You will join the quantitative credit strategists team working alongside Deutsche Bank’s European Flow Credit and Emerging Markets business, delivering risk, profit and loss (P&L) and pre-trade flow and relative value analytics solutions
Job Summary
You will join the quantitative credit strategists team working alongside Deutsche Bank’s European Flow Credit and Emerging Markets business, delivering risk, profit and loss (P&L) and pre-trade flow and relative value analytics solutions.
You will be a highly motivated self-starter with a working understanding of credit markets and the associated credit modelling mathematics as well as being able to build production quality software applications and reports to tight timescales using appropriate technologies.
You can expect a competitive salary and non-contributory pension, 30 days’ holiday plus bank holidays, Life Assurance and Private Healthcare, and a range of flexible benefits.
Matching Summary
You will join the quantitative credit strategists team working alongside Deutsche Bank’s European Flow Credit and Emerging Markets business, delivering risk, profit and loss (P&L) and pre-trade flow and relative value analytics solutions.
Skills & Requirements
Must-have
KDB+/Q, Python, C++, Javascript
Credit markets and modelling mathematics
Production quality software applications
Natural Language Processing (NLP)
Machine Learning (ML) and Artificial Intelligence (AI)
Risk, P&L and pre-trade analytics solutions
Nice-to-have
Agile team environment
Collaborative partnerships
Continuous learning culture
Wellbeing and development focus
Key Requirements
3+ years front office investment banking experience
Advanced Degree (PhD OR Masters) in Mathematics/Natural Science/Computer Science/Engineering
Experience with Software Development Lifecycle (SDLC) tools
Experience in web development using JavaScript, Python, HTML5
Experience of machine learning and natural language processing is desirable