Valuation Control Quantitative Strategist – Commodities
Job Summary
Job Description:
Job Title Valuation Control Quantitative Strategist Commodities
Location London
Corporate Title Vice President
Group Strategic Analytics (GSA) is part of Group Chief Operation Office (COO) which acts as the bridge between the Banks businesses and infrastructure functions to help deliver the efficiency control and transformation goals of the Bank..
You will be joining the Risk Strats unit within GSA which is a team comprised of people with technology front office quant and risk methodology experience. You will be in the Valuation Control Strats group which is part of Risk Strats and delivers applications that solve quantitative problems for businesses across Deutsche Bank covering Independent Price Verification (IPV) Fair Value (FV) Prudent Valuation (PruVal) and Levelling.
The design specification and implementation are the responsibilities of Strats in close partnership with Trading Sales Middle Office and Technology groups.
What well offer you
A healthy engaged and well-supported workforce are better equipped to do their best work and more importantly enjoy their lives inside and outside the workplace. Thats why we are committed to providing an environment with your development and wellbeing at its centre.
You can expect:
- Hybrid Working - we understand that employee expectations and preferences are changing. We have implemented a Hybrid Working Model that enables eligible employees to work remotely for a part of their working time and reach a working pattern that works for them
- 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
Your key responsibilities
- Analysis design and development of efficient front-to-back functionality to deliver business requirements in Python with a focus on valuation controls including IPV FV PruVal and Levelling
- Design and re-engineer platform analytics and tooling to improve efficiency of valuation control processes across Deutsche Bank
- Partnering and working collaboratively with Trading Risk to define practicable and capital efficient methodologies that meet Deutsche Banks policies and regulatory standards
- Develop frameworks and workflow in Python to effectively control monitor and govern Deutsche Banks adherence to these standards
- Contribute to creating regulatory compliant model documentation for new models and model changes
Your skills and experience
- Understanding of Commodity derivatives products
- Programming experience primarily in Python with addition of C being advantageous
- Knowledge of Valuation Control topics (such as IPV FV PruVal or Levelling) is advantageous
- Understanding of Software Development Lifecyle (SDLC) to deliver robust high-quality applications including e.g. source control unit/regression testing release/deployment controls
- A creative problem solver with a solid quantitative background (degree in a quantitative discipline like Mathematics Physics Finance or Computer Science) extensive analytical skills and the ability to take ownership and work with tight deadlines
- Excellent interpersonal and communication skills with the ability to explain complex details
How well support you
- Training and development to help you excel in your career
- Flexible working to assist you balance your personal priorities
- 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
- We value diversity and as an equal opportunities employer we make reasonable adjustments for those with a disability such as the provision of assistive equipment if required (e.g. screen readers assistive hearing devices adapted keyboards)
About us
Deutsche Bank is the leading German bank with strong European roots and a global network. Click here to see what we do.
Deutsche Bank in the UK is proud to have been named The Times Top 50 Employers for Gender Equality 2025 for six consecutive years. Additionally we have been awarded a Gold Award from Stonewall and named in theirTop 100 Employers 2024 for our work supporting LGBTQ inclusion.
If you have a disability health condition or require any adjustments during the application process we encourage you to contact our Adjustments Concierge on to discuss how we can best support you. Alternatively you can share your phone number and a member of the team will be happy to call you to talk through your specific requirements.
Together we share and celebrate the successes of our people. Together we are Deutsche Bank Group.
We welcome applications from all people and promote a positive fair and inclusive work environment.
About Company
Deutsche Securities Saudi Arabia (DSSA) is a closed joint stock company incorporated in 2007 under the commercial register number: 1010239773. DSSA is a subsidiary of Deutsche Bank AG [95% owned by Deutsche Bank AG and 5% owned by DB Capital Markets (Deutschland) GMBH] with paid capit ... View more