Capital & Liquidity Management Specialist in Risk

vor 2 Wochen

Frankfurt am Main, Deutschland Deutsche Bank Vollzeit

**Über den Bereich**:
Die Risk Methodology-Abteilung als Teil der CRO-Division spielt eine zentrale Rolle bei der Entwicklung von bankweiten Risikobewertungsmethoden zur Unterstützung der Allokation von Ressourcen, dem Management des Risikoappetits und fundierten Kreditentscheidungen.

Sie werden in einem Bereich arbeiten, der durch eine Kultur des offenen Feedbacks und des Dialogs mit den Mitarbeitern geprägt ist, um gleichzeitiges meistern von geschäftlichen und privaten Aufgaben gut zu ermöglichen.

**Ihre Aufgaben**:

- Entwicklung/Kalibrierung und Pflege von Risiko Verhalten und Vorauszahlungsmodellen für unterschiedliche Portfolien der Deutsche Bank, eingesetzt im IFRS9 Framework und für Treasury Aufgaben.
- Umfassender Einsatz von Datenanalysen und statistischen Methoden (Klassifikation, Regression, Data Mining) zur Quantifizierung des Risikos sowie Anwendung von relevanten Market Risk Modellierungstechniken.
- Analytische Unterstützung der Kunden bei der Risikoeinschätzung und Risiko-Analyse im Allgemeinen.
- Teilnahme an Verbesserungen der Entwicklungs
- und Kalibrierungsmethoden, unter Berücksichtigung von regulatorischen Anforderungen, wie z.B. Einhaltung von Model Risiko Management Anforderungen (Basel III/IV, EBA GL, BCBS 368, etc. ), „SR11-07“ Dokumentationsstandards
- Regelmäßiger Kontakt mit angrenzenden Bereichen (Risk/Treasury/Business/IT/Finance/Audit/etc.) und externer Kontakt mit internem Management (Management Board -2), und mit externen Regulatoren (ECB, Wirtschaftsprüfung).

**Ihre Fähigkeiten und Erfahrungen**:

- Master oder PhD in einer quantitativen Disziplin, z.B. (Finanz)Mathematik, Statistik etc., idealerweise mit Anwendungserfahrung und/oder Berufserfahrung im Bereich Risiko Management, vorzugsweise in Risikomodellentwicklung.
- Erfahrung in der Aufbereitung sowie deskriptiven und explorativen Analyse von großen Datenmengen sowie sicherer Umgang mit statistischer und anderer Software (z.B. Python, R/S-Plus, Matlab, SAS).
- Starke konzeptuelle und analytische Fähigkeiten; Flexibilität bei der Erarbeitung in neuen Themengebiete und Fähigkeit zur pro-aktiven, schnellen, selbständigen und lösungsorientierten Bearbeitung von Aufgaben.
- Erfahrung in Projektmanagement und in der Kommunikation komplexerer Themen zu diversen (senioren) Stakeholdern.
- Verhandlungssicheres Deutsch und Englisch in Wort und Schrift.

**Was wir Ihnen bieten**:
Bitte beachten Sie, dass dies von Standort zu Standort geringfügig variieren kann.

Bei Fragen zum Rekrutierungsprozess steht Ihnen Mihriban Solak gerne zur Verfügung.

Kontakt: Mihriban Solak (+49(69)910-45956)
- _______________________________________

**About the role**:
The Risk Methodology department, as part of the CRO Division, is key contact in developing and managing Deutsche Bank’s risk valuation methodologies. i.e., providing risk managers with fit-for-purpose tools when it comes to e. g. allocating resources, managing risk appetite, or making well-judged credit decisions.

You will work in an environment that encourages an open communication, provides a mature feedback culture and offers employees a wide range of options to balance the requirements of the workplace with their personal and family needs.

**Your key responsibilities**:

- Execution of tasks related to the development and/or calibration and maintenance of behavioral and prepayment modelling for different portfolios of Deutsche Bank used within IFRS9 framework and Treasury.
- Extensive use of data analysis and statistical methods (classification, regression, data mining) for quantifying risks as well as use of relevant market risk techniques.
- Analytical support of RM clients in the risk assessment and statistical analysis in general.
- Involvement in continuous improvement of development and calibration methodologies, especially taking into account regulatory developments, e.g., Basel III / IV, EBA GL and BCBS 368 compliance, SR11-07 standards, etc.
- Regular contact and collaboration with Risk colleagues from other departments and internal shareholders (CRM/Treasury/Finance/IT/Audit/ etc.) as well as contact to internal management (Management Board -2) as well as to regulators (ECB, auditors, etc.).

**Your skills and experiences**:

- Relevant university degree (Master or PhD) in a quantitative discipline (e.g. Mathematics, Mathematical Finance/ Statistics, etc.) and ideally practical experience in risk management, preferably in the field of quantitative model development.
- Experience in descriptive and explorative statistical techniques, handling of large data sets and strong IT/ data management skills plus experience with relevant statistical and other software packages (e.g. Python, R/S-Plus, Matlab, SAS etc.).
- Strong analytical skills as well as strong ability to solve conceptual problems, combined with ability to work with both a high degree of independence and flexibility with respect to learning new skills or to work under time pres

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