US Rates Valuation Specialist recruitment

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Finance

Group Finance is vital to the way we run our business. The global marketplace is constantly evolving, and being adaptable, deliberate and precise in action is critical to safeguarding shareholder value. With sound financial principles at the core of everything we offer, Group Finance oversees all financial details of Deutsche Bank, globally.

Our People

Our people are outstanding individuals with agile minds, from a diverse range of backgrounds and cultures. They generate fresh ideas and innovative solutions which set us apart from our competitors and add value to our clients.

Role Description

The Global Valuations Group (GVG) is a central function within the Finance group that is responsible for oversight and challenge of the daily and month end valuation control process, quality assurance, development of bank wide policies and standards, accumulating and reporting valuation MIS and reporting and discussion of valuation issues with front office and other infrastructure groups.

GVG who as the valuation experts within Finance seek to ensure that the assets and liabilities in the investment bank are fairly valued through the ongoing development of valuation methodologies, policies and procedures, and the performance of regular and ad-hoc valuation analysis.

Overall Purpose of the Role:          

The vacancy is to work in the US Rates team with responsibility for multiple key aspects of valuation control such as cash and derivative independent valuation analysis, complex products reserving, valuation risk analysis, IPV methodology development, testing and implementation.  The Rates team covers IR products in multiple different areas in Markets. 

Main Responsibilities:        

The candidate will assist in pricing and IPV methodology review, off system modelling and calibration, complex trades review and new product and model approval.  The team has a broad remit, works on a mixture of short term solutions and long term modelling projects.  The candidate will need to be of strong character, flexible and committed to succeed in this team.

Education Standard:           

Mathematically based degree a minimum, MS and/or PhD useful

Additional Qualifications:   

Strong communication and computer programming skills

Experience/Background:    

A person is required who can demonstrate a deep technical knowledge of IR derivatives with a keen interest in developing this product expertise.  Prior experience working in a valuation control environment or on valuation/modelling projects within a financial institution will be an advantage.

Personal Characteristics:           

The candidate should be proactive, lively, enthusiastic and a team player; with an enquiring mind and an ability and interest to learn quickly.

At Deutsche Bank, we are proud to be an Equal Opportunity/ Affirmative Action (M/F/D/V) employer.

For more information and to apply, please visit our website at db.com/careers