Risk Methodology Senior Specialist (f / m / x)

Deutsche Bank; Berlin; Vor Ort; EUR 70.000 - 100.000; Vollzeit

Zusammenfassung

A leading bank in Germany is seeking a Risk Methodology Senior Specialist for their International Strategic Analytics team in Berlin. This role involves developing quantitative risk management methodologies, engaging stakeholders, and conducting statistical analyses to enhance compliance and decision-making processes. Candidates should possess a strong quantitative background, analytical proficiency, and experience with relevant programming languages.

Leistungen

Support for mental health

Financial security assistance

Work-life balance initiatives

Qualifikationen

• Post-graduate degree in mathematics, statistics, finance, or related fields.
• Industry experience in credit risk methodology.
• Strong understanding of financial products and risk regulation.

Aufgaben

• Conduct statistical analyses for credit risk methodology development.
• Develop PD and LGD projection models for stress tests.
• Implement data processing tools and advanced numerical methods.

Kenntnisse

Analytical skills

Problem-solving skills

Programming languages

Communication skills

Ausbildung

Post-graduate degree in quantitative discipline

Tools

Python

Matlab

R

Jobbeschreibung

Risk Methodology Senior Specialist (f/m/x), Berlin

Client: Deutsche Bank

Location: Berlin, Germany

Job Category: Other

EU work permit required: Yes

Job Reference: 119ef89fd9d8

Job Views: 2

Posted: 15.06.2025

Expiry Date: 30.07.2025

Job Description:

Group Strategic Analytics (GSA) is Deutsche Bank’s department that combines expertise in quantitative analytics, modeling, pricing, and risk management. The department develops firm-wide risk valuation methodologies and provides risk managers with quantitative tools for capital allocation, risk appetite management, and credit decisions. The Credit & Climate Risk Analytics team focuses on credit loss-projection models and climate risk methodologies, ensuring compliance with regulatory standards.

You will work in an international environment that encourages open communication, feedback, and work-life balance.

Your Key Responsibilities:

• Conduct statistical analyses for credit risk methodology development, including IFRS9 and CECL frameworks.
• Develop PD and LGD projection models for stress tests and regulatory reviews.
• Develop climate risk modeling approaches for stress testing and scenario analysis.
• Implement data processing tools, advanced numerical methods, and document modeling concepts.
• Build relationships with stakeholders across departments.

Your Skills and Experience:

• Post-graduate degree in a quantitative discipline (e.g., mathematics, statistics, physics, econometrics, finance) with relevant industry experience.
• Strong analytical and problem-solving skills.
• Understanding of financial products, markets, and risk regulation.
• Experience with programming languages like Python, Matlab, R.
• Excellent communication and presentation skills.

What we offer:

• Support for your private and professional needs, including mental health, physical health, social connection, and financial security.

This position is available in full and part-time options.

For questions, contact Nana Darko at +49 175 - 6705312.

We promote an inclusive, responsible, and collaborative work environment.