Quantitative Strategist - Credit Flow – Vice President

Deutsche Bank UK

New York, United States
Base: $155,000 to $252,500; bonus/equity: not spec...
Hybrid
Quantitative analytics, modeling, pricing, risk management
C++ and/or python development
Credit products and market data
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: Not specified

Skills & Requirements

Must-have

  • quantitative analytics, modeling, pricing, risk management
  • C++ and/or Python development
  • Credit products and market data
  • front-office risk and P&L calculation

Nice-to-have

  • collaboration with trading, structuring, technology
  • innovative and quantitative ideas
  • mentoring junior colleagues
  • embraces change, innovation, collaboration

Key Requirements

  • Experience developing banking applications
  • Experience with Credit cash and/or derivatives products
  • Experience in a project leadership role is a plus

Work Rights

Not specified

Tailored Resume

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