Time Series Modeler – Risk Data & VaR (Hybrid London)

Time Series Modeler – Risk Data & VaR (Hybrid London)

Full-Time 60000 - 80000 Β£ / year (est.) No working from home possible
Deutsche Bank AG, Frankfurt am Main

At a Glance

  • Tasks: Develop methodologies for market data and build proxy models while collaborating globally.
  • Company: Join Deutsche Bank AG, a leader in financial services with a hybrid work model.
  • Benefits: Competitive contract pay and the chance to work in a dynamic environment.
  • Other info: Exciting opportunity to work in energy markets with excellent career prospects.
  • Why this job: Make an impact in risk management and enhance your quantitative skills.
  • Qualifications: 3-5 years of experience in time series modelling and market risk management.

The predicted salary is between 60000 - 80000 Β£ per year.

Deutsche Bank AG is seeking a Time Series Modeler for a 6 Month contract based in London with a hybrid work model.

The ideal candidate will have strong quantitative modelling expertise and experience in time series modelling, statistical analysis, and market risk management.

This role involves developing methodologies for historical market data, building proxy models for incomplete data, and collaborating with global colleagues.

The position requires 3–5 years of relevant experience, particularly in energy markets.

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Deutsche Bank AG, Frankfurt am Main

Contact Details:

Deutsche Bank AG, Frankfurt am Main Recruitment Team

We think you need these skills to ace Time Series Modeler – Risk Data & VaR (Hybrid London)

Communication Skills
Problem-Solving Skills
SQL
Attention to Detail
Python
Automation
Data Engineering