Group Strategic Analytics – Quantitative Strategist – Valuation Control, Avp

Deutsche Bank UK

Mumbai, India
On-site
Python programming language
Quantitative analytics
Valuation models and pricing techniques
The Valuation Control (VC) Strats team supports the bank’s independent valuation of the fair value balance sheet, ensuring correct fair value reporting and appropriate reserving and regulatory capital calculation

Job Summary

  • The Valuation Control (VC) Strats team supports the bank’s independent valuation of the fair value balance sheet, ensuring correct fair value reporting and appropriate reserving and regulatory capital calculation.
  • The candidate will collaborate with global Valuation managers and FO Quants to drive enhancements in valuation processes and methodologies on various projects, requiring end-to-end solution design and implementation in Python.
  • The role involves working on automation and optimization of valuation control processes, building quantitative solutions for reserves and prudent valuation, and developing Python libraries for business solutions.

Matching Summary

The Valuation Control (VC) Strats team supports the bank’s independent valuation of the fair value balance sheet, ensuring correct fair value reporting and appropriate reserving and regulatory capital calculation.

Skills & Requirements

Must-have

  • Python programming language
  • Quantitative analytics
  • Valuation models and pricing techniques
  • Derivatives and pricing knowledge
  • Independent Pricing Verification

Nice-to-have

  • Agile minds
  • Diverse backgrounds
  • Continuous learning culture

Key Requirements

  • 6+ years of comparable experience for AVP
  • MFE/MBA in Finance / Engineering / Mathematics / Quantitative Statistics background
  • Industry experience in Python programming
  • Good product knowledge of derivatives
  • Market risk, Middle office, Valuations background
  • FRM or CFA or CQF certification is preferred

Work Rights

Not specified

Tailored Resume

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