Senior
Deutsche Bank · London, United Kingdom · Hybrid
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Develop and implement Python valuation control tools and analytics for commodity derivatives valuation processes.
Worth knowing: C++ experience is advantageous
Job Description: Job Title Valuation Control Quantitative Strategist – Commodities Location London Corporate Title Vice President 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 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. 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 Hybrid Working 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 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...
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