Producing quantitative analysis to support the team in conducting validations on DWS models (both in-house and vendor), based on regulatory guidance, internal policy and procedures and best industry practice.
Support with the communication of findings and recommendations to model owners and prepare the model validation reports.
Working closely with Investment teams on topics including model assumptions and limitations to ensure models remain fit for purpose.
Participate in independent model reviews on complex topics in accordance with business needs and regulatory requirements.
Assist in building benchmark models used across the model validation team, design backtesting or other methodologies to test the conceptual soundness of model assumptions.
Your skills and experience
Strong quantitative finance skills gained through education, internships or professional experience using quantitative tools such as Python, C++, R, Matlab.
Sound theoretical and practical finance knowledge across asset classes such as FX, Rates, Commodities, Equities.
Good understanding of valuation methods, capital markets, portfolio theory and risk management.
Strong verbal and written communications skills, with experience of producing reports/technical documentation related to financial topics.
Educated to degree level in a quantitative field such physics, mathematics, statistics, economics or engineering, or with relevant industry experience.
How we ll support you
Training and development to help you excel in your career
Flexible working to assist you balance your personal priorities
Coaching and support from experts in your team
A culture of continuous learning to aid progression