Quantitative Strategist – Credit Strats - Director New York, 1 Columbus Circle

Job Title Quantitative Strategist – Credit Strats 

Corporate Title Director

Location New York, NY 

Overview 

We are looking for a full time quantitative credit strategist to work alongside Deutsche Bank’s US Flow Credit business, you will need to be a highly motivated self-starter and all-rounder being able to understand the relevant finance and the associated mathematics of the credit markets as well as being able to code production quality software applications and reports to front office requirements and tight timescales. You will be a member of a small global development team but based on the trading floor in New York delivering coding solutions via the Firms Autobahn web platform and expected to take part in the entire software development, delivery and support lifecycle, often solely responsible for smaller project deliveries. You will work on a variety of development projects from sourcing, onboarding and cleaning crucial datasets to using this data for pre-trade relative value analysis along with many types of flow analysis increasingly using machine learning and natural language techniques to provide deeper insights and aid in strategic decision making. You will be comfortable interacting with everyone from front office trading and sales to middle office staff as well as IT infrastructure functions and will be required to often rapidly react to trader/sales/management demands delivering tactical solutions on tight deadlines. Our credit trading business is fully committed to technology as a key differentiator of performance and the partnership with quant strategists is seen as crucial to the future success of the desk. 

What We Offer You  

• A diverse and inclusive environment that embraces change, innovation, and collaboration.  

• A hybrid working model, allowing for in-office / work from home flexibility, generous vacation, personal and volunteer days  

• Employee Resource Groups support an inclusive workplace for everyone and promote community engagement  

• Competitive compensation packages including health and wellbeing benefits, retirement savings plans, parental leave, and family building benefits  

• Educational resources, matching gift and volunteer programs  

What You’ll Do  

• Design and build trading workflow and decision support web applets and reports in collaboration with trading and sales people and their requirements and support those tools in person. The tools support things like corporate bond flow matching, relative value trade ideas, client profitability analysis and more 

• Analyze desk and public transaction datasets to provide summary reports and find patterns and search for insights 

• Trading floor support for strategy applications along with quant support 

• Data is the core of everything, so sourcing, onboarding, cleansing and curating datasets to a subject matter expert level is essential 

• Take a full role in understanding the system, code reviews and generally helping improve the core platform incrementally 

How You’ll Lead 

• The role requires daily interaction with traders and trading management to deliver to often compex requirements and tight timelines. 

• The candidate will support a team of Credit Sales people day to day via the decision support systems the group builds and supports 

• The candidate will need to collaborate regularly with other colleagues in the Global Strategic Analytics group to build and develop integrated technical strat solutions as well as mentor and lead more junior strategist colleagues in the group 

Skills You’ll Need  

• Evidence of math, hard science/engineering education and ability with a problem solving mindset 

• Moderate relevant front office investment banking experience in technical / quant roles              

• Proficiency and provable production delivery in at least two of: C++/Java/Python/kdb+q/SQL/Javascript/html5/css 

• Experience working within a standard SDLC ideally based around git/bitbucket/JIRA or similar source control and productivity tools 

• Real world data science experience preferably using diverse data sets to improve sales and trader processes and decision making 

Skills That Will Help You Excel 

• Experience of credit markets and pricing/risk modelling, especially corporate bond markets 

• PhD or Masters degree with any relevant specialization in optimization, machine learning, classification, timeseries analysis 

• Genuine kdb+/q experience either devops or query/report building 

• Experience interacting with and managing requests from front office sales and trading staff 

• Experience and aptitude for presenting complex data stories in a form consumers immediately understand and can use 

We strive for a culture in which we are empowered to excel together every day. This includes acting responsibly, thinking commercially, taking initiative and working collaboratively.