Quantitative Analyst

Deutsche Bank

London

1 month ago

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Position 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) products
Using deep understanding of the mathematical models used, implementation methods, products traded in these markets, and the associated risks
Completing theoretical analysis and reviewing it (where appropriate) that model/products are independently implemented in a managed C++ library
Reviewing, 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 Controllers
Actively engaging with the due diligence aspects of the New Product Approval Process and having involvement in Bank-wide strategic initiatives

Skills & 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 beneficial
Extensive experience in a Model Validation or Front Office Quant role
Excellent mathematical ability with an understanding of Stochastic Calculus, Partial Differential Equations, Monte-Carlo Methods, Finite Difference Methods, and Numerical Algorithms
Deep understanding of interest Rates and FX derivative models
Strong interest in financial markets (especially derivative pricing) demonstrated by qualifications and/or experience
Experience coding in C++ in a managed codebase
Excellent 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 levelNot Applicable

Employment type

Employment typeFull-time

Job function

Job functionResearch, Analyst, and Information Technology

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