Risk Methodology Senior Lead (f/m/x)

Deutsche Bank

Not specified; not specified; comprehensive benefi...
Hybrid
Loss-given-default (lgd) modeling
Credit conversion factor (ccf) calibration
Sas and python programming
The role involves developing and maintaining rating methodologies for credit risk parameters across retail and wholesale portfolios in strict compliance with regulations like CRR and EBA GL

Job Summary

  • The role involves developing and maintaining rating methodologies for credit risk parameters across retail and wholesale portfolios in strict compliance with regulations like CRR and EBA GL.
  • Candidates will lead complex long-term projects focused on methodological and data-specific topics while resolving regulatory findings related to internal models.
  • The position offers a supportive environment with flexible working options including hybrid models, part-time availability, and comprehensive health and financial benefits.

Matching Summary

The role involves developing and maintaining rating methodologies for credit risk parameters across retail and wholesale portfolios in strict compliance with regulations like CRR and EBA GL.

Salary

Not specified; Not specified; Comprehensive benefits including pension plans and health check-ups

Skills & Requirements

Must-have

  • Loss-Given-Default (LGD) modeling
  • Credit Conversion Factor (CCF) calibration
  • SAS and Python programming
  • Regulatory compliance (CRR, EBA GL)
  • Internal model validation experience

Nice-to-have

  • German language proficiency
  • Hybrid working arrangements
  • Mature feedback culture
  • Cross-functional collaboration
  • Flexible working hours

Key Requirements

  • Master or PhD in quantitative discipline
  • 5+ years experience in credit risk modeling
  • Proven experience with regulatory audits
  • Advanced skills in SAS and Python

Work Rights

Not specified

Tailored Resume

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