Deutsche India Private Limited, Mumbai Branch is hiring a Quantitative Credit Strategist to join the quantitative credit strategists team collaborating with Deutsche Bank’s European Flow Credit and Emerging Markets business. You will be a member of a small agile team delivering risk, P&L, and pre-trade flow analytics solutions to bond trading and sales, utilizing techniques like natural language processing (NLP) and machine learning (ML) to maximize insights from large-scale data.
What You'll Do
- Develop and support daily flow analytics, risk, and P&L systems.
- Actively collaborate in system architecture and design, understanding component interactions across the overall system.
- Discuss problems with the trading desk and gather requirements for potential solutions.
- Implement flow analysis Management Information Systems (MIS) and reporting for volumes, market shares, hit rates, and client profitability.
- Develop pre-trade analytics to support trading decisions, including computing trade relative value metrics and strategy back testing.
- Apply modelling expertise to quantitative business problems such as portfolio optimization, flow matching, and trade prospect ranking.
What We're Looking For
- 3+ years of front office investment banking experience in technical or quantitative roles.
- High proficiency programming in one or more of KDB+/Q, Python, C++, or Javascript, with experience using SDLC tools (git/bitbucket/JIRA) in a collaborative environment.
- An advanced degree (PhD or Masters) in Mathematics, Natural Science, Computer Science, or Engineering.
- Experience working with data: onboarding, cleaning, curating in databases, as well as analysis and presentation.
- Excellent interpersonal skills, with the ability to collaborate with various teams and explain complex concepts effectively.
Nice to Have
- Experience in web development using JavaScript, Python, HTML5.
- Experience with machine learning and natural language processing.
Technical Stack
- KDB+/Q
- Python
- C++
- Javascript
- HTML5
Team & Environment
You will be a member of the quantitative credit strategists team within Group Strategic Analytics (GSA), part of the Group Chief Operation Office (COO). This is a small agile team.
Benefits & Compensation
- 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.
- Coaching and support from experts in your team.
- A culture of continuous learning to aid progression.
- A range of flexible benefits that you can tailor to suit your needs.
Work Mode
This role is onsite in London.
We value diversity and as an equal opportunities’ employer, we make reasonable adjustments for those with a disability.
