Für Recruiter

Counterparty Credit Risk Methodology Specialist (m/f/x)

Deutsche Bank AG
Berlin, Deutschland
Gepostet vor 1 Tag In-Office Permanent Competitive
Position Overview

You will be joining Group Strategic Analytics (Strats), which combines expertise in quantitative analytics, modelling, pricing and risk management with deep understanding of system architecture and programming.

Within Group Strats, the Counterparty Credit Risk Methodology team is responsible for Deutsche Bank's derivatives exposure engine to simulate exposure profiles for derivatives and securities financing transactions by applying regulatory approved simulation models. The simulated time profiles are the basis to calculate exposure metrics such as EPE (Expected Positive Exposure), PFE (Potential Future Exposure) and AEE (Average Expected Exposure) entering the Economic and Regulatory capital calculations for Counterparty Credit Risk. The team also works closely with Market Risk Management on Basel III projects such as regulatory CVA (Credit Valuation Adjustment)

What we'll offer you

A healthy, engaged and well-supported workforce are better equipped to do their best work and, more importantly, enjoy their lives inside and outside the workplace. That's why we are committed to providing an environment with your development and wellbeing at its centre.

You can expect:
  • Competitive salary and non-contributory pension
  • 30 days' holiday plus bank holidays, with the option to purchase additional days
  • Life Assurance and Private Healthcare for you and your family
  • A range of flexible benefits including Retail Discounts, a Bike4Work scheme and Gym benefits
  • The opportunity to support a wide ranging CSR programme + 2 days' volunteering leave per year
Your key responsibi lities
  • Contribute to CCR methodology development particularly for risk factor simulation models and support the exposure pricing projects for derivatives and SFT
  • Drive the timely closure of assigned regulatory/audit/validation finding
  • Contribute to the Basel III compliant implementation of derivatives exposure models
  • Provide expertise/support to our main stakeholders in CRM, Technology, Finance, and Front Office
Your skills and experience
  • Graduate degree (PhD or MSc) in a quantitative discipline
  • Demonstrable relevant industry experience in a similar role.
  • Excellent communication and interpersonal skills, as projects can require interaction and synchronisation with other teams.
  • Ability to solve problems independently and make decisions.
  • Good background in financial maths, stochastic calculus, and familiarity with a mainstream programming language preferably Python.
What we will offer you:
https://careers.db.com/explore-the-bank/working-environment/benefits-wellbeing/
Please note that this may vary slightly from location to location.

In case of any recruitment related questions, please get in touch with Anna Wieclawski.

Contact: Anna Wieclawski Mobil: +49(151)18070363

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  R0179643
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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