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Risk Methodology Senior Specialist

vor 4 Monaten


Berlin, Deutschland Deutsche Bank Vollzeit

**Risk Methodology Senior Specialist (f/m/x)**:
**Job ID**:R0334984**Full/Part-Time**:Full-time**Regular/Temporary**:Regular**Listed**:2024-05-24**Location**:Berlin**Position Overview**:

- Please submit your CV in English ** _

**Details of the role and how it fits into the team**:
Group Strategic Analytics is a quantitative profession path responsible for the detailed research, implementation, testing, calibration, and documentation of the Group's risk management models. Work includes: - Preparation of documentation for new models and model changes - Performance of statistical analysis to develop risk models - Creation of detailed methodology documentation - Test model components to ensure they perform as intended and are appropriate for the intended business purpose - Perform on-going model performance reviews, including research into data quality, market data and mapping rules. Group Strategic Analytics role holders will either code the model algorithms themselves or specify the functional requirements for a third party to implement

**Your key responsibilities**:

- Within Market Risk Economic Capital team work on development and implementation of complex processes, frameworks or risk analysis as well as model maintenance for economic capital in trading and banking book across the bank’s portfolios
- Management of large-scale projects (cross-divisionally/on an international scale) in line with the assigned tasks with focus to improve the risk capture and the understanding of the different business areas
- In cooperation with the asset class teams and business, develop, enhance, document and implement complex quantitative models, enhancements, and processes changes to capture market and earning risk models
- Create and maintain strong relationships within the team but also across internal stakeholders across the bank
- Independently deal with internal audit & validation requests, support in dealing with external audit / regulations requests within assigned tasks

**Your skills and experiences**:

- Multiple years of experience in financial markets as quantitative model developer, experience across industry of particular advantage
- Extensive analytical skills including a proficiency with mathematical statistics, financial mathematics and derivative pricing (level corresponding to university degree Master or PhD in Quantitative Economics, Mathematics or comparable expected); Ability to work independently and flexibly within intra or inter-departmental groups but also ability to lead, manage and influence stakeholders/teams across different functions on large scale projects
- Practical experience with Market Risk modelling, direct practical experience with Historical Simulation and/or Monte Carlo based VaR models and experience with risk management with focus on banking book / treasury modelling will be considered as advantage
- Experience of hands-on development, ideally in Python, mathematical or statistical packages and a desire to continue doing this on a regular basis
- Excellent writing and communication skills (English)

**What we offer**

We provide you with a comprehensive portfolio of benefits and offerings to support both, your private and professional needs.

**Emotionally and mentally balanced**

A positive mind helps us master the challenges of everyday life - both professionally and privately. We offer consultation in difficult life situations as well as mental health awareness trainings.

**Physically thriving**

We support you in staying physically fit through an offering to maintain personal health and a professional environment. You can benefit from health check-ups; vaccination drives as well as advice on healthy living and nutrition.

**Socially connected**

Networking opens up new perspectives, helps us thrive professionally and personally as well as strengthens our self-confidence and well-being. You can benefit from PME family service, FitnessCenter Job, flexible working (e.g parttime, hybrid working, job tandem) as well as an extensive culture of diversity, equity and inclusion.

**Financially secure**

We provide you with financial security not only during your active career but also for the future. You can benefit from offerings such as pension plans, banking services, company bicycle or “Deutschlandticket”.

Since our offerings slightly vary across locations, please contact your recruiter with specific questions.

This job is available in full and parttime.

In case of any recruitment related questions, please get in touch with Carolin Adler.

Contact: Carolin Adler, Tel (+49 3034074778)

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 setzen auf vielfältige Teams, in welchen die Menschen ihr volles Potential entfalten können