Credit Trading Quantitative Strategist

Deutsche Bank UK

London, United Kingdom
Hybrid
Quantitative modelling skills
Pricing capabilities development
Risk management implementation
Your responsibility will be the development and implementation of cash and credit derivatives pricing capabilities, as well as their integration into the Bank’s strategic Analytics and Risk Management platform, Kannon

Job Summary

  • Your responsibility will be the development and implementation of cash and credit derivatives pricing capabilities, as well as their integration into the Bank’s strategic Analytics and Risk Management platform, Kannon.
  • Development, implementation and risk management of credit products (Credit Default Swaps (CDS), CDS Index, CDS Index Options, Loans, Corporate Bonds, Bond Exchange Traded Funds (ETF)’s etc.).
  • A healthy, engaged and well-supported workforce are better equipped to do their best work and, more importantly, enjoy their lives inside and outside the workplace.

Matching Summary

Your responsibility will be the development and implementation of cash and credit derivatives pricing capabilities, as well as their integration into the Bank’s strategic Analytics and Risk Management platform, Kannon.

Skills & Requirements

Must-have

  • Quantitative modelling skills
  • Pricing capabilities development
  • Risk management implementation
  • C++ and Python coding
  • Credit products development

Nice-to-have

  • Interpersonal collaboration skills
  • Explaining complex concepts
  • Credit business space experience

Key Requirements

  • Financial services quantitative experience
  • Credit business experience advantageous
  • C++ programming experience
  • Python programming experience

Work Rights

Not specified

Tailored Resume

Cover Letter