Treasury Model Validation Senior Specialist
vor 5 Monaten
Your Responsibilities- Challenge, analyse, test and independently validate mathematical and statistical risk models used by DB Treasury (mainly interest rate risk and liquidity models)- Design and implementation of challenger models- Creation of validation reports and communication of validation results in various fora.- Collaborating in the development and maintenance of an internal Python library to improve the efficiency of testing and documentation- Engaging with the due diligence aspects of the New Product Approval Process, and oversight of model governance for Treasury products
Your Qualifications- Graduate degree in mathematics or mathematical finance, statistics, physics, econometrics or a comparable education or equivalent qualification and at least 2 years relevant work experience or experience in academic research- Strong analytical skills & proven ability to structure and solve problems independently- Experience with databases / programming languages (e.g. Python, SQL, R)- The ability to explain complex mathematical concepts and results in layman's terms- Self-motivated and solution-oriented team player- Excellent written and verbal skills in English
What we will offer you
This job is available in full and parttime.
Please note that this may vary slightly from location to location.
In case of any recruitment related questions, please get in touch with Julia Lotze.
Contact: Julia Lotze +49(0)171-5570161
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 - 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.
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