Treasury-Jobs in United States

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Group Strategic Analytics is a quantitative profession path responsible for the detailed research, implementation, testing, calibration, and documentation of the Group's risk management models. Work includes:

• Preparation of documentation for new models and model changes
• Performance of statistical analysis to develop risk models
• Creation of detailed methodology documentation
• Testing model components to ensure they perform as intended and are appropriate for the business purpose
• Performing ongoing model performance reviews, including research into data quality, market data, and mapping rules

Role holders may code the algorithms or specify requirements for third-party implementation.

• Developing and implementing complex processes, frameworks, or risk analyses for economic capital in trading and banking portfolios
• Managing large-scale, cross-divisional projects to improve risk capture and understanding
• Collaborating with asset class teams and business units to develop, enhance, and document quantitative models and processes
• Building strong relationships within the team and across stakeholders
• Handling internal audit & validation requests and supporting external audits and regulatory inquiries

• Multiple years of experience in financial markets as a quantitative model developer, with industry experience preferred
• Strong analytical skills, proficiency in mathematical statistics, financial mathematics, and derivative pricing, ideally with a Master’s or PhD in Quantitative Economics, Mathematics, or similar
• Practical experience with Market Risk modeling, including Historical Simulation and Monte Carlo VaR models, with banking book/treasury focus as an advantage
• Hands-on development experience in Python and statistical packages
• Excellent English communication and writing skills

We provide a comprehensive benefits portfolio supporting your private and professional needs, including:

• Emotional and mental balance: mental health support and training
• Physical health: health check-ups, vaccination drives, nutrition advice
• Social connection: networking, flexible working, diversity and inclusion initiatives
• Financial security: pension plans, banking services, company bicycle, Deutschlandticket

This role is available in full and part-time options. For recruitment questions, contact Christin Bode at +49 30 34074860.

We promote a responsible, collaborative, and inclusive work environment, celebrating our collective successes. Deutsche Bank Group welcomes applications from all backgrounds.