Credit Quantitative Strategist

Credit Quantitative Strategist role at Deutsche Bank, working with European Flow Credit and Emerging Markets business, delivering risk, profit and loss (PNL) and pre-trade flow and relative value analytics solutions to bond trading and sales.

Requirements

• 2+ years of experience in a front office technical/quant role within investment banking
• Proficiency in programming preferably C++/Python/kdb/java/javascript
• Experience working with data, both in onboarding, cleaning and curating data in databases as well as analysis and presentation
• First degree in Maths/Natural Science/Computer Science/Engineering, PhD or Masters desirable.

Benefits

• 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