Deutsche Bank AG in London seeks a Vice President to lead Commodities Model Validation within MoRM. You will assess derivative pricing models, apply advanced quantitative methods, and clearly communicate model risks to traders, quants, risk managers and finance controllers.
The role requires a PhD or MSc in a numerate field, strong commodities experience, and extensive Python coding. Hybrid work and competitive benefits are offered as part of a flexible, globally integrated bank.
VP, Commodities Model Validation & Quant Analytics 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.
