Quantitative Strategist (Credit) - Associate

Job Title: Quantitative Strategist - CreditCorporate Title: AssociateLocation: New York, NYOverviewDeutsche Bank’s Group Strategic Analytics group is a front-office group combining expertise in quantitative analytics, modeling, pricing, and risk management, with a deep understanding of system architecture and programming. The Corporate and Investment Bank (CIB) Strats team is responsible for delivery of risk and Profit & Loss (P&L) and pricing platforms for the CIB trading businesses globally; The team deliver innovative solutions to business requirements, ensuring that these solutions are accurate, performant, robust, reliable, and scalable. You will be joining the CIB Strats team to support the development and implementation of the strategic Kannon platform, delivering intraday and end-of-day pricing, risk, and P&L platform for trading desks within CIB, this aims to integrate front office functions into a single architecture, removing duplication, and operational complexity caused by fragmentation of these functions across 30+ legacy platforms.What We Offer You A diverse and inclusive environment that embraces change, innovation, and collaborationA hybrid working model, allowing for in-office / work from home flexibility, generous vacation, personal and volunteer daysEmployee Resource Groups support an inclusive workplace for everyone and promote community engagementCompetitive compensation packages including health and wellbeing benefits, retirement savings plans, parental leave, and family building benefitsEducational resources, matching gift and volunteer programsWhat You’ll Do Work in partnership with Trading, Structuring, Technology, and Operations to collaboratively drive the build-out of the strategic analytics platformsResponsible for implementing market data functionality in Kannon for Fixed Income & Currencies (FIC), covering Inherent Risk (IR) & Credit curves, Bond prices & spreads, Credit vols, and other market dataAnalysis, design, and development of analytics for the desk within Kannon platformStrong focus on business-driven opportunities and bringing innovative and quantitative ideas to solve complex problems for the deskSkills You’ll Need Strong quantitative, modelling, pricing, and risk management skills, demonstrated within a financial services environmentExperience developing banking applications and large-scale projects with Python and/or C++Experience working with Credit products and other analytic market dataStrong understanding of Credit cash and/or derivatives products including ExoticsUnderstanding of front-office risk and Profit & Loss (P&L) calculationSkills That Will Help You ExcelInvestment Banking Front-Office application delivery experienceExperience in a project leadership role is a plusExpectationsDeutsche Bank provides reasonable accommodations to candidates and employees with a substantiated need based on disability and/or religion.The salary range for this position in New York City is $110,000 to $163,000. Actual salaries may be based on a number of factors including, but not limited to, a candidate’s skill set, experience, education, work location and other qualifications. Posted salary ranges do not include incentive compensation or any other type of remuneration.