10+ years experience within valuations/quant/technical middle office functions of investment banks.
Experience of reserving, pricing, risk management and pricing models preferred
Experience of coding platforms (particularly Python) desirable.
Required to engage with senior Front Office, GSA and other infrastructure stakeholders and manage key methodology projects.
Additional
Details of the Division and Team:
The Chief Risk Office function has Group-wide responsibility for the management and control of all credit, market, operational, enterprise and liquidity risks and has the responsibility of continual development of methods for risk measurement, frameworks and creating a bank wide strong risk culture. Deutsche Bank has been named \xe2\x80\x98Bank Risk Manager of the Year\xe2\x80\x99 by the leading publication risk.net for the second consecutive year (2020 & 2021).
Valuation Control (VC) is part of our independent Risk function and sits within the Market and Valuations Risk Management (MVRM) group. The primary objectives of the VC APAC team are to ensure the integrity and control over all aspects of the valuation of the bank\xe2\x80\x99s trading portfolios in the region, act as an internal advisor and operate a center of excellence for valuation risk and methodology.
Your key responsibilities:
The successful applicant will be up to a Vice-President Level and will be part of the Valuation Control APAC team managing model, methodology and Day 1 controls.
The candidate is required to demonstrate deep pricing, modelling, booking and risk comprehension of the products and markets across our businesses with an emphasis on exotic derivative and structured products. In addition, the candidate is expected to exhibit solid stakeholder and project management skills, and make recommendations balancing commercial judgment with a robust valuation risk culture.
Key responsibilities include
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