Quantitative Strategist - Credit Flow – Vice President

Deutsche BankNew York, NY
16dHybrid

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 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
  • At Deutsche Bank, we recognize that our benefit programs have a profound impact on our colleagues. That’s why we are focused on providing benefits and perks that enable our colleagues to live authentically and be their whole selves, at every stage of life. We provide access to physical, emotional, and financial wellness benefits that allow our colleagues to stay financially secure and strike balance between work and home.
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