Quant jobs / Deutsche Bank

Quantitative Strategist – Credit

A senior strat on the credit trading floor in New York, within the global strategic analytics group. It builds pricing, risk and analytics tools for credit cash and derivative businesses.

What you’d work on

Our reading of the posting: what a new hire in this role would most likely spend their first months on.

Build pricing and analytics tools for credit desks
Extend the strategic platform to cover credit cash and derivative products
Explain front-office risk and P&L and their drivers to traders
Gather requirements from traders, sales and structuring
Guide junior strats

What they ask for

Required

Quantitative modelling, pricing and risk skills in finance
Python for trading applications and large projects
Credit cash and derivative products (bonds, loans, ABS, CDS, indices, options, tranches, TRS)
Front-office risk and P&L attribution understanding
Sensible use of AI tools

Preferred

C++
kdb+
Investment-bank sales and trading strats experience
Project leadership experience

Education: Not stated
Experience: Experienced front-office strat or quant in credit
Languages and tools: Python
C++
KDB+/q
Markets: credit

How to prepare

Price CDS and index products with a hazard-rate curve built from spreads
Learn tranche pricing with a Gaussian copula and its limits
Study how P&L attribution is built from risk sensitivities
Write a Python tool that combines trade data and market data into desk reports

What to study

The Derivatives Pricing Quant roadmap sets out the stages for this kind of role, with free resources for each.

Open the roadmap

Apply

Read the full posting on Deutsche Bank’s site before applying: requirements, location and pay can change after we check them.

View the posting on Deutsche Bank’s site ↗

SelfMadeQuant wrote this summary from the employer’s public posting, last checked 6 November 2026. SelfMadeQuant isn’t affiliated with Deutsche Bank and doesn’t handle applications.