Valuation Control Quant Strategist - Hybrid, Impactful Modelling

Deutsche Bank AG is seeking a Valuation Control Quantitative Strategist in London to contribute to model development and production applications in Python and C++. The role emphasizes rigorous validation, regulatory documentation, and close collaboration with traders, risk managers, and strategists to improve pricing tools.

Strong programming in Python or C++, familiarity with derivatives pricing, and experience with source control and testing are essential.