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

Deutsche Bank

Berlin, Germany
Hybrid
Master or phd in quantitative discipline
Credit risk modeling experience
Regulatory requirements knowledge basel iv
The role involves developing bank-wide risk assessment methods to support resource allocation and capital management within the Group Strategic Analytics division

Job Summary

  • The role involves developing bank-wide risk assessment methods to support resource allocation and capital management within the Group Strategic Analytics division.
  • Candidates will lead complex statistical analyses, calibrate rating methods for the DE Retail Germany Portfolio, and ensure compliance with regulations like Basel IV and SR11-07.
  • The position offers a culture of open feedback, flexible working arrangements including hybrid models, and comprehensive benefits covering mental and physical health.

Matching Summary

The role involves developing bank-wide risk assessment methods to support resource allocation and capital management within the Group Strategic Analytics division.

Skills & Requirements

Must-have

  • Master or PhD in quantitative discipline
  • Credit risk modeling experience
  • Regulatory requirements knowledge Basel IV
  • Python and SAS statistical software proficiency
  • Audit and model validation experience

Nice-to-have

  • Strong stakeholder communication skills
  • Proactive problem-solving approach
  • Experience with large-scale projects
  • Fluency in German and English

Key Requirements

  • Master or PhD in Finance, Math, or Statistics
  • Long-term experience in credit risk modeling
  • Negotiation-level fluency in German and English
  • Experience with internal and external audits

Work Rights

Not specified

Tailored Resume

Cover Letter