Aktuelle Jobs im Zusammenhang mit Risk Methodology Specialist - Berlin - Deutsche Bank


  • Berlin, Berlin, Deutschland 0010 Deutsche Bank Aktiengesellschaft Vollzeit

    About the RoleWe are seeking a highly skilled Risk Methodology Senior Specialist to join our team at Deutsche Bank Aktiengesellschaft. As a key member of our Group Strategic Analytics team, you will be responsible for developing and implementing complex risk models, frameworks, and processes to capture market and earning risk.Key ResponsibilitiesDevelop and...


  • Berlin, Berlin, Deutschland 0010 Deutsche Bank Aktiengesellschaft Vollzeit

    About the RoleWe are seeking a highly skilled Risk Methodology Senior Specialist to join our team at Deutsche Bank Aktiengesellschaft. As a key member of our Group Strategic Analytics team, you will be responsible for developing and implementing complex risk models, frameworks, and processes to capture market and earning risk.Key ResponsibilitiesDevelop and...


  • Berlin, Berlin, Deutschland 0010 Deutsche Bank Aktiengesellschaft Vollzeit

    About the RoleWe are seeking a highly skilled Risk Methodology Senior Specialist to join our team at Deutsche Bank Aktiengesellschaft. As a key member of our Group Strategic Analytics team, you will be responsible for developing and implementing complex risk management models, frameworks, and processes.Key ResponsibilitiesDevelop and implement advanced risk...


  • Berlin, Berlin, Deutschland 0010 Deutsche Bank Aktiengesellschaft Vollzeit

    About the RoleWe are seeking a highly skilled Risk Methodology Senior Specialist to join our team at Deutsche Bank Aktiengesellschaft. As a key member of our Group Strategic Analytics team, you will be responsible for developing and implementing complex risk management models, frameworks, and processes.Key ResponsibilitiesDevelop and implement advanced risk...


  • Berlin, Berlin, Deutschland 0010 Deutsche Bank Aktiengesellschaft Vollzeit

    Job Title: Risk Methodology LeadDeutsche Bank Aktiengesellschaft is seeking a highly skilled Risk Methodology Lead to join our Group Strategic Analytics (GSA) team. As a key member of our Market Risk Strats unit, you will be responsible for developing methodologies to cover complex risk modeling approaches and supporting ongoing improvement.Key...


  • Berlin, Berlin, Deutschland 0010 Deutsche Bank Aktiengesellschaft Vollzeit

    Job Title: Risk Methodology LeadDeutsche Bank Aktiengesellschaft is seeking a highly skilled Risk Methodology Lead to join our Group Strategic Analytics (GSA) team. As a key member of our Market Risk Strats unit, you will be responsible for developing methodologies to cover complex risk modeling approaches and supporting ongoing improvement.Key...


  • Berlin, Berlin, Deutschland 0010 Deutsche Bank Aktiengesellschaft Vollzeit

    Position Overview Role Context The Group Strategic Analytics (GSA) unit consolidates Deutsche Bank's quantitative and modelling expertise, taking a holistic approach to address challenges in quantitative modelling and analytics across various business lines. This role is situated within the Market Risk Strats team, which comprises professionals with...


  • Berlin, Berlin, Deutschland 0010 Deutsche Bank Aktiengesellschaft Vollzeit

    About the RoleWe are seeking a highly skilled Risk Methodology Senior Specialist to join our team at Deutsche Bank Aktiengesellschaft. As a key member of our Group Strategic Analytics team, you will play a critical role in developing and implementing complex risk management models and processes.Key ResponsibilitiesDevelop and implement advanced risk models...


  • Berlin, Berlin, Deutschland 0010 Deutsche Bank Aktiengesellschaft Vollzeit

    About the RoleWe are seeking a highly skilled Risk Methodology Senior Specialist to join our team at Deutsche Bank Aktiengesellschaft. As a key member of our Group Strategic Analytics team, you will play a critical role in developing and implementing complex risk management models and processes.Key ResponsibilitiesDevelop and implement advanced risk models...

  • Risk Methodology Lead

    Vor 4 Tagen


    Berlin, Berlin, Deutschland 0010 Deutsche Bank Aktiengesellschaft Vollzeit

    About the RoleWe are seeking a highly skilled Risk Methodology Lead to join our Group Strategic Analytics (GSA) team at Deutsche Bank Aktiengesellschaft. As a key member of our Market Risk Strats unit, you will be responsible for developing methodologies to cover complex risk modeling approaches and supporting ongoing improvement.Key ResponsibilitiesDevelop...

