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Deutsche BankPosition Overview

Job Title: Quantitative Analyst

Corporate Title: Vice President

Division: Risk

Location: London

Overview:

The Model Risk and Analytics team provides independent oversight and governance for senior managers of model analytics and their implementation into the risk architecture that drive valuation, risk and stress results. Model Validation is responsible for the independent review and analysis of all derivative pricing models used for valuation and risk across the Bank.

Key Responsibilities:

Reviewing and analysing derivative models for price and risk of interest Rates, and Foreign Exchange (FX) productsUsing deep understanding of the mathematical models used, implementation methods, products traded in these markets, and the associated risksCompleting theoretical analysis and reviewing it (where appropriate) that model/products are independently implemented in a managed C++ libraryReviewing, analysing, and independently implementing will form the basis of discussion with key model stakeholders including Front Office Trading, Front Office Quants, Market Risk Managers, and Finance ControllersActively engaging with the due diligence aspects of the New Product Approval Process and having involvement in Bank-wide strategic initiatives

Skills and Qualifications:

Educated to Bachelor’s degree level or equivalent qualification/relevant work experience in a numerate subject, such as Mathematics, Financial Mathematics, Physics or Statistics, is beneficialExtensive experience in a Model Validation or Front Office Quant roleExcellent mathematical ability with an understanding of Stochastic Calculus, Partial Differential Equations, Monte-Carlo Methods, Finite Difference Methods, and Numerical AlgorithmsDeep understanding of interest Rates and FX derivative modelsStrong interest in financial markets (especially derivative pricing) demonstrated by qualifications and/or experienceExperience coding in C++ in a managed codebaseExcellent communication skills, both written and verbal

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.

We welcome applications from all people and promote a positive, fair and inclusive work environment.Seniority level

Seniority level Not ApplicableEmployment type

Employment type Full-timeJob function

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