Deutsche Bank AG in London seeks a Vice President to lead Commodities Model Validation within MoRM. You will assess derivative pricing models, apply advanced quantitative methods, and clearly communicate model risks to traders, quants, risk managers and finance controllers.
The role requires a PhD or MSc in a numerate field, strong commodities experience, and extensive Python coding. Hybrid work and competitive benefits are offered as part of a flexible, globally integrated bank.
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The following opportunity is for a VP, Commodities Model Validation & Quant Analytics with Deutsche Bank.
Step into the VP, Commodities Model Validation & Quant Analytics role at Deutsche Bank in Greater London, England, United Kingdom and grow with us.
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If your experience matches this role, we encourage you to apply.