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An established industry player is seeking a Model Validation Quantitative Analyst to join their dynamic team in London. This exciting role involves reviewing and analyzing complex derivative models for pricing and risk across various financial products. With a focus on interest rates, FX, and hybrid products, you'll leverage your strong mathematical skills and coding experience in C++ or Python. This opportunity offers not just a chance to contribute to critical financial assessments but also to grow in a culture that values continuous learning and diversity. If you're passionate about financial markets and eager to make an impact, this role is for you.
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Job ID: R0360223 | Full/Part-Time: Full-time | Regular/Temporary: Regular | Listed: 2025-03-03 | Location: London
Job Title: Model Validation Quantitative Analyst
Location: London
Corporate Title: Assistant Vice President
The Model Risk Management (MoRM) team provides oversight and governance for senior managers of model analytics and their implementation into the risk architecture that drive valuation, risk, and stress results. Model Validation as part of MoRM is responsible for reviewing all derivative pricing models used for valuation and risk across the bank.
As a Quantitative Analyst, you will review and analyze derivative models for pricing and risk of interest rates, FX, and hybrid products.
Deutsche Bank is a leading German bank with a strong European presence and global network. Recognized for gender equality and LGBTQ+ inclusion, we promote a responsible, collaborative, and inclusive culture.