Time Series Modeler – Risk Data & VaR (Hybrid London)

Deutsche Bank AG is seeking a Time Series Modeler for a 6 Month contract based in London with a hybrid work model. The ideal candidate will have strong quantitative modelling expertise and experience in time series modelling, statistical analysis, and market risk management.

This role involves developing methodologies for historical market data, building proxy models for incomplete data, and collaborating with global colleagues. The position requires 3–5 years of relevant experience, particularly in energy markets.

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