Trading Quantitative Strategist - Credit - Associate
About The Position
We are looking for a full-time quantitative credit strategist to work alongside Deutsche Bank’s US Flow Credit business. You will need to be a highly motivated self-starter and all-rounder able to understand the relevant finance and the associated mathematics of the credit markets as well as being able to code production quality applications and reports to front office requirements and tight timescales. You will be a member of a global credit strat team, based on the trading floor in New York. You will work on a variety of development projects from sourcing, onboarding and cleaning crucial datasets to using this data for pre-trade relative value analysis along with many types of flow analysis increasingly using machine learning and natural language techniques to provide deeper insights and aid in strategic decision making. Our credit trading business is fully committed to technology as a key differentiator of performance. The partnership with quant strategists is seen as crucial to the future success of the desk and so you will be comfortable interacting with anyone and everyone. This encompasses front office trading, sales, middle office staff, in addition to IT infrastructure functions. You will be required to often rapidly react to trader/sales/management demands delivering tactical solutions on tight deadlines.
Requirements
- Evidence of math, hard science/engineering education and ability with a problem-solving mindset
- Relevant front office investment banking experience in technical / quant roles
- Proficiency and provable production delivery in at least two of: q/KDB+/Python/C++/Java//SQL/Javascript/html5/css
Nice To Haves
- Experience of credit markets and pricing/risk modelling, especially corporate bond markets
- PhD or Master degree with any relevant specialization in optimization, machine learning, classification, timeseries analysis
- Genuine q/KDB+ experience
- Experience interacting with and managing requests from front office sales and trading staff
- Experience and aptitude for presenting complex data stories in a form consumers immediately understand and can use
Responsibilities
- Assist with design and build of trading workflow, analytics in collaboration with trading and sales people and their requirements – the tools cover things like corporate bond flow matching, relative value trade ideas, client profitability analysis and more
- Analyze desk and public transaction datasets to provide summary reports and find patterns and search for insights
- Trading floor engagement for strategy applications along with quant support
- Data is the core of everything, so sourcing, onboarding, cleansing and curating datasets to a subject matter expert level is essential
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
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What This Job Offers
Job Type
Full-time
Career Level
Mid Level
Number of Employees
5,001-10,000 employees
