Not specified; not specified; comprehensive hospit...
Masters or phd in quantitative discipline
Expertise in pd, lgd, ccf modeling
Proficiency in sas and python
The role involves developing and maintaining Probability of Default (PD), Loss-Given-Default (LGD), and Credit Conversion Factor (CCF) models for retail and wholesale portfolios
Job Summary
The role involves developing and maintaining Probability of Default (PD), Loss-Given-Default (LGD), and Credit Conversion Factor (CCF) models for retail and wholesale portfolios.
Candidates will present models to regulators, resolve internal findings, and serve as the central point of contact for LGD and CCF methodologies.
Deutsche Bank offers a comprehensive benefits package including gender-neutral parental leaves, 100% childcare reimbursement, and sponsorship for industry certifications.
Matching Summary
The role involves developing and maintaining Probability of Default (PD), Loss-Given-Default (LGD), and Credit Conversion Factor (CCF) models for retail and wholesale portfolios.
Salary
Not specified; Not specified; Comprehensive Hospitalization Insurance, Accident and Term life Insurance, Childcare assistance
Skills & Requirements
Must-have
Masters or PhD in quantitative discipline
Expertise in PD, LGD, CCF modeling
Proficiency in SAS and Python
Experience with regulatory compliance
Strong statistical analysis skills
Nice-to-have
Cross-functional stakeholder management
Regulatory audit experience
Flexible work environment culture
Continuous learning mindset
Key Requirements
Masters or PhD in Mathematical Finance/Statistics/Econometrics
Multi-year experience in internal credit risk modeling
Hands-on experience with SAS and Python
Proven track record in delivering complex model development projects