Risk Methodology Specialist (f/m/x)

Deutsche Bank Group

Hybrid
Loss-given-default (lgd) parameter calibration
Credit conversion factor (ccf) modeling
Sas and python programming expertise
The Risk Methodology division is responsible for developing and managing Deutsche Bank's risk valuation methodologies to support resource allocation and credit decisions

Job Summary

  • The Risk Methodology division is responsible for developing and managing Deutsche Bank's risk valuation methodologies to support resource allocation and credit decisions.
  • Candidates will focus on calibrating LGD and CCF parameters across all credit portfolios while ensuring models meet regulatory capital requirements.
  • The role offers a supportive environment with flexible working options, mental health resources, and opportunities for professional growth within a diverse team.

Matching Summary

The Risk Methodology division is responsible for developing and managing Deutsche Bank's risk valuation methodologies to support resource allocation and credit decisions.

Skills & Requirements

Must-have

  • Loss-Given-Default (LGD) parameter calibration
  • Credit Conversion Factor (CCF) modeling
  • SAS and Python programming expertise
  • Large dataset processing and management
  • Quantitative degree in finance or statistics

Nice-to-have

  • Open communication culture
  • Mature feedback environment
  • Flexible working arrangements
  • Cross-functional team collaboration
  • Proactive problem-solving skills

Key Requirements

  • Master's degree in quantitative discipline
  • Advanced experience with SAS and Python
  • Strong analytical and data management skills

Work Rights

Not specified

Tailored Resume

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