Hybrid Valuation Control Quant Strategist - Commodities

Deutsche Bank AG; Greater London; Hybrid; GBP 120,000 - 160,000; Full time

Benefits offered by this job

Hybrid working

Competitive salary & pension

30 days holiday + bank holidays

Private healthcare

Flexible benefits: Retail discounts, a

CSR volunteering leave

Job summary

Deutsche Bank AG in London seeks a Valuation Control Quantitative Strategist for Commodities. You will join Risk Strats and work on IPV, FV, PruVal, and Levelling, delivering robust, front-to-back Python solutions with collaboration across Trading, Risk and Technology.

The role emphasizes quantitative rigor, SDLC discipline, and the creation of model documentation within a hybrid working environment. A strong foundation in a quantitative field is required.

Qualifications

• Strong foundation in quantitative disciplines (Math, Physics, Finance, CS).
• Experience with Python; C++ is a plus.
• Familiarity with IPV, FV, PruVal or Levelling is advantageous.

Responsibilities

• Design, implement front-to-back Python functionality for valuation controls (IPV, FV, PruVal, Levelling).
• Re-engineer platform analytics to improve valuation control efficiency.
• Collaborate with Trading and Risk to define compliant methodologies.
• Develop Python frameworks to monitor and govern compliance with standards.
• Create regulatory model documentation for new models and changes.

Skills

Valuation Control knowledge (IPV, FV,P

Education

Bachelor's degree in a quantitative discipline (Math/Physics/Finance/CS)

Tools

Python

C++

Job description

Deutsche Bank AG in London seeks a Valuation Control Quantitative Strategist for Commodities. You will join Risk Strats and work on IPV, FV, PruVal, and Levelling, delivering robust, front-to-back Python solutions with collaboration across Trading, Risk and Technology.

The role emphasizes quantitative rigor, SDLC discipline, and the creation of model documentation within a hybrid working environment. A strong foundation in a quantitative field is required.