Valuation Control Quantitative Strategist

Job Title Valuation Control Quantitative Strategist

Location London

Corporate Title Vice President

Group Strategic Analytics (GSA) is part of Group Chief Operation Office (COO) which acts as the bridge between Deutsche Banks businesses and infrastructure functions to help deliver the efficiency control and transformation goals of the Bank.

GSA concentratesDeutscheBanks quantitative and modelling expertise within a single unit. With group-wide responsibility for model development GSA takes a cross-business and cross-functional approach to solving quantitative modelling and analytics challenges and rolls out common development standards.

You will join the Market Risk Strats unit within GSA which is a team comprised of people with technology front office quant and risk methodology experience. Your focus will beonmethodology developmentand implementing modelsforValuation Controlincluding model reserves prudent valuation (PruVal) fair value reserves and transactions based additionthe successful candidate would participate in thebuildof a system for capital and reserve reporting and optimization that will be deployed toValuation Control FinanceandTrading.

Weexpect you to participate in the conceptualization and design as well as the implementation of the solutions

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 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

• Contribute to the developmentof model methodology provide quantitative and qualitative justification for modelling choices.

• Participate in the development of production applications implemented in Python and C

• Maintain a rigorous focus on system stability and completeness and accuracy of calculations as applications are developed and continue with this focus as they are used in production.

• Contribute to creating regulatory compliant model documentation for new models and model changes.

• Analyseand explain calculated numbers collaborate with traders risk managers and strategistcolleagues to continuously improve models and risk management and pricing tools.
  

Your skills and experience

• Masters degree in a quantitative discipline Mathematics Physics FinanceorComputer Science.

• Priorwork experience related tofinance.

• Familiaritywithderivativespricing models.

• Strong codingdevelopmentcapabilities eitherin Python or C

• Proven ability to contribute to alarge team development withsourcecodecontrol unit-testing regression testing release and deployment controls.
• Excellent interpersonal and communication skills with the ability to explain complex details
  

How well support you

• 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 be namedin The Times Top 50 Employers for Gender Equality and has beenawarded a Gold Award from Stonewall and named in theirTop 100 Employers.

If you have a disability health condition or require any adjustments during the application process we encourage you to contact our Adjustments Concierge onto discuss.

We strive for a culture in which we are empowered to excel together every day. This includes acting responsibly thinking commercially taking initiative and working collaboratively.

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.