Quant jobs / DWS Group

DWS Senior Risk Analyst - Model Validation

DWS’s model validator independently reviews valuation and risk methods. The role builds benchmark models and tests assumptions for investment and corporate risk.

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.

Develop independent model benchmarks.
Design backtests and assumption tests.
Document validation findings.

What they ask for

Required

Python or C++
Valuation methods
Portfolio theory
Risk modelling
Technical writing

Education: Postgraduate quantitative study or relevant industry/professional experience.
Experience: Strong relevant model experience; no minimum years given.
Languages and tools: Python
C++
R
SQL
SAS
MATLAB
Markets: fx, fixed-income, equities

How to prepare

Build a challenger valuation model.
Backtest risk predictions.
Test numerical and conceptual assumptions.

What to study

The Risk 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 DWS Group’s site before applying: requirements, location and pay can change after we check them.

View the posting on DWS Group’s site ↗

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