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Job ID: R0360223 | Full/Part-Time: Full-time | Regular/Temporary: Regular | Listed: 2025-03-03 | Location: London
Position Overview
Job Title: Model Validation Quantitative Analyst
Location: London
Corporate Title: Assistant Vice President
What We Offer You
The Model Risk Management (MoRM) team provides 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 as part of MoRM is responsible for reviewing all derivative pricing models used for valuation and risk across the bank.
As a Quantitative Analyst, you will review and analyze derivative models for pricing and risk of interest rates, FX, and hybrid products.
Your Key Responsibilities
* Supporting the review, analysis, and validation of models for Interest Rates, Foreign Exchange, Commodities, and Hybrids.
* Performing model validation testing and deriving conclusions regarding model risk.
* Studying the mathematical models, implementation methods, traded products, and associated risks.
* Presenting outcomes from reviews and studies in high-quality reports to stakeholders and senior management.
Your Skills And Experience
* PhD or Master’s in Mathematics, Financial Mathematics, Physics, Statistics, or related fields. Other postgraduate qualifications may be considered.
* Experience in Model Validation or Front Office Quant roles is beneficial but not required.
* Strong mathematical skills, understanding of Stochastic Calculus, PDEs, Monte Carlo, Finite Difference, and Numerical Algorithms.
* Some knowledge of interest rates and FX derivative models.
* Interest in financial markets, demonstrated through qualifications or experience.
* C++ or Python coding experience is advantageous.
Support and Culture
* Training and development opportunities.
* Flexible working arrangements.
* Support from team experts.
* Culture of continuous learning and diversity.
About Us
Deutsche Bank is a leading German bank with a strong European presence and global network. Recognized for gender equality and LGBTQ+ inclusion, we promote a responsible, collaborative, and inclusive culture.
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