Exotic Credit Quant Strategist - Hybrid

Deutsche Bank is seeking a Credit Quantitative Strategist in London to join the Credit Strats team within GSA. You will develop and implement cash and exotic credit derivatives pricing, and integrate them into the Kannon analytics and risk platform.

The role requires front office credit experience, strong C++/Python, and collaboration with trading, technology and operations. The bank offers hybrid working, a competitive salary, a pension, generous holidays and a range of flexible benefits.