Quant jobs / Deutsche Bank

Quantitative Strategist – Valuation Control (VP)

A vice-president strat in the valuation control team of Group Strategic Analytics. It develops Python libraries for price verification, prudent valuation and market data submissions.

What you’d work on

Our reading of the posting: what a new hire in this role would most likely spend their first months on.

Build libraries for independent price validation and prudent valuation
Develop code for market data submissions and levelling
Write audit-compliant, tested APIs and libraries
Resolve regulatory and audit findings with root-cause fixes
Document methodologies and align requirements with global stakeholders

What they ask for

Required

Python object-oriented development
Quant development, pricing, risk or valuation experience (8.5+ years)
Derivatives pricing knowledge in at least one asset class
Valuation models and pricing techniques
Market risk, middle office or valuation expertise
Handling projects and production support together

Education: Background in financial engineering, engineering, maths or quantitative statistics
Experience: 8.5+ years in quantitative development, pricing, risk or valuation
Languages and tools: Python
Markets: multi-asset

How to prepare

Study IPV, levelling and prudent valuation frameworks
Build a Python package with automated tests and audit-style logging
Learn derivative pricing in one asset class end to end
Practise explaining model and data limitations to non-quant stakeholders

What to study

The Model Validation Quant roadmap sets out the stages for this kind of role, with free resources for each.

Open the roadmap

Apply

Read the full posting on Deutsche Bank’s site before applying: requirements, location and pay can change after we check them.

View the posting on Deutsche Bank’s site ↗

SelfMadeQuant wrote this summary from the employer’s public posting, last checked 6 November 2026. SelfMadeQuant isn’t affiliated with Deutsche Bank and doesn’t handle applications.