1 week ago Be among the first 25 applicants
Get AI-powered advice on this job and more exclusive features.
Sign in to access AI-powered advices
Continue with Google Continue with Google
Continue with Google Continue with Google
Continue with Google Continue with Google
Continue with Google Continue with Google
Continue with Google Continue with Google
Continue with Google Continue with Google
Job ID:3195338_80133647Full/Part-Time:Full-timeRegular/Temporary:RegularListed:2019-08-07Location:London
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 Bachelors 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.
LNKD1_UKTJSeniority level
- Seniority levelNot Applicable
Employment type
Job function
- Job functionResearch, Analyst, and Information Technology
- IndustriesBanking
Referrals increase your chances of interviewing at Australian Investors Association by 2x
Sign in to set job alerts for “Quantitative Analyst” roles.
Continue with Google Continue with Google
Continue with Google Continue with Google
We’re unlocking community knowledge in a new way. Experts add insights directly into each article, started with the help of AI.
#J-18808-Ljbffr
