Quantitative Credit Risk Analyst – Derivatives & IMM

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

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