Risk Methodology Specialist

Vor 7 Tagen


Berlin, Deutschland Deutsche Bank Vollzeit

**Overview**

You will work in an international and diverse 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.

**Your Key Responsibilities**:

- Statistical analyses as part of quantitative credit risk methodology development projects, e.g. related to DB’s IFRS9 and CECL framework
- Development of PD and LGD projection models for DB’s group-wide stress test, EBA stress tests and CCAR (Comprehensive Capital Analysis and Review)
- Development of climate risk modeling approaches for stress testing, scenario analyses and ICAAP
- Implementation of data processing tools and advanced numerical methods; documentation of modeling concepts, sensitivity analyses and benchmarking analyses
- Relationship management, i.e. building relationships with key stakeholders and business associates across various departments of the Bank

**Your Skills and Experience**:

- Graduate or post-graduate degree in a quantitative discipline (e.g. mathematics, statistics, physics, econometrics, quantitative finance) and relevant industry experience
- Strong analytical skills and ability to solve problems efficiently and proactively
- Excellent knowledge of financial products and financial markets
- Experience with programming languages and modeling software (e.g. Python, Matlab, or R, etc.)
- Strong communication and presentation skills

**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 27727513)

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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