Risk Methodoloy Specialist

vor 4 Wochen


Berlin, Deutschland Deutsche Bank Vollzeit

**English version below**

**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**
- Durchführung von komplexen Analysen zur Unterstützung von unterschiedlichen Entscheidungsfindungen, i.e. Entwicklung/Kalibrierung und Rekalibrierung/Pflege von Ratingmethoden und Kreditrisikoparametern für unterschiedliche Portfolien der Deutsche Bank unter dem Einsatz vielfältiger Datenanalysen (oft auf großen Datenmengen) und der Anwendung von umfangreichen mathematischen und statistischen Methoden.
- Durchführung von Simulationen zu der Auswirkung von unterschiedlichen Modell
- und Parameteränderungen auf regulatorischem Kapital und Portfoliosteuerung.
- Analytische Unterstützung von RM Stakeholdern sowie Teilnahme an Verbesserungen der internen Modelle, insbesondere unter Berücksichtigung von regulatorischen Anforderungen (i.e. Basel III/IV, EBA GL, SR11-07 Standards, etc.).
- Kontakt mit angrenzenden Bereichen (Risk/Business/IT/Finance/Audit/etc.) und ggf. 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. Berufserfahrung im Bereich Risiko Management, vorzugsweise in Risikomodellentwicklung ist vom Vorteil.
- 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.
- 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 Andreas Vogel gerne zur Verfügung.

Kontakt Andreas Vogel: +49(0)151 - 277 27513

......................................................................................................................................

**About the area of work**

The **Risk Methodology **(RM) 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 tasks**
- Simulation of risk parameter change effects on the bank’s internal capital consumption and/or internal portfolio steering.
- Analytical support of RM clients in the risk assessment and statistical analysis in general as well as involvement in continuous improvement of development and calibration methodologies, especially taking into account regulatory developments, e.g. Basel III / IV, EBA GL compliance, SR11-07 standards, etc.
- Contact and collaboration with other departments and internal shareholders (CRM/Treasury/Finance/IT/Audit/ etc.) and if needed with regulators (ECB, auditors, etc.).

**Your knowledge and experiencies**
- Relevant university degree (Master or PhD) in a quantitative discipline (e.g. Mathematics, Mathematical Finance/ Statistics, etc.). Practical experience in risk management, preferably in the field of quantitative model development is of benefit.
- 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 pressure if need.
- Very good written and verbal skills in German and English (full professional proficiency).

**What we will offer you**:
As the benefits may vary marginally from location to location, it is advisable to use the link to our career page:
In case of any recruitment related questions, please get in touch with Andreas Vogel.

Contact Andreas Vogel: +49(0)151 - 277 27513

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