Quantitative Strategist – Credit (Associate)
Deutsche Bank · New York
Job description
About the role
Deutsche Bank’s Group Strategic Analytics team is looking for a Quantitative Strategist – Credit at the Associate level to help build and enhance the Kannon platform. The role focuses on delivering intraday and end‑of‑day pricing, risk and P&L analytics for the CIB trading desks, integrating front‑office functions into a single architecture.
Key responsibilities
- Collaborate with Trading, Structuring, Technology and Operations to design and implement analytics on the Kannon platform.
- Implement market‑data functionality for Fixed Income & Currencies, including credit curves, bond prices, spreads and credit volatilities.
- Develop, test and maintain high‑performance, robust and scalable code for pricing, risk and P&L calculations.
- Identify business‑driven opportunities and propose quantitative solutions to complex desk problems.
Required profile
- Strong quantitative, modelling, pricing and risk‑management experience in a financial‑services environment.
- Hands‑on experience building banking applications or large‑scale projects using Python and/or C++.
- Solid knowledge of credit cash and derivative products, including exotics.
- Understanding of front‑office risk and P&L calculation methodologies.
Required skills
- Python
- C++
- Credit product analytics
- Market‑data integration
- Risk management
- Pricing models
What we offer
- Diverse and inclusive workplace with a hybrid working model.
- Generous vacation, personal and volunteer days.
- Competitive compensation, health and wellbeing benefits, retirement plans and parental leave.
- Educational resources, matching‑gift and volunteer programs.
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Published 7 hours ago
Expires 1 month from now
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Deutsche Bank
New York