Model Validation Specialist

vor 2 Wochen


Berlin, Deutschland Deutsche Bank Vollzeit

The Model Validation Manager is responsible for the implementation and delivery of independent model validations of the Group's Counterparty Credit Risk (CCR IMM) derivative pricing models across asset classes.

This is a leadership role needed to manage the book of work in Internal Model Method (IMM) model validation as well as to provide the necessary management to the team. The focus lies on complex derivative pricing models - requiring detailed analysis, interpretation & judgement calls to be taken as well as highly analytical skills. They are additionally responsible for the continual enhancement and refinement of validation methods in line with industry best practice, regulatory requirements, and changes to the Group's business model. They are also required to build strong relationships with key regulators relevant to model validations.

**Your key responsibilities**
- In this leadership role, you manage the book of work in IMM model validation provide the necessary management to the team.
- You independently review and challenge the derivative pricing models and methodologies used in the Counterparty Credit Risk IMM Pricing.
- You review and challenge the mathematical/ theoretical soundness of the model, check its implementation and assess its suitability for the quantity modelled.
- You engage with model developers/ owners and communicate in a structured manner with wider model risk stakeholders on every aspect of the model risk management lifecycle - e.g validation outcomes, compensating controls.
- You actively engage in the on-going assessment of the model performance and applicability as well as the validation of model changes.
- You ensure compliance with regulatory requirements.

**Your skills and experiences**
- Master’s degree (M.Sc.), PhD in Maths, Physics, Engineering or an equivalent degree.
- +3 years relevant experience either as a model developer or validator.
- Experienced leading skills with a strong background in science as well as management skills to address the complexity of the pricing models used in IMM and manage the whole IMM team globally.
- Understand mathematical models and their implementation in finance as well as OTC exotic derivative products traded in the financial markets together with the associated risks that are inherent from trading these products.
- Highly analytical skills, hands-on-mentality and team player.
- Expertise in Python.

What we will offer you:
Please note that this may vary slightly from location to location.

In case of any recruitment related questions, please get in touch with Mihriban Solak.

Contact: Mihriban Solak, Phone: +49(69)910-45956

Unsere Werte bestimmen das Arbeitsumfeld, welches wir schaffen möchten - vielfältig, wertschätzend und offen für verschiedene Meinungen. Nur eine Unternehmenskultur, die eine Vielzahl von Perspektiven, sowie kulturellen und gesellschaftlichen Hintergründen vereint, fördert Innovation. Wir setzten auf vielfältige Teams, in welchen die Menschen ihr volles Potential entfalten können - denn das Zusammenführen verschiedener Talente und Ideen spielt eine entscheidende Rolle für den geschäftlichen Erfolg der Deutschen Bank.

Unsere Unternehmenskultur setzt hohe ethische Standards und fördert ein gutes Miteinander. Unabhängig von kulturellem Hintergrund, Nationalität, ethnischer Zugehörigkeit, geschlechtlicher und sexueller Identität, körperlichen Fähigkeiten, Religion und Generation freuen wir uns über Bewerbungen talentierter Menschen.
Sprechen Sie uns an: Wir bieten flexible Arbeitszeitmodelle und weitere Zusatzleistungen, um Sie in Ihrem Berufsleben zu unterstützen.

Klicken Sie hier für weitere Informationen zu Vielfalt und Teilhabe in der Deutschen Bank.



  • Berlin, Deutschland Deutsche Bank Vollzeit

    **Details of the role and how it fits into the team** **Your key responsibilities** - Receive formal requests from Front Office and Model Developers to approve pricing models for credit and securitization products, and related reserve and valuation adjustment models - Mathematically review models and their suitability for products, conduct independent...


  • Berlin, Deutschland NextPharma GmbH Vollzeit

    Process Validation Specialist (m/w/d) **Standort**:Berlin, BE, DE, 13509**Berufsfunktion**:Entwicklung**Startdatum**:01.10.2023**Arbeitszeit**:Vollzeit- Sie suchen... nach einer spannenden beruflichen Herausforderung? Wir sind einer der führenden, europäischen Auftragshersteller im Bereich der Pharmazeutischen, Biotech - und Health Care-Industrie mit...


  • Berlin, Deutschland NextPharma Vollzeit

    Process Validation Specialist (m/w/d) Standort: Berlin, BE, DE, 13509 ...


  • Berlin, Deutschland Deutsche Bank Vollzeit

    Group Audit serves as Deutsche Bank’s independent 'Third line of Defense', proactively assisting the bank’s business and infrastructure areas to identify control weaknesses. Comprising around 700 staff, our global connectivity provides a stimulating environment and the opportunity to collaborate, network and share knowledge with colleagues and...


  • Berlin, Deutschland NextPharma Vollzeit

    Sie suchen... nach einer spannenden beruflichen Herausforderung? Wir sind einer der führenden, europäischen Auftragshersteller im Bereich der Pharmazeutischen, Biotech- und Health Care-Industrie mit rund 2.200 Kolleginnen und Kollegen in Deutschland, Frankreich, England, Finnland und Norwegen. Für uns ist der wichtigste Schritt immer der Nächste....


