Business analyst in credit risk

Deutsche Bank AG; Greater London; Hybrid; GBP 90,000 - 130,000; Full time

Benefits offered by this job

Hybrid working

Competitive salary

Non-contributory pension

Private Healthcare

Life Assurance

CSR volunteering leave

Job summary

Deutsche Bank AG is seeking a skilled quantitative professional to join the Change Team for Counterparty Credit Risk (CCR) within Group Strategic Analytics. You will help enhance IMM and credit limit monitoring for PFE on derivatives and SFTs, collaborating across Quantitative Analytics, Technology, and Credit Risk Management.

You will translate complex risk and data requirements into practical solutions, shaping delivery plans, prioritising workstreams, and delivering end-to-end enhancements

Qualifications

• Advanced degree (MSc/“Diplom” or PhD) in a relevant discipline (Physics, Chemistry, (Business) Mathematics, Computer Science, Finance).
• Good understanding of capital markets products with curiosity and commercial awareness.

Responsibilities

• Partner with Quantitative Analytics, Technology, CCR Strats and Credit Risk Management to translate data requirements into end-to-end solutions.
• Understand derivatives and securities valuation routines to define data flows and business processes.
• Work across CCR change, including capital RWA, PFE, margin and collateral modelling, model back-testing, and wrong-way risk.
• Shape delivery plans, prioritise outcomes, manage dependencies, and respond to changing requirements.
• Translate priorities into Agile epics, features, milestones and deliverables.
• Lead or support requirements definition, impact assessment, solution design, testing and implementation.
• Use data and evidence to challenge assumptions and ensure solutions meet business and control expectations.
• Use Python and other tools to automate analysis, assess impact runs, improve transparency and delivery efficiency.

Skills

Python

SQL

Unix/Linux shell scripts

XML

Java

C/C++

C#

R/S

Education

MSc or Dipl/PhD in Physics, Chemistry, (Business) Mathematics, Computer Science or Finance

Tools

Python

SQL

Unix/Linux

XML

Java

C/C++

C#

R/S

Job description

Описание:

You will be joining the Change Team for Counterparty Credit Risk (CCR) which has been established within Deutsche Bank’s Group Strategic Analytics (GSA) department, supporting the Credit Risk Management (CRM) function. GSA combines expertise in quantitative analytics, modelling, pricing, programming, risk management and systems. You will play a key role in improving Deutsche Bank’s internal model method (IMM) and credit limit monitoring framework for potential future exposure (PFE) on derivatives and Security Financing Transactions (SFT).

Задачи:

Partner together with Quantitative Analytics, Technology, CCR Strats and Credit Risk Management teams to translate complex risk, modelling and data requirements into practical end-to-end solutions. You will quickly build an understanding of the financial and mathematical routines used across derivatives and securities valuation, and apply this knowledge to define effective data flows and business processes. Operate across a broad and evolving portfolio of CCR change, including Capital Risk Weighted Assets (RWA), potential future exposure, margin and collateral modelling, model back-testing, wrong-way risk and related regulatory or strategic priorities. Shape and maintain delivery plans in a fast-moving environment, working across business and technical stakeholders to prioritise outcomes, manage dependencies and respond constructively to changing requirements. Translate agreed priorities into clear Agile epics, features, milestones and measurable deliverables. Lead or support requirements definition, impact assessment, solution design, testing and implementation. Use data and evidence to challenge assumptions, identify delivery risks and ensure that solutions meet business, control and user expectations. Use Python and other suitable tools to automate analysis, assess impact runs, improve transparency and make day-to-day change delivery more efficient.

Требования:

Advanced degree (MSc/“Diplom” or PhD) in a relevant discipline such as Physics, Chemistry, (Business) Mathematics, Computer Science, Finance. Good understanding of capital markets products with the curiosity and commercial awareness to build knowledge across global markets and evolving counterparty risk topics. Proficiency in a programming language or tools such as Python, SQL, Unix/Linux shell scripts, XML, Java, C/C++, C#, R/S or similar. Excellent interpersonal, communication and stakeholder-management skills, with the ability to connect multiple business areas, manage priorities and maintain effective relationships globally. Collaborative, proactive, adaptable and delivery focussed, with a positive approach to managing priorities. Будет плюсом: Experience delivering change within credit or market risk management would be an advantage, supported by a good working knowledge of mathematical finance and Monte Carlo methods

Условия:

Hybrid Working - we understand that employee expectations and preferences are changing. We have implemented a model that enables eligible employees to work remotely for a part of their working time and reach a working pattern that works for them Competitive salary and non-contributory pension 30 days’ holiday plus bank holidays, with the option to purchase additional days Life Assurance and Private Healthcare for you and your family A range of flexible benefits including Retail Discounts, a Bike4Work scheme and Gym benefits The opportunity to support a wide ranging CSR programme + 2 days’ volunteering leave per year A culture of continuous learning to aid progression A range of flexible benefits that you can tailor to suit your needs We value diversity and as an equal opportunities’ employer, we make reasonable adjustments for those with a disability such as the provision of assistive equipment if required (e.g. screen readers, assistive hearing devices, adapted keyboards)