Hybrid Quantitative Strategist, Valuation Controls

Deutsche Bank AG; Greater London; Hybrid; GBP 90,000 - 130,000; Full time

Benefits offered by this job

Hybrid Working

Competitive salary & pension

30 days holiday + bank holidays

Life Assurance

Private Healthcare

Flexible benefits

CSR volunteering leave

Job summary

Deutsche Bank is seeking a skilled Strats professional in London to deliver valuation control solutions, including IPV, observability, levelling and PruVal. You will build and enhance front-to-back tooling in Python and C++, collaborating with Trading, Sales and Risk to meet regulatory standards.

The role emphasizes ownership, tight deadlines, and the application of AI tools to optimise workflows while maintaining data ethics. Hybrid work and a competitive benefits package are offered.

Qualifications

• Proficiency in Python and C++ for front-to-back valuation tooling.
• Strong knowledge of cross-asset derivatives.
• Able to deliver under tight deadlines and own projects.

Responsibilities

• Analysis, design, and development of front-to-back functionality for IPV, observability, levelling, PruVal and fair value reserves.
• Design and re-engineer platform analytics to improve valuation control efficiency.
• Collaborate with Trading, Sales, and Risk to implement compliant, capital-efficient methodologies.
• Develop frameworks in C++/Python to enforce standards and governance.

Skills

Python

C++

Object‑oriented programming

Cross‑asset derivatives

AI tooling

Tools

Git

Job description

Deutsche Bank is seeking a skilled Strats professional in London to deliver valuation control solutions, including IPV, observability, levelling and PruVal. You will build and enhance front-to-back tooling in Python and C++, collaborating with Trading, Sales and Risk to meet regulatory standards.

The role emphasizes ownership, tight deadlines, and the application of AI tools to optimise workflows while maintaining data ethics. Hybrid work and a competitive benefits package are offered.