Für Recruiter

Risk Methodology Specialist (m/f/x)

Deutsche Bank AG
Berlin, Deutschland
Gepostet vor 6 Tagen Im Büro Permanent Competitive
Position Overview

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.
In an increasingly complex environment, risk management is fast becoming the most sought-after place to build a career within the banking world. Risk at Deutsche Bank is relied upon to help shape the strategy of the organisation and the wider industry agenda.

Risk Methodology (RM) 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 the day-to-day business process. In addition, RM ensures that the models fulfill the regulatory requirements with regard to regulatory and economic capital calculations.
FRTB Internal Models team designs methodologies for Historical Simulation VaR and the Internal Model Approach in the FRTB framework. This includes the design and modelling of Risk Factors across the Trading Book, the set-up of the Expected Shortfall framework within FRTB and the interplay among different internal model components.
The position is based in Berlin and the candidate will work with Deutsche Bank colleagues globally and with colleagues in other risk teams locally in Berlin. This is a key role, which will shape the Historical Simulation VaR and FRTB Internal Models methodology across Business Lines. The candidate's responsibility will be to design a cutting-edge approach for DB's new Historical Simulation model.

Responsibilities

Complex analysis, evaluation & decision-making:
  • Develop methodologies to cover complex risk modelling approaches within the FRTB IMA model
  • Provide quantitative and qualitative justifications for modelling choices
Data processing:
  • Collect very complex information and process it ready for decision-making
  • Enhance data collection procedures and pre-processing of data relevant for model development
Development of complex methods, processes or analyses as well as improvements:
  • Prepare detailed regulatory compliant model documentation for new models and model changes
  • Prepare for internal model governance and regulatory review processes, coordinate and secure agreement on model design with relevant stakeholders
Relationship management:
  • Build relationships with Risk colleagues and other stakeholders and communicate effectively and regularly with Senior Management
Requirements - Education and Experience:
  • Relevant university degree (Master/PhD) in a quantitative discipline (e.g. Mathematics/ Statistics/ Econometrics) and several years of relevant professional experience necessary
Competencies:
  • Solid quantitative background, extensive analytical skills and ability to efficiently solve problems independently and proactively
  • Good knowledge of financial products/markets as well as risk management (VaR, backtesting, Expected Shortfall, regulatory requirements etc.)
  • Experience with programming languages and proficiency in modelling software (e.g. Python, Matlab, etc.)
Personal characteristics:
  • Well-organized with a proven ability to solve problems independently with a strong sense of personal ownership and a focus on timelines and delivering results
  • Able to cope well under pressure and tight deadlines
What we will offer you:

As the benefits may vary marginally from location to location, it is advisable to use the link to our career page:
https://careers.db.com/explore-the-bank/working-environment/benefits-wellbeing/

In case of any recruitment related questions, please get in touch with Andreas Vogel .

Contact Andreas Vogel : +49 (0)151 - 277 27513

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.

Job ID  R0180825
ÜBER DAS UNTERNEHMEN
Frankfurt am Main, Germany
85000 Angestellte Corporate Banking
Die Deutsche Bank verändert die Welt des Bankings. Wir verbinden neue Fähigkeiten und unterschiedliche Blickwinkel, um einen positiven Unterschied zu ...
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