This role is in the quantitative credit strats team working alongside DB's European Flow Credit business. 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. You will be a member of a small agile team delivering risk, pnl and pre-trade flow and relative value analytics solutions to bond trading and sales via the firms Kannon risk systems and Autobahn web platform. You will be a highly motivated self-starter and all-rounder able to understand credit markets and the associated credit modelling maths as well as being able to build production quality software applications and reports to tight timescales using appropriate technologies (C++, kdb/q, python, java and javascript). The position is full time on the trading floor in London and requires rapidly reacting to trader/sales/management demands in traditional ways but also using techniques in natural language processing (NLP) and machine learning and artificial intelligence (ML, AI) to maximize our return on the large-scale data sets we curate.
Your key responsibilities
Development and support of daily risk/pnl systems
Discussing problems with the desk and gathering requirements for potential solutions.
Implementing flow analysis MIS and reporting (e.g. volumes, market shares, hit rates, client profitability analysis)
Development of pre-trade analytics to aid in trading decisions (e.g. computing trade relative value metrics and strategy backtesting)
Modelling expertise for a variety of quantitative problems the business has (e.g. portfolio optimization, flow matching, trade prospect ranking)
Your skills and experience
5+ years front office investment banking experience in technical / quant roles
Proficiency in programming preferably C++/Python/kdb/java/javascript and in working with standard SDLC tools in a collaborative environment (git/bitbucket/JIRA etc.)
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
Some experience of machine learning and natural language processing a bonus
What we offer
We provide you with a comprehensive portfolio of benefits and offerings to support both, your private and professional needs.
Emotionally and mentally balanced
A positive mind helps us master the challenges of everyday life - both professionally and privately. We offer consultation in difficult life situations as well as mental health awareness trainings.
Physically thriving
We support you in staying physically fit through an offering to maintain personal health and a professional environment. You can benefit from health check-ups; vaccination drives as well as advice on healthy living and nutrition.
Socially connected
Networking opens up new perspectives, helps us thrive professionally and personally as well as strengthens our self-confidence and well-being. You can benefit from PME family service, FitnessCenter Job, flexible working (e.g parttime, hybrid working, job tandem) as well as an extensive culture of diversity, equity and inclusion.
Financially secure
We provide you with financial security not only during your active career but also for the future. You can benefit from offerings such as pension plans, banking services, company bicycle or "Deutschlandticket".
Since our offerings slightly vary across locations, please contact your recruiter with specific questions.
This job is available in full and parttime.
In case of any recruitment related questions, please get in touch with Carolin Adler.
Contact: Carolin Adler, Tel (+49 3034074778)
Our values define the working environment we strive to create - diverse, supportive and welcoming of different views. We embrace a culture reflecting a variety of perspectives, insights and backgrounds to drive innovation. We build talented and diverse teams to drive business results and encourage our people to develop to their full potential. Talk to us about flexible work arrangements and other initiatives we offer.
We promote good working relationships and encourage high standards of conduct and work performance. We welcome applications from talented people from all cultures, countries, races, genders, sexual orientations, disabilities, beliefs and generations and are committed to providing a working environment free from harassment, discrimination and retaliation.
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