Model Validation Specialist
vor 3 Monaten
**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 testing, challenge FO and model developers where necessary before conferring approval, and document testing results and outcomes of conceptual and mathematical review in a Model Validation Report reviewed by regulators
- Manage model risk by assessing the model developer documentation, model assumptions and model limitations, imposing conditions for use, raising validation findings etc.
- Pro-actively engage with stakeholders to successfully bring validation projects to completion to agreed deadlines and in line with requirements
- Actively contribute to the effort of the team to increase the degree of automatization of documentation generation and testing by participating in the development of an internal Python library
**Your skills and experiences**
- Experience in a quantitative finance role or software development is an advantage
- A deep understanding of textbook pricing models and derivative products and stochastic calculus is required. Affinity for mathematics and familiarity with stochastic processes, PDEs, and statistics must be demonstrated
- Language skills: Fluent English
- Programming skills: Python, LaTeX, SVN
- Soft skills: Rigour, Depth, Precision, Discipline, Partnership, Persistence
**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 Andreas Vogel.
Contact: Andreas Vogel (+49(151)2772-7513)
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.
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