Summary

Quantitative Credit Strategist supporting Deutsche Bank’s European flow credit and emerging markets trading businesses. The role develops risk, P&L, flow and pre-trade analytics using KDB+/Q, Python, C++ and JavaScript, with machine learning and natural language processing also relevant. It is a full-time, onsite position on the London trading floor.

Responsibilities

• Develop and support daily flow analytics systems
• Collaborate on system architecture and design
• Gather requirements from the trading desk
• Implement flow analysis and management reporting
• Develop pre-trade analytics and backtesting strategies
• Model portfolio optimization and trade prospect rankings