  • Berlin, Deutschland Amazon Deutschland Services GmbH Vollzeit

    Amazon German Marketplace - EU Key Account Management Team is looking for a Sr Deals Operation Specialist to join the team in Berlin.This role provides operations support as the primary interface between different business partners (e.g Key Account Managers, Account Managers, Marketplace Consultants) being able to mitigate process defects & suggest process...


  • Berlin, Deutschland 3B Pharmaceuticals GmbH Vollzeit

    3B Pharmaceuticals (3BP) is a leading developer of targeted molecular radiopharmaceuticals focusing on cancer indications with high medical need. The focus of our drug development programs is a theragnostic approach using diagnostic imaging to identify patients who are likely responders to radiopharmaceutical therapy. 3BP has built a unique technology...


  • Berlin, Deutschland 3B Pharmaceuticals GmbH Vollzeit

    3B Pharmaceuticals (3BP) is a leading developer of targeted molecular radiopharmaceuticals focusing on cancer indications with high medical need. The focus of our drug development programs is a theragnostic approach using diagnostic imaging to identify patients who are likely responders to radiopharmaceutical therapy. 3BP has built a unique technology...


  • Berlin, Deutschland 3B Pharmaceuticals GmbH Vollzeit

    3B Pharmaceuticals (3BP) is a leading developer of targeted molecular radiopharmaceuticals focusing on cancer indications with high medical need. The focus of our drug development programs is a theragnostic approach using diagnostic imaging to identify patients who are likely responders to radiopharmaceutical therapy. 3BP has built a unique technology...


  • Berlin, Deutschland KAYA Vollzeit

    This is a scientific role in the Climate Office at KAYA in which the responsible colleague will analyse and interpret the greenhouse gas fluxes in the land areas where the landscape-scale forestry, agriculture and grassland projects are being developed. The work would involve calculating the emissions and sequestration based on field data on one hand and...


  • Berlin, Deutschland Novanta Vollzeit

    Active participation in the conceptual design and implementation of a cross-device, uniform test strategy in accordance with the specifications of the architecture group **Main tasks**: - Specification, execution and documentation of system and component verification of devices and accessory products - Development of test specifications (automated and...


  • Berlin, Deutschland KAYA Vollzeit

    **About KAYA** KAYA is a new organisation coming to life in **Q1 2023**. It is being co-founded by purpose-driven professionals with different cultural backgrounds and with several years of experience in nature conservation, clean energy, rural development, real estate, and e-commerce. **KAYA’s vision is to mitigate climate change by working with...


  • Berlin, Deutschland KAYA Vollzeit

    We are KAYA, a new organisation starting in Berlin, which is commencing work on nature conservation and landscape restoration in sub-Saharan Africa. We are building our head office team and looking for people who would like to join us in various roles as soon as possible. Tasks \-Calculate carbon stock and GHG emissions in the baseline conditions reported...


  • Berlin, Deutschland A-DevOps Solutions Vollzeit

    Job Description: We are looking for a dedicated Embedded Software Specialist to join our team in Germany. This role requires an individual with a strong background in embedded systems, particularly in diagnosing and resolving embedded software issues. The successful candidate will develop, test, and optimize embedded software to ensure it meets the highest...


  • Berlin, Deutschland Leibniz-Institut für Kristallzüchtung (IKZ) Vollzeit

    We are currently looking for a Scientist for heat and mass transfer (M/F/d) Modern crystalline materials, that are the basis of innovations in microelectronics or renewable energy, are produced in complex high-temperature processes involving a large variety of physical phenomena. In the group "Model experiments" at the IKZ (project homepage:...


  • Berlin, Deutschland Barrington James Vollzeit

    Key responsibilities for the QA Operations Specialist will include:Reviews and approves batch records, discrepancy reporting, investigations and CAPAs associated with all areas of Manufacturing operations.Responsible for supporting execution of an effective Quality system and accountable for quality oversight of quality management systems (CAPAs, Change...


  • Berlin, Deutschland Leibniz-Institut für Gewässerökologie und Binnenfischerei Vollzeit

    **Your tasks**: - Conducting field experiments of ecohydrological investigations for model calibration and validation - Processing of existing data - Laboratory analysis - Data analysis and interpretation - Incorporating multiple hydrological data into process-based models - Preparation of three manuscripts as first author for submission to high impact...


  • Berlin, Deutschland Life Molecular Imaging GmbH Vollzeit

    Life Molecular Imaging GmbH (LMI) is a German based Research & Development (R&D) organization focused on developing PET imaging solutions to diseases with high unmet medical need. Our vision is to build our position as an innovator and leading player in the Molecular Imaging field. We aim to create value for patients & physicians by improving early detection...


  • Berlin, Deutschland Project A Ventures Vollzeit

    Junior Talent Acquisition Specialist (Headhunter) (M/F/d) About the Job **→ Join our portfolio company**: Founded in 2021 with its HQ in Berlin/Germany, the company runs a trailblazing marketplace that redefines one of the largest supply chains on earth. The company’s mission is to unlock the vast potential of cross-border supply for the Western Market...


  • Berlin, Deutschland SIGNA Sports United Vollzeit

    Company Description SIGNA Sports United (“SSU”) is a NYSE (New York Stock Exchange) listed specialist online sports retail company based in Berlin, Germany. We own companies and brands in various sports including bikes, tennis, outdoor and team sports. We sell equipment and apparel via our 100 own online stores, collaborate with 500+ independent brick...