Quantitative Analyst

Join to apply for the Quantitative Analyst role at Deutsche BankContinue with Google Continue with GoogleJoin to apply for the Quantitative Analyst role at Deutsche BankPosition OverviewJob Title: Quantitative AnalystCorporate Title: Vice PresidentDivision: RiskLocation: LondonOverview: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) productsUsing deep understanding of the mathematical models used, implementation methods, products traded in these markets, and the associated risksCompleting theoretical analysis and reviewing it (where appropriate) that model/products are independently implemented in a managed C++ libraryReviewing, 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 ControllersActively engaging with the due diligence aspects of the New Product Approval Process and having involvement in Bank-wide strategic initiativesSkills & Qualifications:Educated to Bachelor’s degree level or equivalent qualification/relevant work experience in a numerate subject, such as Mathematics, Financial Mathematics, Physics or Statistics, is beneficialExtensive experience in a Model Validation or Front Office Quant roleExcellent mathematical ability with an understanding of Stochastic Calculus, Partial Differential Equations, Monte-Carlo Methods, Finite Difference Methods, and Numerical AlgorithmsDeep understanding of interest Rates and FX derivative modelsStrong interest in financial markets (especially derivative pricing) demonstrated by qualifications and/or experienceExperience coding in C++ in a managed codebaseExcellent communication skills, both written and verbalWe 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.Seniority levelSeniority levelNot ApplicableEmployment typeEmployment typeFull-timeJob functionJob functionResearch, Analyst, and Information TechnologyReferrals increase your chances of interviewing at Deutsche Bank by 2xGet notified about new Quantitative Analyst jobs in London, England, United Kingdom.Quantitative Research, Exotics & Hybrids (Emerging Markets) - Analyst or AssociateLondon, England, United Kingdom 1 day agoQuantitative Analyst (Structured Products/ABS)Greater London, England, United Kingdom £40,000 - £55,000 20 hours agoQuantitative Researcher (Machine Learning)London, England, United Kingdom 4 months agoLondon, England, United Kingdom 2 weeks agoQuantitative Research - Data Analytics for Rates and Emerging Markets - AssociateLondon, England, United Kingdom 2 weeks agoQuantitative Researcher, Short-Term MacroGreater London, England, United Kingdom 1 week agoQuantitative Research - Rates Options - Analyst or AssociateLondon, England, United Kingdom 2 weeks agoQuantitative Researcher at one of the most well-paid multi-strat Quant firmsQuantitative Associate, Index Investment StrategyLondon, England, United Kingdom 2 weeks agoLondon, England, United Kingdom 1 day agoQuantitative Researcher - Machine LearningGlobal Banking & Markets, Quantitative Researcher, Trading Strats, Associate, LondonLondon, England, United Kingdom 2 weeks agoQuant Analyst for a discretionary macro team focused on rates.London, England, United Kingdom 3 weeks agoLondon, England, United Kingdom 2 weeks agoFront Office Equity/FX Quantitative AnalystLondon, England, United Kingdom 1 week agoQuantitative Researcher – Digital AssetsGreater London, England, United Kingdom$125,000.00-$250,000.001 day agoLondon, England, United Kingdom 3 weeks agoQuantitative Analyst, Agriculture TradingLondon, England, United Kingdom 4 days agoLondon, England, United Kingdom 4 days agoLondon, England, United Kingdom 5 months agoQuantitative Researcher - Digital Assets Liquidity (EMEA Remote)City Of London, England, United Kingdom 2 weeks agoQuantitative Researcher: Europe Tactic Specialist - Two Sigma Securities UKLondon, England, United Kingdom 6 days agoLondon, England, United Kingdom 1 month agoWe’re unlocking community knowledge in a new way. Experts add insights directly into each article, started with the help of AI. #J-18808-Ljbffr