Quantitative Strategist (credit) - Associate

Deutsche Bank

New York, NY, US
Base: $110,000 to $163,000; bonus/equity: not spec...
Hybrid
Strong quantitative modeling skills
Python or c++ development experience
Credit cash and derivatives knowledge
The role involves supporting the strategic Kannon platform to deliver intraday and end-of-day pricing, risk, and P&L solutions for trading desks

Job Summary

  • The role involves supporting the strategic Kannon platform to deliver intraday and end-of-day pricing, risk, and P&L solutions for trading desks.
  • Candidates will implement market data functionality covering Inherent Risk, Credit curves, Bond prices, spreads, and credit vols for Fixed Income and Currencies.
  • Deutsche Bank offers a hybrid working model, competitive compensation, and a diverse environment that embraces innovation and collaboration.

Matching Summary

The role involves supporting the strategic Kannon platform to deliver intraday and end-of-day pricing, risk, and P&L solutions for trading desks.

Salary

Base: $110,000 to $163,000; Bonus/Equity: Not specified; Benefits: Health, retirement, parental leave, and volunteer programs included

Skills & Requirements

Must-have

  • Strong quantitative modeling skills
  • Python or C++ development experience
  • Credit cash and derivatives knowledge
  • Front-office risk and P&L calculation
  • Fixed Income and Currency market data

Nice-to-have

  • Investment Banking front-office delivery
  • Project leadership experience
  • Experience with exotic credit products
  • Collaborative cross-functional teamwork

Key Requirements

  • Experience in financial services environment
  • Understanding of Credit products and analytic market data
  • New York city office work requirement

Work Rights

Not specified

Tailored Resume

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