  • Risk Methodology Lead

    Vor 4 Tagen


    Berlin, Berlin, Deutschland 0010 Deutsche Bank Aktiengesellschaft Vollzeit

    About the RoleWe are seeking a highly skilled Risk Methodology Lead to join our Group Strategic Analytics (GSA) team at Deutsche Bank Aktiengesellschaft. As a key member of our Market Risk Strats unit, you will be responsible for developing methodologies to cover complex risk modeling approaches and supporting ongoing improvement.Key ResponsibilitiesDevelop...


  • Berlin, Berlin, Deutschland 0010 Deutsche Bank Aktiengesellschaft Vollzeit

    Position Overview Role Summary The Group Strategic Analytics (GSA) division consolidates Deutsche Bank's quantitative and analytical capabilities into a cohesive unit. GSA is responsible for model development across the organization, employing a collaborative approach to tackle quantitative modelling and analytics challenges while establishing uniform...


  • Berlin, Berlin, Deutschland 0010 Deutsche Bank Aktiengesellschaft Vollzeit

    Position Overview Role Context and Team Integration Group Strategic Analytics (GSA) consolidates Deutsche Bank's quantitative and analytical expertise into a unified entity. With a comprehensive mandate for model creation, GSA adopts a holistic approach to address quantitative modelling and analytics challenges while establishing uniform development...

  • Risk Methodology Lead

    vor 1 Woche


    Berlin, Berlin, Deutschland 0010 Deutsche Bank Aktiengesellschaft Vollzeit

    About the RoleWe are seeking a highly skilled Risk Methodology Lead to join our Group Strategic Analytics (GSA) team at Deutsche Bank Aktiengesellschaft. As a key member of our Market Risk Strats unit, you will be responsible for developing methodologies to cover complex risk modeling approaches and supporting ongoing improvement.Key ResponsibilitiesDevelop...

  • Risk Methodology Lead

    vor 1 Woche


    Berlin, Berlin, Deutschland 0010 Deutsche Bank Aktiengesellschaft Vollzeit

    About the RoleWe are seeking a highly skilled Risk Methodology Lead to join our Group Strategic Analytics (GSA) team at Deutsche Bank Aktiengesellschaft. As a key member of our Market Risk Strats unit, you will be responsible for developing methodologies to cover complex risk modeling approaches and supporting ongoing improvement.Key ResponsibilitiesDevelop...


  • Berlin, Berlin, Deutschland 0010 Deutsche Bank Aktiengesellschaft Vollzeit

    Position Overview Role Context and Team Integration Group Strategic Analytics (GSA) centralizes Deutsche Bank's quantitative and analytical expertise within a unified structure. With a comprehensive mandate for model innovation, GSA adopts a cross-functional and cross-business perspective to tackle quantitative modelling and analytics challenges,...


  • Berlin, Berlin, Deutschland 0010 Deutsche Bank Aktiengesellschaft Vollzeit

    Position Overview Role Context and Team Integration Group Strategic Analytics (GSA) centralizes Deutsche Bank's quantitative and modeling capabilities within a unified framework. With a comprehensive mandate for model development, GSA adopts a holistic approach across various business lines and functions to address quantitative modeling and analytics...


  • Berlin, Deutschland Deutsche Bank Vollzeit

    **Details of the role and how it fits into the team** **Risk Methodology (RM) within Group Strategic Analytics **develops and manages the risk valuation methodologies for Deutsche Bank. The models, methodologies and tools developed in RM are utilized by Risk Managers for the efficient resource allocation, managing the risk appetite and credit decisions in...


  • Berlin, Berlin, Deutschland 0010 Deutsche Bank Aktiengesellschaft Vollzeit

    About the RoleWe are seeking a highly skilled Quantitative Strategist Specialist to join our Market Risk Strats unit within Group Strategic Analytics (GSA). As a key member of our team, you will be responsible for implementing models and methodology development for Market Risk and Capital calculation, including FRTB and VaR.Your Key ResponsibilitiesDevelop...

  • Risk Methodology Lead

    vor 2 Wochen


    Berlin, Berlin, Deutschland 0010 Deutsche Bank Aktiengesellschaft Vollzeit

    About the RoleWe are seeking a highly skilled Risk Methodology Lead to join our Group Strategic Analytics (GSA) team at Deutsche Bank Aktiengesellschaft. As a key member of our Market Risk Strats unit, you will be responsible for developing and implementing methodologies to support complex risk modeling approaches.Key ResponsibilitiesDevelop and maintain...

