Risk Methodology Senior Specialist In Group Strategic Analytics Berlin, Frankfurt Am Main (d/m/w)

Deutsche Bank Group

Berlin, Germany
Not specified; not specified; comprehensive benefi...
Hybrid
Master or phd in quantitative discipline
Credit risk modeling experience
Regulatory knowledge basel iv eba sr11-07
Deutsche Bank Group is seeking a Risk Methodology Senior Specialist for their Group Strategic Analytics division, located in Berlin or Frankfurt. The role involves conducting complex statistical analyses for risk assessment, developing and maintaining risk models, and engaging with stakeholders to support credit risk decisions, all within a culture that values feedback and work-life balance

Job Summary

  • The role involves developing bank-wide risk assessment methods to support resource allocation and capital management within the Deutsche Bank Group.
  • Candidates will lead complex statistical analyses, model calibration, and simulations while ensuring compliance with strict regulatory standards like Basel IV.
  • The position offers a culture of open feedback, flexible working models including hybrid arrangements, and comprehensive health and financial benefits.

Matching Summary

Match Score: 85

Deutsche Bank Group is seeking a Risk Methodology Senior Specialist for their Group Strategic Analytics division, located in Berlin or Frankfurt. The role involves conducting complex statistical analyses for risk assessment, developing and maintaining risk models, and engaging with stakeholders to support credit risk decisions, all within a culture that values feedback and work-life balance.

Salary

Not specified; Not specified; Comprehensive benefits including mental health support, fitness programs, and pension plans

Skills & Requirements

Must-have

  • Master or PhD in quantitative discipline
  • Credit risk modeling experience
  • Regulatory knowledge Basel IV EBA SR11-07
  • Python or SAS statistical software proficiency
  • German and English language fluency

Nice-to-have

  • Experience with internal and external audits
  • Strong conceptual and analytical skills
  • Proactive problem-solving approach
  • Stakeholder communication expertise

Key Requirements

  • Master or PhD in Finance, Math, or Statistics
  • Long-term experience in credit risk modeling
  • Fluency in German and English required
  • Experience with regulatory audits and model validation

Work Rights

Not specified

Tailored Resume

Cover Letter