Senior Quantitative Analyst
5 days ago
Job Overview
The Pricing Model Validation team is responsible for the independent review and analysis of all derivative pricing models used for valuation and pricing across Deutsche Bank. We are looking for a skilled Senior Quantitative Analyst - Model Validation to join our team in Mumbai.
Key Responsibilities
- Independently review and analyze derivative pricing models for valuation and risk management
- Collaborate with the pricing validation team in London and Berlin to produce, analyze, and document validation testing
- Develop a deep understanding of mathematical models used, implementation methods, products traded in these markets, and associated risks
- Present findings to key model stakeholders, including Front Office Trading, Front Office Quants, Market Risk Managers, and Finance Controllers
About Our Ideal Candidate
- Excellent mathematical ability with an understanding of Stochastic Calculus, Partial Differential Equations, Monte-Carlo Methods, Finite Difference Methods, and Numerical Algorithms
- Strong interest in financial markets demonstrated by qualifications and/or experience
- Experience coding in a high-level language primarily Python
- Excellent communication skills - both written and oral
Benefits and Career Development
- Opportunities for training and development to help you excel in your career
- Support from experts in your team and a culture of continuous learning to aid progression
- A range of flexible benefits that you can tailor to suit your needs
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