Valuation Control Quantitative Strategist – Commodities at Deutsche Bank | England | Rezi

Valuation Control Quantitative Strategist – Commodities at Deutsche Bank

Valuation Control Quantitative Strategist – Commodities

Deutsche Bank · England

1 weeks ago

Valuation Control Quantitative Strategist – Commodities

Deutsche Bank · England

10 days ago
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About the Role

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. You will be in the Valuation Control Strats group, which is part of Risk Strats and delivers 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, with a focus 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
  • Partnering and working collaboratively with Trading, Risk to define practicable and capital efficient methodologies that meet Deutsche Bank’s policies and regulatory standards
  • Develop frameworks and workflow 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

Requirements

  • Understanding of Commodity derivatives products
  • Programming experience, primarily in Python with addition of C++ being advantageous
  • Knowledge of Valuation Control topics (such as IPV, FV, PruVal or Levelling) is advantageous
  • Understanding of Software Development Lifecyle (SDLC) to deliver robust high-quality applications, including e.g. source control, unit/regression testing, release/deployment controls
  • A creative problem solver with a solid quantitative background (degree in a quantitative discipline like Mathematics, Physics, Finance, or Computer Science), 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

Skills

  • Python
  • C++
  • Valuation Control (IPV, FV, PruVal, Levelling)
  • Software Development Lifecycle (SDLC)
  • Quantitative analysis
  • Commodity derivatives

Location

  • London

Work Type

  • Hybrid Working

Experience Level

  • Corporate Title Vice President

Education Level

  • Degree in a quantitative discipline like Mathematics, Physics, Finance, or Computer Science

Salary/Compensations

  • Competitive salary

Benefits

  • 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
  • Training and development to help you excel in your career
  • Flexible working to assist you balance your personal priorities
  • 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

About the Company

  • Deutsche Bank is the leading German bank with strong European roots and a global network.
  • Deutsche Bank in the UK is proud to have been named The Times Top 50 Employers for Gender Equality 2025 for six consecutive years.
  • Additionally, we have been awarded a Gold Award from Stonewall and named in their Top 100 Employers 2024 for our work supporting LGBTQ+ inclusion.
  • We strive for a culture in which we are empowered to excel together every day. This includes acting responsibly, thinking commercially, taking initiative and working collaboratively.
  • Together we share and celebrate the successes of our people. Together we are Deutsche Bank Group.

Equal Opportunity

  • 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)
  • If you have a disability, health condition, or require any adjustments during the application process, we encourage you to contact our Adjustments Concierge on adjustmentsconcierge@db.com to discuss how we can best support you. Alternatively, you can share your phone number, and a member of the team will be happy to call you to talk through your specific requirements.
  • We welcome applications from all people and promote a positive, fair and inclusive work environment.