Valuation Control Quantitative Strategist - Commodities

Job Title: Valuation Control Quantitative Strategist - Commodities

Location: London

Corporate Title: Vice President Group Strategic Analytics

Group Strategic Analytics (GSA) is part of the Group Chief Operation Office (COO) and 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 Risk Strats unit within GSA, which is a team comprised of people with technology, front office quant and risk methodology experience. The position is in the Valuation Control Strats group, part of Risk Strats, delivering applications that solve quantitative problems for businesses across Deutsche Bank covering Independent Price Verification (IPV), Fair Value (FV), Prudent Valuation (PruVal) and Levelling. The design, specification and implementation are the responsibilities of Strats in close partnership with Trading, Sales, Middle Office and Technology groups.

Responsibilities

• Analysis, design and development of efficient front to back functionality to deliver business requirements in Python, focusing on valuation controls including IPV, FV, PruVal and Levelling.
• Design and re engineer platform analytics and tooling to improve efficiency of valuation control processes across Deutsche Bank.
• Partner and work collaboratively with Trading, Risk to define practicable and capital efficient methodologies that meet Deutsche Bank's policies and regulatory standards.
• Develop frameworks and workflows in Python to effectively control, monitor and govern Deutsche Bank's adherence to these standards.
• Contribute to creating regulatory compliant model documentation for new models and model changes.

Qualifications and Experience

• Understanding of commodity derivatives products.
• Programming experience, primarily in Python; experience with C++ is an advantage.
• Knowledge of valuation control topics (IPV, FV, PruVal, Levelling) is advantageous.
• Knowledge of the Software Development Life Cycle (SDLC) to deliver robust, high quality applications, including source control, unit/regression testing and release/deployment controls.
• Creative problem solving ability with a solid quantitative background (degree in Mathematics, Physics, Finance, Computer Science or related discipline).
• Extensive analytical skills and the ability to take ownership and work with tight deadlines.
• Excellent interpersonal and communication skills with the ability to explain complex details.

Benefits

• Hybrid Working model enabling eligible employees to work remotely for part of their working time.
• 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.
• Flexible benefits including retail discounts, Bike4Work scheme and gym benefits.
• Opportunities to support CSR programmes and 2 days' voluntary leave per year.

EEO and Diversity Statement

We value diversity and, as an equal opportunity 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).