Quant Strategist

Deutsche Bank

London, United Kingdom
Competitive salary; non-contributory pension; 30 d...
Hybrid
Master's degree in quantitative discipline
Derivatives pricing model familiarity
Python or c++ coding capabilities
The role focuses on methodology development and implementing models for Valuation Control including model reserves and fair value reserves

Job Summary

  • The role focuses on methodology development and implementing models for Valuation Control including model reserves and fair value reserves.
  • Candidates will participate in the conceptualization, design, and implementation of systems for capital and reserve reporting optimization.
  • Deutsche Bank offers a hybrid working model, competitive salary, and a culture committed to continuous learning and diversity.

Matching Summary

The role focuses on methodology development and implementing models for Valuation Control including model reserves and fair value reserves.

Salary

Competitive salary; Non-contributory pension; 30 days' holiday plus bank holidays

Skills & Requirements

Must-have

  • Master's degree in quantitative discipline
  • Derivatives pricing model familiarity
  • Python or C++ coding capabilities
  • Unit testing and regression testing experience
  • Model documentation for regulatory compliance

Nice-to-have

  • Experience with large team development projects
  • Knowledge of source code control systems
  • Collaboration with traders and risk managers
  • Understanding of prudent valuation frameworks

Key Requirements

  • Master's degree in Mathematics, Physics, Finance, or Computer Science
  • Prior work experience related to finance
  • Proven ability to contribute to large team development projects

Work Rights

Not specified

Tailored Resume

Cover Letter