This job offer is not available in your country.

Quantitative Analyst

Australian Investors Association LimitedLondon, England, United Kingdom

15 days ago

Job type

Full-time

Part-time

Job description

1 week ago Be among the first 25 applicants

Get AI-powered advice on this job and more exclusive features.

Continue with Google Continue with Google

Job ID : 3195338_80133647 Full / Part-Time : Full-time Regular / Temporary : Regular Listed : 2019-08-07 Location : London

Position Overview

Job Title : Quantitative Analyst

Corporate Title : Vice President

Division : Risk

Location : London

Overview

The Model Risk and Analytics team provides independent 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 is responsible for the independent review and analysis of all derivative pricing models used for valuation and risk across the Bank.

Key Responsibilities

Reviewing and analysing derivative models for price and risk of interest Rates, and Foreign Exchange (FX) products
Using deep understanding of the mathematical models used, implementation methods, products traded in these markets, and the associated risks
Completing theoretical analysis and reviewing it (where appropriate) that model / products are independently implemented in a managed C++ library
Reviewing, analysing, and independently implementing will form the basis of discussion with key model stakeholders including Front Office Trading, Front Office Quants, Market Risk Managers, and Finance Controllers
Actively engaging with the due diligence aspects of the New Product Approval Process and having involvement in Bank-wide strategic initiatives

Skills & Qualifications

Educated to Bachelors degree level or equivalent qualification / relevant work experience in a numerate subject, such as Mathematics, Financial Mathematics, Physics or Statistics, is beneficial

Extensive experience in a Model Validation or Front Office Quant role

Excellent mathematical ability with an understanding of Stochastic Calculus, Partial Differential Equations, Monte-Carlo Methods, Finite Difference Methods, and Numerical Algorithms

Deep understanding of interest Rates and FX derivative models

Strong interest in financial markets (especially derivative pricing) demonstrated by qualifications and / or experience

Experience coding in C++ in a managed codebase

Excellent communication skills, both written and verbal

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.

LNKD1_UKTJ

Seniority level

Not Applicable

Employment type

Temporary

Job function

Research, Analyst, and Information Technology

Industries

Banking

Referrals increase your chances of interviewing at Australian Investors Association by 2x

Continue with Google Continue with Google

We’re unlocking community knowledge in a new way. Experts add insights directly into each article, started with the help of AI.

J-18808-Ljbffr

Create a job alert for this search

Quantitative Analyst • London, England, United Kingdom