Model development and management: Development, implementation, and maintenance of methodologies for the credit risk parameters for retail and wholesale portfolios of the Deutsche Bank compliant with regulatory requirements to modelling of credit risk parameters (CRR, EBA GL on PD/LGD, etc.)
Regulatory remediation: Resolution of regulatory and internal findings related to the methodology of credit risk parameters or related models.
Stakeholder engagement: Active interaction with senior management and various internal stakeholders from Business, Credit Risk Management, Finance, Capital management etc.
Your skills and experience:
Educational background: Relevant university degree (Master or/and PhD) in a quantitative discipline (e.g. Mathematical Finance / Statistics / Econometrics) with focus on application of theoretical knowledge into practice.
Risk management and modelling experience: Deep knowledge of the credit risk management and relevant regulations related to the modelling of the credit risk parameters (PD, LGD, CCF) as well as proven experience in internal modelling for more than 8 years.
Programming capabilities: Strong analytical skills, proven ability to handle and optimize processing of large datasets, proficiency with advanced statistical techniques as well as hands-on experience with analytical packages (at least SAS and Python).
Stakeholder management skills: Proven experience in delivering complex model development projects requiring cross-functional stakeholder syndication and in executing regulatory audits and other external reviews of internal models.
Communication skills: Effective communication skills, the ability to share clear messages and explain complex ideas in an understandable way, excellent written and verbal skills in English, good written and verbal skills in German are preferable.
How we ll support you
Training and development to help you excel in your career
Coaching and support from experts in your team
A culture of continuous learning to aid progression
A range of flexible benefits that you can tailor to suit your needs