Valuation Control Quant Strategist, Commodities (Hybrid)

Deutsche Bank; Greater London; Hybrid; GBP 110,000 - 165,000; Full time

Benefits offered by this job

Hybrid working model

Competitive salary

Non-contributory pension

30 days holiday + bank holidays

Private healthcare for you and family

Flexible benefits

Job summary

Deutsche Bank in London seeks a Valuation Control Quantitative Strategist for Commodities to join the Risk Strats unit within Group Strategic Analytics. The role focuses on delivering Python-based valuation control solutions for IPV, FV, PruVal and Levelling.

You will collaborate with Trading, Risk and Technology to implement rigorous control frameworks, benefiting from a hybrid working model and strong development opportunities in a global bank.

Qualifications

• Strong programming in Python with C++ advantageous.
• Knowledge of IPV, FV, PruVal or Levelling is beneficial.
• Solid quantitative background with degree in a quantitative discipline and ability to work under tight deadlines.

Responsibilities

• Analyze, design, and develop front-to-back functionality in Python for valuation controls (IPV, FV, PruVal, Levelling).
• Design and re-engineer platform analytics to improve efficiency of valuation control processes.
• Collaborate with Trading, Risk, Middle Office and Technology to meet standards and regulatory requirements.
• Develop workflows in Python to monitor and govern adherence to standards; document models and changes.

Skills

Python

C++

IPV FV PruVal Levelling

SDLC

Quantitative reasoning

Interpersonal skills

Education

Quantitative degree (Math/Physics/Finance/CS)

Tools

Python

C++

Job description

Deutsche Bank in London seeks a Valuation Control Quantitative Strategist for Commodities to join the Risk Strats unit within Group Strategic Analytics. The role focuses on delivering Python-based valuation control solutions for IPV, FV, PruVal and Levelling.

You will collaborate with Trading, Risk and Technology to implement rigorous control frameworks, benefiting from a hybrid working model and strong development opportunities in a global bank.