Quantitative Strategist - Credit Flow – Vice President

Deutsche Bank UK

New York City, NY, US
Base: $155,000 to $252,500; bonus/equity: not spec...
Hybrid
Quantitative modeling and pricing
Credit products and market data
C++ and/or python development
The Credit Strats team is responsible for delivering risk, P&L, and pricing platforms for the global Credit trading businesses

Job Summary

  • The Credit Strats team is responsible for delivering risk, P&L, and pricing platforms for the global Credit trading businesses.
  • 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.
  • Deutsche Bank provides access to physical, emotional, and financial wellness benefits that allow our colleagues to stay financially secure and strike balance between work and home.

Matching Summary

The Credit Strats team is responsible for delivering risk, P&L, and pricing platforms for the global Credit trading businesses.

Salary

Base: $155,000 to $252,500; Bonus/Equity: Not specified; Benefits: Included

Skills & Requirements

Must-have

  • Quantitative modeling and pricing
  • Credit products and market data
  • C++ and/or Python development
  • Front-office risk and P&L calculation
  • Develop strategic analytics platforms

Nice-to-have

  • Innovative quantitative ideas
  • Collaborative build-out
  • Hybrid working model

Key Requirements

  • Financial services quantitative experience
  • Banking application development experience
  • Credit cash and/or derivatives products understanding
  • Fixed Income & Currencies (FIC) market data

Work Rights

Not specified

Tailored Resume

Cover Letter