Model Validation Specialist
vor 2 Monaten
**Details of the role and how it fits into the team**:
The Risk division plays a critical role in identifying and managing a wide range of risks to which Deutsche Bank is exposed as part of its global operations - from credit and market risks to non-financial risks. As an integral part of this division, Model Risk Management (MoRM) is tasked with performing independent model validation and actively managing model risk at a global level in line with Deutsche Bank’s risk appetite. Its teams are located in Frankfurt, Berlin, London and New York.
Market Risk and Derivatives Exposure Validation unit in Berlin, you will focus on developing and maintaining a central modelling and validation service covering all risk model types and methodologies. We have been investing heavily in digital technology and infrastructure with the aim of making Deutsche Bank more efficient, more resilient and less complex. This is your opportunity to make a valuable contribution and help drive our business forward in a fast-paced environment.
**Your key responsibilities**:
- Regular validation of complex methods and procedures utilized for risk management
- Analyse and enhance complex model methodologies. Extension of the current validation concepts
- Aggregate validation outcomes for reporting to senior management
- Review and assessment of analyses performed by development units to remediate validation findings
- Build relationships with stakeholders and business associates, internal & external
- Support responses to internal and external audit requests, including interaction with regulators & supervisory authorities
**Your skills and experiences**:
- Substantial professional experience in derivative pricing/modelling or market/credit risk modelling, supported by an advanced degree (PhD is a plus) in mathematics, finance, statistics, physics, econometrics or a related discipline
- Knowledge in quantification of financial products (including derivatives), market risk and or credit risk would be a plus
- Very strong mathematical background, ideally in financial mathematics and statistics
- Very Strong IT /data management skills plus experience with relevant software packages, ideally Excel / SAS / SQL / Python / R
- Proficiency in MS Office products
- Very good verbal and written English (C1/C2)
Please note that this may vary slightly from location to location.
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 - 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.
Besuchen Sie Inside Deutsche Bank, um mehr über die Kultur der Deutschen Bank zu erfahren, einschließlich unserer Aktivitäten zu Vielfalt, Chancengleichheit und Teilhabe, unserer Führungskultur, unseren Aktivitäten zur Zukunft der Arbeit und vieles mehr.
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