Group Strategic Analytics – Quantitative Strategist – Valuation Control

Deutsche Bank is seeking a Quantitative Strategist Vice President for their Group Strategic Analytics team to support the bank's Valuation Control function with independent valuation, fair value reporting, and regulatory capital calculations. The role involves designing and delivering scalable technology solutions and Python libraries to enhance valuation processes.

Key Responsibilities

• Build libraries and develop automated and analytical solutions which can support Valuation Control business activities like Market Data Submission to Totem, Independent Price Validation, Prudential Valuation, Levelling etc.

• Collaborate with global stakeholders to validate requirements, assumptions, interfaces, and acceptance criteria.

• Translate requirements from business into reusable and scalable production components.

• Develop, design, implement and test underlying libraries and interface which are audit-compliant, dependable, and resilient for the use case.

• Build Python libraries and APIs which follow standards and best practices in terms of cyber-hygiene and coding, validation, testing standards of the bank.

• Resolve regulatory, audit, and internal findings through root-cause analysis and sustainable technical controls.

• Support proper documentation of the implemented methodologies.

Requirements

• Relevant experience in quantitative software development, financial engineering, pricing, risk, or valuation with 8.5+ years for VP.

• Strong analytical skills demonstrated by a background in MFE, Engineering, Mathematics, or Quantitative Statistics from top colleges.

• Industry experience in programming in Python and programming concepts like classes, pointers, and data structures.

• Good knowledge of derivatives financial product and pricing methodology in at least one asset class such as Equity, Credit, Rates, FX, or Commodities.

• Experience in valuation models and pricing techniques.

• Market risk, Middle office, or Valuations background with relevant subject matter expertise.

Preferred Qualifications