Valuation Control Quantitative Strategist – Commodities
On-siteLondon, England, United Kingdom
London, England, United KingdomOn-siteFull TimeFinancial ServicesEnterprise
Full TimeEnterpriseFinancial Services
Job Summary
Design and implement Python-based front-to-back functionality for valuation controls, specifically Independent Price Verification, Fair Value, Prudent Valuation, and Levelling. Re-engineer platform analytics and tooling to enhance efficiency across Deutsche Bank's valuation processes while partnering with Trading and Risk to define capital-efficient methodologies. Develop frameworks in Python to monitor adherence to regulatory standards and create compliant model documentation. Collaborate with Technology groups to establish robust application lifecycles including source control and regression testing.
Required Qualifications
- Programming experience, primarily in Python
- Understanding of Commodity derivatives products
- Knowledge of Valuation Control topics (such as IPV, FV, PruVal or Levelling)
- Understanding of Software Development Lifecyle (SDLC) to deliver robust high-quality applications, including e.g. source control, unit/regression testing, release/deployment controls
- A creative problem solver with a solid quantitative background (degree in a quantitative discipline like Mathematics, Physics, Finance, or Computer Science), extensive analytical skills, and the ability to take ownership and work with tight deadlines
- Excellent interpersonal and communication skills with the ability to explain complex details
Desired Qualifications
- C++
- Understanding of Commodity derivatives products
- Knowledge of Valuation Control topics (such as IPV, FV, PruVal or Levelling)
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