Quantitative Credit Strategist in Kegworth

Location: London

Corporate Title: Associate/ 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. You will join the quantitative credit strategists team working alongside Deutsche Bank’s European Flow Credit and Emerging Markets business. Our credit trading businesses are fully committed to technology as a key differentiator of performance and the partnership with quant strategists is seen as 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. 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 (KDB+/Q, Python, C++, Javascript). The position is full time on the trading floor in London and requires rapidly reacting to trader/sales/management demands in traditional ways but also using techniques in natural language processing (NLP) and machine learning (ML) and artificial intelligence (AI) to maximize our return on the large-scale data sets we curate.

What we’ll offer you:

• 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 flow analytics/risk/p&L systems
• Actively collaborate in system architecture and design, ensuring a clear understanding of how components at all levels interact across the overall system
• Discussing problems with the trading desk and gathering requirements for potential solutions
• Implementing flow analysis Management Information Systems (MIS) and reporting (e.g. volumes, market shares, hit rates, client profitability analysis)
• Development of pre-trade analytics to support trading decisions (computing trade relative value metrics and strategy back testing)
• Modelling expertise for a variety of quantitative problems the business has (e.g. portfolio optimization, flow matching, trade prospect ranking)

Qualifications:

• 3+ years front office investment banking experience in technical or quant roles
• Highly proficient with programming in one or more of KDB+/Q, Python, C++, Javascript with experience in working with Software Development Lifecycle (SDLC) tools in a collaborative environment (git/bitbucket/JIRA etc.)
• Advanced Degree (PhD OR Masters) in a relevant subject such as Mathematics/Natural Science/Computer Science/Engineering
• Experience working with data, both in onboarding, cleaning and curating data in databases as well as analysis and presentation
• Experience in web development using JavaScript, Python, HTML5 with good analytical and quantitative skills
• Experience of machine learning and natural language processing is desirable
• Excellent interpersonal skills with the ability to collaborate and partner with various teams, and to be able to explain complex concepts effectively

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 (e.g. screen readers, assistive hearing devices, adapted keyboards)

About us:

Deutsche Bank is the leading German bank with strong European roots and a global network. Deutsche Bank in the UK is proud to have been named for six consecutive years. Additionally, we have been awarded a Gold Award from Stonewall and named in their for our work supporting LGBTQ+ inclusion. We strive for a workplace in which we are empowered to excel together every day. This includes acting responsibly, thinking commercially, taking initiative and working collaboratively. Together we share and celebrate the successes of our people. Together we are Deutsche Bank Group. We welcome applications from all people and promote a positive, fair and inclusive work environment.