Deutsche Bank AG in London is seeking a Commodities Model Validation Quantitative Analyst to join the Model Risk Management team. You will independently review pricing models used for valuation and risk across commodities and power products, testing implementation and accuracy.
You will discuss outcomes with traders, MoRM quants, risk managers and finance controllers, contribute to New Product Approval diligence, and participate in bank-wide strategic initiatives.
Commodities Model Validation Quant Analyst β Hybrid UK in London employer: Deutsche Bank AG
Deutsche Bank AG is an exceptional employer, offering a dynamic work environment in the heart of London where innovation meets collaboration. As a Market Risk Manager, you will benefit from a culture that prioritises professional growth and development, alongside competitive compensation and comprehensive benefits. The opportunity to engage with diverse teams and contribute to the expansion of the global Energy business makes this role both meaningful and rewarding.