Senior Risk Methodology Expert

vor 1 Woche


Berlin, Berlin, Deutschland 0010 Deutsche Bank Aktiengesellschaft Vollzeit

About the Role

We 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 Responsibilities

  • Develop and implement advanced risk models and methodologies to support economic capital management and risk analysis across the bank's portfolios.
  • Manage large-scale projects and collaborate with asset class teams and business stakeholders to enhance and document complex quantitative models and processes.
  • Work closely with internal audit and validation teams to ensure compliance with regulatory requirements and internal policies.
  • Develop and maintain strong relationships with internal stakeholders across the bank, including asset class teams, business stakeholders, and risk management teams.
  • Independently deal with internal and external audit requests, and support in dealing with regulatory requests within assigned tasks.

Requirements

  • Multiple years of experience in financial markets as a quantitative model developer, with experience across industry being of particular advantage.
  • Extensive analytical skills, including proficiency in mathematical statistics, financial mathematics, and derivative pricing (corresponding to a university degree in Quantitative Economics, Mathematics, or comparable).
  • Practical experience with Market Risk modeling, direct practical experience with Historical Simulation and/or Monte Carlo based VaR models, and experience with risk management with focus on banking book / treasury modeling will be considered as an advantage.
  • Experience of hands-on development, ideally in Python, mathematical or statistical packages, and a desire to continue doing this on a regular basis.
  • Excellent writing and communication skills (English).

About Us

We offer a comprehensive portfolio of benefits and offerings to support both your private and professional needs. Our values define the working environment we strive to create – diverse, supportive, and welcoming of different views. We build talented and diverse teams to drive business results and encourage our people to develop to their full potential.



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