Deutsche Bank AG in London seeks a Valuation Control Quantitative Strategist for Commodities. You will join Risk Strats and work on IPV, FV, PruVal, and Levelling, delivering robust, front-to-back Python solutions with collaboration across Trading, Risk and Technology.
The role emphasizes quantitative rigor, SDLC discipline, and the creation of model documentation within a hybrid working environment. A strong foundation in a quantitative field is required.
#J-18808-Ljbffr
Hybrid Valuation Control Quant Strategist - Commodities 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.
