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Quantitative Strategist - Control Strats
Deutsche Bank
2.9km | , UK
role reference:  wyw_#00608
Location
2.9km | , UK
Salary
Competitive salary
Contract Full-time
Industry Banking
Hours 37.5 - 37.5 Hours
Days at home 2-3 Per Week
  • Banking
  • Python (Programming Language)
  • PYTHON
  • C++
  • Quantitative Research
  • Financial Analysis
  • Financial Services
  • Financial Modeling
  • VALUATION CONTROLS
  • QUANTITATIVE STRATEGIST
Description:

You will work in the Control Strats Team within GSA Group implementing effective and efficient front to back control frameworks for the trading businesses, with a focus on Valuation Controls, including Fair Value Reserves methodology implementation and Independent Price Verification (IPV).

The Control Strats team has an ongoing mandate to improve, enhance and support the Bank’s effort to meet regulatory expectations for controls, including Valuation Controls, Model Risk Controls, and Trading & Client Controls.

The Quantitative Strategist (Quant Strat) designs, develops and implements quantitative strategic models, risk management and pricing solutions, and automated tools through direct coding (Python, C++ etc.) to meet business needs and drive strategy. They use their domain knowledge and strong technical coding expertise to contribute to the overall delivery of strategic initiatives within a business, function, or a bank-wide program.

What we’ll offer you

A healthy, engaged, and well-supported workforce are better equipped to do their best work and, more importantly, enjoy their lives inside and outside the workplace. That’s why we are committed to providing an environment with your development and wellbeing at its Centre.

You can expect:

  • Hybrid working arrangements with the opportunity to work in the office and remotely from home
  • Competitive salary and non-contributory pension
  • 30 days’ holiday plus bank holidays, with the option to purchase additional days
  • Life Assurance and Private Healthcare for you and your family
  • A range of flexible benefits including Retail Discounts, a Bike4Work scheme and Gym benefits
  • The opportunity to support a wide-ranging CSR programme + 2 days’ volunteering leave per year

Your key responsibilities

  • Responsible for developing and implementing an effective and efficient front to back control framework with a focus on valuation controls, including, inter alia, independent price verification and fair value reserves
  • Supporting internal stakeholders, you will be expected to help define practicable methodologies to meet the Bank’s policies and regulatory standards
  • Responsible for developing and implementing automated calculations for these methodologies within the Bank’s strategic systems (Kannon), as well as ensuring the continued smooth operating of such calculations
  • Build processes to efficiently source, store and analyse pricing data from both internal and external sources for these methodologies
  • Responsible for developing reporting frameworks and workflow to effectively control, monitor and govern the Bank’s adherence to these standards

Your skills and experience

  • Good quantitative development, modelling, pricing, and risk management skills, with experience within a financial services environment
  • Good computing and programming (coding) skills and experience (including recent) of programming languages, such as Python or C++, as well as standard development tools (such as GitHub, Bitbucket)
  • Good understanding of trading products such as Rates, Credit and Foreign Exchange, with the ability to solve complex business problems
  • Working knowledge of and experience implementing solutions for Valuation Control topics (such as IPV or Fair Value) are an advantage
  • Excellent communication skills, both written and verbal across multiple teams and functions

How we’ll support you

  • Training and development to help you excel in your career
  • Coaching and support from experts in your team
  • A culture of continuous learning to aid progression
  • We value diversity and as an equal opportunities’ employer, we make reasonable adjustments for those with a disability such as the provision of assistive equipment if required (e.g., screen readers, assistive hearing devices, adapted keyboards)
Key skills:
  • Banking
  • Python (Programming Language)
  • PYTHON
  • C++
  • Quantitative Research
  • Financial Analysis
  • Financial Services
  • Financial Modeling
  • VALUATION CONTROLS
  • QUANTITATIVE STRATEGIST
Competitive salary

CONTRACT

INDUSTRY

Role Type

Job Function

Days at home

37.5 - 37.5 Hours
Flexibility:
Working Patterns
Flexi-Time
Full-time
Flexibility:
Workplace
Hybrid Working (Office / Home)
Office Working
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