Quantitative Strategist - Valuation Control

Deutsche Bank; 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

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

You will be joining the Valuation Control Strats group, which delivers applications that solve quantitative problems for businesses across Deutsche Bank covering Independent Price Verification (IPV), Observability and Levelling, Prudent Valuation (PruVal) and Fair Value reserves.

The design, specification and implementation are the responsibilities of Strats in close partnership with Trading, Sales, Middle Office and Technology groups.

What we’ll 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. That’s 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

• Analysis, design, and development of efficient front-to-back functionality to deliver to business requirements in C++ and Python, with a focus on valuation controls including IPV, observability and levelling, fair value reserves, and PruVal
• Designing and re-engineering platform analytics and tooling to improve efficiency of valuation control processes across Deutsche Bank
• Partnering together and working collaboratively with Trading, Sales, and Risk to define practicable and capital efficient methodologies that meet Deutsche Bank’s policies and regulatory standards
• Develop frameworks and workflow in C++ and Python to effectively control, monitor, and govern the Bank’s adherence to these standards

Your skills and experience

• In-depth knowledge and experience in object-oriented programming in Python and/or C++
• Excellent understanding of cross-asset financial derivatives
• A creative problem solver with the ability to take ownership and work with tight deadlines
• Excellent interpersonal and communication skills with the ability to explain complex details
• Knowledge of Valuation Control topics (such as IPV, Fair Value, or PruVal) is advantageous
• Proven ability to leverage AI tools to enhance productivity, optimise workflows to solve business problems, while applying critical judgment to ensure responsible and ethical use of data and AI outputs

How we’ll support you

• 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 be named in The Times Top 50 Employers for Gender Equality and has been awarded a Proud Employer Trailblazer Status from Stonewall and named in their Top 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 at [e-mail] to discuss. For more information about our recruitment process and available adjustments, please visit our Hiring Experience page.