Quantitative Strategist – Credit

Quantitative Strategist – Credit

Corporate

Title:

Vice President – Director

Location: New York, NY

We are looking for a full‑time quantitative credit strategist to work alongside Deutsche Bank’s US Flow Credit business. You will be a highly motivated self‑starter and all‑rounder able to understand the relevant finance and mathematics of the credit markets and to code production‑quality applications and reports to front‑office requirements on tight timescales. You will be a member of a global credit strategy team based on the trading floor in New York.

• Design and build trading workflows and analytics in collaboration with trading and sales people.
• Analyze desk and public transaction datasets to provide summary reports and identify patterns.
• Engage on the trading floor for strategy applications and quantitative support.
• Sourcing, onboarding, cleansing and curating datasets to subject‑matter‑expert level.
• Help improve the core platform incrementally through code reviews and platform ownership.

• Daily interaction with traders and trading management to deliver complex requirements on tight timelines.
• Collaborate with Credit Sales people day‑to‑day via systems, tools and analytics.
• Build integrated technical strategy solutions and mentor junior strategist colleagues.

• Mathematics/engineering education and problem‑solving mindset.
• Moderate front‑office investment banking experience in technical/quant roles.
• Production delivery in at least two of: C++/Java/Python/kdb+q/SQL/Java script/html5/css.

• Experience in credit markets and pricing/risk modelling, especially corporate bond markets.
• PhD or Master degree with specialization in optimization, machine learning, classification, time‑series analysis.
• Genuine kdb+/q experience either dev‑ops or query/report building.
• Experience interacting with and managing requests from front‑office sales and trading staff.
• Ability to present complex data stories in an immediate‑use format.

Work in the New York City office in accordance with Deutsche Bank’s hybrid working model.

Deutsche Bank provides reasonable accommodations to candidates and employees with a substantiated need based on disability and/or religion.

Salary range for this position in New York City is $150,000 to $280,000.

We provide access to physical, emotional, and financial wellness benefits and an inclusive environment, hybrid working model, competitive compensation packages, and educational resources.

Qualified applicants will receive consideration for employment without regard to race, color, religion, sex, sexual orientation, gender identity, national origin, disability, protected veteran status or other characteristics protected by law.