Valuation Control Strat
Core
Design, specification, and implementation of quantitative applications for valuation controls (IPV, Observability, PruVal, Fair Value reserves) across Deutsche Bank.
Role type
Associate, quantitative control engineer (C++/Python)
Builds
Front-to-back functionality and platform analytics for valuation control processes
Domain
Banking, financial derivatives, quantitative control
Deliverable
production ML models | product features
Required skills
Object-oriented programming in Python and/or C++, cross-asset financial derivatives knowledge, quantitative control methodologies (IPV, PruVal, Fair Value), C++ development, Python development
Preferred skills
Knowledge of Valuation Control topics, AI tools for workflow optimization
Responsibilities
Analysis and development of efficient front-to-back functionality in C++ and Python, Designing and re-engineering platform analytics and tooling, Partnering with Trading, Sales, and Risk to define methodologies, Developing frameworks to monitor and govern adherence to standards