Description
We are seeking a Valuation Control Strat to join our Group Strategic Analytics (GSA) team, which is part of the Group Chief Operation Office (COO). As a Valuation Control Strat, you will be responsible for delivering applications that solve quantitative problems for businesses across Deutsche Bank, covering Independent Price Verification (IPV), Observability and Levelling, Prudent Valuation (PruVal), and Fair Value reserves.
You will be working closely with Trading, Sales, Middle Office, and Technology groups to design, specify, and implement solutions. Your key responsibilities will include:
- Analysis, design, and development of efficient front-to-back functionality to deliver business requirements in C++ and Python, with a focus on valuation controls
- Designing and re-engineering platform analytics and tooling to improve efficiency of valuation control processes across Deutsche Bank
- Partnering with Trading, Sales, and Risk to define practicable and capital-efficient methodologies that meet Deutsche Bank's policies and regulatory standards
- Developing frameworks and workflows in C++ and Python to effectively control, monitor, and govern the Bank's adherence to these standards
In return, you can expect a competitive salary and benefits package, including:
- Hybrid working arrangements
- 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
To be successful in this role, you will need:
- In-depth knowledge and experience in object-oriented programming in Python and/or C++
- Excellent understanding of cross-asset financial derivatives
- A creative problem-solving approach with the ability to take ownership and work with tight deadlines
- Excellent interpersonal and communication skills with the ability to explain complex details
- Knowledge of Valuation Control topics (such as IPV, Fair Value, or PruVal) is advantageous
- Proven ability to leverage AI tools to enhance productivity, optimise workflows to solve business problems, while applying critical judgment to ensure responsible and ethical use of data and AI outputs