Deutsche Bank AG seeks a Credit Quantitative Strategist in London to develop and implement pricing and risk for exotic credits within the Kannon platform. You will build market analysis tools and work with trading, technology, and operations to enhance analytics capabilities.
The role requires advanced quantitative modelling, strong C++/Python skills, and prior front-office credit experience, preferably with exotics like CLN, Repack, or CDOs. Hybrid working and competitive benefits are offered.
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Exotic Credit Quant Strategist - Pricing & Analytics in City of London employer: Deutsche Bank AG
Deutsche Bank AG is an exceptional employer, offering a dynamic work environment in the heart of London where innovation meets collaboration. As a Market Risk Manager, you will benefit from a culture that prioritises professional growth and development, alongside competitive compensation and comprehensive benefits. The opportunity to engage with diverse teams and contribute to the expansion of the global Energy business makes this role both meaningful and rewarding.
