Counterparty Credit Risk Methodology Strat

Job Title: Counterparty Credit Risk Methodology Strategist

Location: London, United Kingdom

Company: Deutsche Bank

Group: Strategic Analytics (GSA) within Group COO

Role Overview: Join our GSA team to work on derivatives exposure modeling, regulatory compliance, and risk management projects such as Basel III and FRTB. Collaborate across teams to develop and implement methodologies for counterparty credit risk analysis.

What We Offer:

• Hybrid working arrangements
• Competitive salary and pension
• 30 days holiday plus bank holidays, with options to purchase additional days
• Private healthcare and life assurance
• Flexible benefits including retail discounts, Bike4Work, and gym benefits
• CSR initiatives and volunteering leave

Your Key Responsibilities:

• Develop and enhance models for counterparty credit risk, including path generation and margin models
• Implement Basel III and FRTB compliant exposure models
• Assist with audits and regulatory inquiries, providing analysis and responses
• Address and resolve validation findings promptly
• Support stakeholders in Credit Risk Management, Front Office, Finance, and Technology teams

Your Skills and Experience:

• Bachelor’s degree or higher in a quantitative field (MSc/PhD preferred)
• Relevant industry experience in risk modeling or similar roles
• Strong communication skills for cross-team collaboration
• Problem-solving and decision-making abilities
• Knowledge of financial mathematics, stochastic calculus, and programming (preferably Python)

How We Support You:

• Career development and training programs
• Mentoring from experts
• Culture of continuous learning
• Tailorable flexible benefits

About Deutsche Bank:

Deutsche Bank is a leading global bank with a strong European presence. We are committed to diversity, inclusion, and responsible banking. We welcome applications from all qualified candidates and promote a positive, fair, and inclusive work environment.