Quant jobs / Deutsche Bank

Valuation Control Strat

A strat in the valuation control team, building applications for independent price verification, observability and levelling, prudent valuation and fair value reserves. It sits in Group Strategic Analytics.

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 front-to-back valuation control functionality in C++ and Python
Re-engineer platform analytics to make valuation control processes more efficient
Define practical reserve and prudent-valuation methods with trading and risk
Create frameworks to monitor and govern valuation standards

What they ask for

Required

Object-oriented Python and/or C++
Cross-asset derivatives understanding
Ownership under tight deadlines
Clear communication of technical detail
Sensible use of AI tools

Preferred

IPV, fair value or PruVal knowledge

Education: Not stated
Experience: Associate-level strat or developer with derivatives knowledge
Languages and tools: C++
Python
Markets: multi-asset

How to prepare

Learn IPV, fair value levelling and prudent valuation adjustments
Price a mixed derivatives book and build a mark-versus-observable-data comparison tool
Study derivative pricing across rates, FX, equity and credit
Write well-tested C++ or Python workflow tooling

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.