Job Title Model Validation Quantitative Analyst
Location London
Corporate Title Assistant Vice President
What we’ll 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 the review of all derivative pricing models used for valuation and risk across the bank.
As a Quantitative Analyst, you will be reviewing and analysing derivative models for price and risk of interest Rates, FX and Hybrids products.
You can expect:
Your key responsibilities
Your skills and experience
How we’ll support you
About us
Deutsche Bank is the leading German bank with strong European roots and a global network. Click here to see what we do.
Deutsche Bank in the UK is proud to have been named in The Times Top 50 Employers for Gender Equality 2024 for five consecutive years. Additionally, we have been awarded a Gold Award from Stonewall and named in their Top 100 Employers 2024 for our work supporting LGBTQ+ inclusion.
We strive for a culture in which we are empowered to excel together every day. This includes acting responsibly, thinking commercially, taking initiative and working collaboratively.
Together we share and celebrate the successes of our people. Together we are Deutsche Bank Group.
We welcome applications from all people and promote a positive, fair and inclusive work environment.
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