Time Series Modeler (Quant)

Deutsche Bank is a global banking business with strong roots in Germany and operations in over 70 countries. Their large but focused footprint gives an established position in Europe plus a significant presence in the Americas and Asia Pacific. There are four business divisions: the Corporate Bank, the Investment Bank, the Private Bank and the Asset Manager DWS. There are also a number of highly skilled functions performing key management tasks.

'Together we're sharing new perspectives and transforming what it means to be a bank.'

AMS is a global workforce solutions partner committed to creating inclusive, dynamic, and future-ready workplaces. We help organisations adapt, grow, and thrive in an ever-evolving world by building, shaping, and optimising diverse talent strategies.

We partner with Deutsche Bank to support their contingent recruitment processes. Acting as an extension of their recruitment teams, we connect them with skilled interim and temporary professionals, fostering workplaces where everyone can contribute and succeed.

On behalf of Deutsche Bank, we are looking for a Time Series Modeler for a 6 Month contract based in London (Hybrid).

The Role & Responsibilities:

We are seeking a Time Series Modeler with strong quantitative modelling expertise to join the Market Data Strategy team. This role sits within Market Risk Management and is focused on developing robust historical market data used for Value at Risk (VaR), stress testing and economic capital calculations.

• Develop quantitative methodologies to construct historical market data time series for use in risk management.
• Build robust Proxy models to backfill incomplete market data histories, particularly within energy markets.
• Apply time series modelling and statistical techniques to fill data gaps and create reliable historical datasets.
• Identify relationships between market variables to support Proxy construction and validation.
• Ensure methodologies align with internal risk management standards and governance frameworks.
• Support the production of market data used in Value at Risk (VaR), stress testing and economic capital calculations.
• Work closely with the Head of Methodology to develop and enhance modelling approaches.
• Collaborate with global colleagues in London and Mumbai on data analysis, model development and implementation.
• Document methodologies and contribute to ongoing model governance and validation activities.

Key Accountabilities, Skills & Experience:

• Strong Python programming skills for data analysis and model development.
• 3-5 years' experience in a quantitative modelling, market risk or market data role.
• Strong experience in time series modelling, statistical analysis and historical data construction.
• Experience developing Proxy methodologies and applying gap-filling techniques to incomplete datasets.
• Good understanding of quantitative modelling techniques and the ability to identify relationships across market data.
• Good understanding of energy markets and energy market data.

Deutsche Bank's Values:

Our values define the working environment we strive to create - diverse, supportive and welcoming of different views. We embrace a culture reflecting a variety of perspectives, insights and backgrounds to drive innovation. We build talented and diverse teams to drive business results and encourage our people to develop to their full potential. Talk to us about flexible work arrangements and other initiatives we offer.

We promote good working relationships and encourage high standards of conduct and work performance. We welcome applications from talented people from all cultures, countries, races, genders, sexual orientations, disabilities, beliefs, and generations and are committed to providing a working environment free from harassment, discrimination and retaliation.

This client will only accept workers operating via a PAYE engagement model.

AMS's payroll service is in partnership with Giant, we have worked with them for many years and have good processes in place to ensure you get the best service. If you are successful in your application for this role, your contract will be via Giant.

AMS, a Recruitment Process Outsourcing Company, may in the delivery of some of its services be deemed to operate as an Employment Agency or an Employment Business.