Deustche Bank is hiring for Software Engineer

www.djobbuzz.com 25 Jan 2024

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Education

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Strong quantitative finance skills gained through education, internships or professional experience using quantitative tools such as Python, C++, R, Matlab
Sound theoretical and practical finance knowledge across asset classes such as FX, Rates, Commodities, Equities
Good understanding of valuation methods, capital markets, portfolio theory and risk management
Strong verbal and written communications skills, with experience of producing reports/technical documentation related to financial topics
Educated to degree level in a quantitative field such physics, mathematics, statistics, economics or engineering, or with relevant industry experience

Producing quantitative analysis to support the team in conducting validations on DWS models (both in-house and vendor), based on regulatory guidance, internal policy and procedures and best industry practice
Support with the communication of findings and recommendations to model owners and prepare the model validation reports
Working closely with Investment teams on topics including model assumptions and limitations to ensure models remain fit for purpose
Participate in independent model reviews on complex topics in accordance with business needs and regulatory requirements
Assist in building benchmark models used across the model validation team, design backtesting or other methodologies to test the conceptual soundness of model assumptions