Hybrid Commodity Valuation Control Quant Strategist

Deutsche Bank AG in London is seeking a Valuation Control Quantitative Strategist to join the Risk Strats group. The role focuses on building front-to-back Python solutions for IPV, FV, PruVal and Levelling within the Valuation Control Strats function.

You will partner with Trading, Risk, and Technology to implement robust methodologies and governance, while contributing to regulatory documentation and platform improvements.