Senior
Deutsche Bank · London, United Kingdom · Hybrid
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Design and implement C++ and Python valuation control tools for IPV, observability, PruVal and fair value reserves.
Worth knowing: Role requires strong cross-asset derivatives knowledge and AI tool experience.
Job Description: Job Title Valuation Control Strat Location London Corporate Title Associate Group Strategic Analytics (GSA) is part of Group Chief Operation Office (COO) which 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 Valuation Control Strats group, which delivers applications that solve quantitative problems for businesses across Deutsche Bank covering Independent Price Verification (IPV), Observability and Levelling, Prudent Valuation (PruVal) and Fair Value reserves. The design, specification and implementation are the responsibilities of Strats in close partnership with Trading, Sales, Middle Office and Technology groups. What we’ll offer you A healthy, engaged and well-supported workforce are better equipped to do their best work and, more importantly, enjoy their lives inside and outside the workplace. That’s why we are committed to providing an environment with your development and wellbeing at its centre. You can expect: Hybrid Working - we understand that employee expectations and preferences are changing. We have implemented a model that enables eligible employees to work remotely for a part of their working time and reach a working pattern that works for them 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 Your key responsibilities Analysis, design, and development of efficient front-to-back functionality to deliver to business requirements in C++ and Python, with a focus on valuation controls including IPV, observability and levelling, fair value reserves, and PruVal Designing and re-engineering platform analytics and tooling to improve efficiency of valuation control processes across Deutsche Bank Partnering together and working collaboratively with Trading, Sales, and Risk to define practicable and capital efficient methodologies that meet Deutsche Bank’s policies and regulatory standards Develop frameworks and workflow in C++ and Python to effectively control,...
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