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Quantitative Credit Strategist

Deutsche Bank

Deutsche Bank

London, UK
Posted on Thursday, June 6, 2024

Job Description:

Job Title Quantitative Credit Strategist

Location London

Corporate Title Vice President

Group Strategic Analytics (GSA) is part of Group Chief Operation Office (COO) which acts as the bridge between the Bank’s businesses and infrastructure functions to help deliver the efficiency, control, and transformation goals of the Bank.

This role sits in the Quantitative Credit Strats team working alongside Deutsche Bank’s European Flow Credit business. Our Credit Trading business is fully committed to technology as a key differentiator of performance and the partnership with quant strategists is crucial to the future success of the desk.

You will be a member of a small agile team based in London delivering risk, profit and loss (P&L) and pre-trade flow and relative value analytics solutions to bond trading and sales via the firms Kannon risk systems and Autobahn web platform.

You will be working full time on the trading floor in London, and you will be required to rapidly react and support trader/sales/management demands in traditional ways but also using techniques in Natural Language Processing (NLP) and machine learning and artificial intelligence (ML, AI) to maximise our return on the large-scale data sets we curate.

What we’ll offer you

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. That’s why we are committed to providing an environment with your development and wellbeing at its centre.

You can expect:

  • Hybrid Working - we understand that employee expectations and preferences are changing. We have implemented a Hybrid Working Model that enables eligible employees to work remotely for a part of their working time and reach a working pattern that works for them
  • Competitive salary and non-contributory pension
  • 30 days’ holiday plus bank holidays, with the option to purchase additional days
  • Life Assurance and Private Healthcare for you and your family
  • A range of flexible benefits including Retail Discounts, a Bike4Work scheme and Gym benefits
  • The opportunity to support a wide ranging CSR programme + 2 days’ volunteering leave per year

Your key responsibilities

  • Development and support of daily risk/P&L systems
  • Discussing problems with the desk and gathering requirements for potential solutions
  • Implementing flow assessment Management Information System and reporting (for example. volumes, market shares, hit rates, client profitability analysis)
  • Development of pre-trade analytics to aid in trading outcomes (for example computing trade relative value metrics and strategy back testing)
  • Modelling expertise for a variety of quantitative problems the business has (for example portfolio optimisation, flow matching, trade prospect ranking)

Your skills and experience

  • Relevant experience in Front Office investment banking experience in technical/quant roles
  • Proficiency in programming preferably C++/Python/KDB /Java/JavaScript and in working with standard Software Development Life Cycle (SDLC) tools in a collaborative environment (git/bitbucket/JIRA etcetera.)
  • Experience working with data, both in onboarding, cleaning, and curating data in databases as well as evaluation of data and presentation
  • Educated to Bachelor’s degree level or equivalent qualification/relevant work experience
  • Relevant experience of machine learning and natural language processing a bonus

How we’ll support you

  • Coaching and support from experts in your team
  • A culture of continuous learning to aid progression
  • A range of flexible benefits that you can tailor to suit your needs
  • We value diversity and as an equal opportunities’ employer, we make reasonable adjustments for those with a disability such as the provision of assistive equipment if required (for example. screen readers, assistive hearing devices, adapted keyboards)

About us

Deutsche Bank is the leading German bank with strong European roots and a global network. Click here to see what we do.

Deutsche Bank in the UK is proud to have been named a Times Top 50 Employer for Gender Equality for three consecutive years. Additionally, we have been awarded a Silver Award from Stonewall for two years running and named in their Top 100 Employers for 2023 for our work supporting LGBTQ+ inclusion.

Our values define the working environment we strive to create – diverse, supportive and welcoming of different views. We embrace a culture reflecting a variety of perspectives, insights and backgrounds to drive innovation. We build talented and diverse teams to drive business results and encourage our people to develop to their full potential. Talk to us about flexible work arrangements and other initiatives we offer.

We promote good working relationships and encourage high standards of conduct and work performance. We welcome applications from talented people from all cultures, countries, races, genders, sexual orientations, disabilities, beliefs and generations and are committed to providing a working environment free from harassment, discrimination and retaliation.

Visit Inside Deutsche Bank to discover more about the culture of Deutsche Bank including Diversity, Equity & Inclusion, Leadership, Learning, Future of Work and more besides.