Deutsche Bank's US Flow Credit business needs a quantitative strategist to develop and implement data-driven solutions to enhance trading performance, provide deeper insights into credit markets, and aid in strategic decision-making, increasingly leveraging machine learning and natural language processing.
Requirements
- Proficiency and provable production delivery in at least two of: C++/Java/Python/kdb+q/SQL/Javascript/html5/css
- Genuine kdb+/q experience either dev-ops or query/report building
- Experience of credit markets and pricing/risk modelling, especially corporate bond markets
- Experience and aptitude for presenting complex data stories in a form consumers immediately understand and can use
- Evidence of math, hard science/engineering education and ability with a problem-solving mindset
- Experience interacting with and managing requests from front office sales and trading staff
- PhD or Master degree with any relevant specialization in optimization, machine learning, classification, timeseries analysis
Responsibilities
- Design and build trading workflow and analytics in collaboration with trading and sales people and their requirements – the tools cover 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 engagement for strategy applications along with quant support
- 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 helping improve the core platform incrementally
- build and develop integrated technical strat solutions
- 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
Other
- 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 applications and reports to front office requirements and tight timescales
- comfortable interacting with anyone and everyone. This encompasses front office trading, sales, middle office staff, in addition to IT infrastructure functions
- required to often rapidly react to trader/sales/management demands delivering tactical solutions on tight deadlines
- The role requires daily interaction with traders and trading management to deliver to often complex requirements and tight timelines
- The candidate will engage a team of Credit Sales people day to day via systems, tools and analytics the group builds and supports