Risk Methodology Specialist

vor 4 Monaten


Berlin, Deutschland Deutsche Bank Vollzeit

The **Risk **division **has the fundamental responsibility to protect the Bank. With group-wide responsibility for the management and control of credit, market, operational and reputational risks, we have a unique vantage point, which allows us a holistic view of our businesses and our clients. Nearly 4,000 employees work together to achieve our ambition to be an industry-leading risk management organisation.

The **Risk Methodology **(RM) **division **is instrumental in developing and managing Deutsche Bank’s risk valuation methodologies, thereby providing risk managers with fit-for-purpose tools when it comes to allocating resources, managing risk appetite and making well-judged credit decisions. In addition, Risk Methodology ensures that all models developed within the division fulfil requirements relating to regulatory and economic capital calculations.

Within RM, **LGD/CCF Methodology team **is primarily responsible for the calibration of Loss-Given-Default (LGD) and Credit Conversion Factors (CCF) parameters across all credit portfolios of Deutsche Bank Group. 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.

**Task description**
- Development, calibration and maintenance of rating methodologies for the credit risk parameters for both retail and wholesale portfolios of the Deutsche Bank.
- Implementation of EBA requirements and other existing and upcoming regulations to modelling of IRB-A credit risk parameters (CRR, EBA GL to PD/LGD, ECB guide to internal models, Basel III/IV, etc.).
- Resolution of regulatory and internal findings related to the methodology of credit risk parameters or related models.
- Efficient processing of large datasets for the purpose of model development or related statistical analyses.
- In-depth analysis of the underlying data, identification of data deficiencies and addressing them.
- Extensive data and statistical analyses for quantifying credit risk and decision-making.

**Skills & Experience**
- Practical knowledge of the modeling of credit risk parameters (PD, LGD, CCF).
- Strong IT / data management skills and advanced experience with relevant statistical software packages (SAS, Python) with ability to process and structure large amount of data.
- Strong analytical skills and ability to solve problems efficiently in a self-reliant independent manner as well as a part of a large team.
- Ability to work efficiently and professionally under tight timelines, provide structured results on a short notice or/and under stressful circumstances.
- Excellent written and verbal skills in English.

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, Phone: +49(151)27727513Die Abteilung **Risk **trägt die grundlegende Verantwortung für den Schutz der Bank. Mit der gruppenweiten Verantwortung für das Management und die Kontrolle von Kredit-, Markt-, Betriebs
- und Reputationsrisiken haben wir einen einzigartigen Blickwinkel, der uns eine ganzheitliche Sicht auf unsere Geschäfte und unsere Kund*Innen ermöglicht. Nahezu 4,000 Mitarbeiter*Innen arbeiten gemeinsam an unserem Ziel, eine branchenführende Risikomanagement-Organisation zu sein.

Die Abteilung **Risk Methodology **(RM) ist maßgeblich an der Entwicklung und Verwaltung der Risikobewertungsmethoden der Deutschen Bank beteiligt und stellt den Risikomanager*Innen damit zweckmäßige Instrumente für die Zuweisung von Ressourcen, die Steuerung der Risikobereitschaft und das Treffen fundierter Kreditentscheidungen zur Verfügung. Darüber hinaus stellt die Abteilung Risk Methodology sicher, dass alle innerhalb des Bereichs entwickelten Modelle die Anforderungen an die Berechnung des regulatorischen und ökonomischen Kapitals erfüllen.

Innerhalb von RM ist das **LGD/CCF Methodology Team **in erster Linie für die Kalibrierung von Loss-Given-Default (LGD)
- und Credit Conversion Factor (CCF)-Parametern für alle Kreditportfolios der Deutsche Bank-Gruppe verantwortlich. Sie werden in einem Umfeld arbeiten, das eine offene Kommunikation fördert, eine ausgereifte Feedback-Kultur bietet und den Mitarbeiter*Innen eine breite Palette von Möglichkeiten bietet, die Anforderungen des Arbeitsplatzes mit Ihren persönlichen und familiären Bedürfnissen in Einklang zu bringen.

**Aufgabenbeschreibung**
- Entwicklung, Kalibrierung und Instandhaltung von Rating-Modellen für Kreditrisikoparameter sowohl für Retail
- als auch Wholesale-Portfolios der Deutschen Bank.
- Umsetzung der EBA-Anforderungen und anderer bestehender und kommender Vorschriften zur Modellierung von IRB-A-Kreditrisikoparametern (CRR, EBA GL zu PD/LGD, EZB-Leitfaden zu internen Modellen, Basel III/IV, etc.)
- Klärung aufsichtsrechtl