliver on complex requirements under tight timelines
- Collaborate regularly with colleagues in the Global Strategic Analytics group to build integrated technical solutions
- Mentor and guide junior strat colleagues within the group
Benefits
- 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
- family building benefits
- Educational resources
- matching gift and volunteer programs
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What This Job Offers
Job Type
Full-time
Career Level
Mid Level
Education Level
No Education Listed
