Aktiviere Job-Benachrichtigungen per E-Mail!

Risk Methodology Lead (f/m/x)

Deutsche Bank

Berlin

Vor Ort

EUR 60.000 - 85.000

Vollzeit

Gestern
Sei unter den ersten Bewerbenden

Erhöhe deine Chancen auf ein Interview

Erstelle einen auf die Position zugeschnittenen Lebenslauf, um deine Erfolgsquote zu erhöhen.

Zusammenfassung

Join Deutsche Bank's Group Strategic Analytics team in Berlin, focusing on quantitative credit risk methodologies. Collaborate in developing models for stress testing and climate risk while leveraging your strong analytical and programming skills. Enjoy a diverse workplace with comprehensive benefits reflecting our commitment to employee well-being and professional development.

Leistungen

Mental health support
Health check-ups and vaccination drives
Flexibility in working options (part-time, hybrid)
Pension plans
Company bicycle
Deutschlandticket

Qualifikationen

  • Strong analytical and problem-solving skills.
  • Excellent knowledge of financial products and regulatory requirements.
  • Experience with programming languages and modeling software.

Aufgaben

  • Conduct statistical analyses for credit risk methodology development.
  • Develop PD and LGD models for stress tests.
  • Manage large-scale model development projects.

Kenntnisse

Analytical skills
Problem-solving
Financial knowledge
Programming languages
Communication skills
Leadership skills

Tools

Python
Matlab
R

Jobbeschreibung

Social network you want to login/join with:

Group Strategic Analytics (GSA) is Deutsche Bank’s department that combines expertise in quantitative analytics, modeling, pricing, and risk management, with a deep understanding of platform architecture and coding standards. The department also develops firm-wide risk valuation methodologies and provides risk managers with quantitative tools, used e.g. to allocate capital, manage risk appetite and make well-judged credit decisions. Within Group Strategic Analytics, the Credit & Climate Risk Analytics team covers the development of credit loss-projection models and climate risk methodologies, ensuring adherence to regulatory requirements and accounting standards. The mathematical concepts developed by the team are typically designed for application to different use cases and legal entities across the firm.

You will work in an international and diverse environment that encourages an open communication, provides a mature feedback culture and offers employees a wide range of options to balance the requirements of the workplace with their personal and family needs.

Your Key Responsibilities

Statistical analyses as part of quantitative credit risk methodology development projects, e.g. related to DB’s IFRS9 and CECL framework

Development of PD and LGD projection models for DB’s group-wide stress tests, EBA stress tests and CCAR (Comprehensive Capital Analysis and Review)

Development of climate risk modeling approaches for stress testing, scenario analyses and ICAAP

Implementation of data processing tools and advanced numerical methods; documentation of modeling concepts, sensitivity analyses and benchmarking analyses

Relationship management, i.e. building relationships with key stakeholders and business associates across various departments of the Bank, and active engagement with DB’s external auditors and supervisory authorities

Project management of large-scale model development projects

Your Skills and Experience

Strong analytical skills and ability to solve problems efficiently and proactively

Excellent knowledge of financial products, financial markets and key regulatory requirements for risk methodologies

Experience with programming languages and modeling software (e.g. Python, Matlab, R, etc.)

Strong communication and presentation skills

Strong leadership skills

What we offer

We provide you with a comprehensive portfolio of benefits and offerings to support both, your private and professional needs.

Emotionally and mentally balanced
A positive mind helps us master the challenges of everyday life – both professionally and privately. We offer consultation in difficult life situations as well as mental health awareness trainings.

Physically thriving
We support you in staying physically fit through an offering to maintain personal health and a professional environment. You can benefit from health check-ups; vaccination drives as well as advice on healthy living and nutrition.

Socially connected
Networking opens up new perspectives, helps us thrive professionally and personally as well as strengthens our self-confidence and well-being. You can benefit from PME family service, FitnessCenter Job, flexible working (e.g parttime, hybrid working, job tandem) as well as an extensive culture of diversity, equity and inclusion.

Financially secure
We provide you with financial security not only during your active career but also for the future. You can benefit from offerings such as pension plans, banking services, company bicycle or “Deutschlandticket”.

This job is available in full and parttime.


In case of any recruitment related questions, please get in touch with Christin Bode.

Contact Christin Bode: +49 30-3407 4860

We strive for a in which we are empowered to excel together every day. This includes acting responsibly, thinking commercially, taking initiative and working collaboratively.

Together we share and celebrate the successes of our people. Together we are Deutsche Bank Group.

We welcome applications from all people and promote a positive, fair and inclusive work environment.

Hol dir deinen kostenlosen, vertraulichen Lebenslauf-Check.
eine PDF-, DOC-, DOCX-, ODT- oder PAGES-Datei bis zu 5 MB per Drag & Drop ablegen.