Not specified; not specified; comprehensive benefi...
Hybrid
Master or phd in quantitative discipline
Modeling of pd, lgd, ccf parameters
Advanced experience with sas and python
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 calibrate Loss-Given-Default (LGD) and Credit Conversion Factor (CCF) parameters across all credit portfolios while ensuring compliance with regulatory 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.
Salary
Not specified; Not specified; Comprehensive benefits including pension plans, health check-ups, and flexible working
Skills & Requirements
Must-have
Master or PhD in quantitative discipline
Modeling of PD, LGD, CCF parameters
Advanced experience with SAS and Python
Processing large datasets for statistical analysis
Implementation of EBA and Basel regulations
Nice-to-have
Open communication culture
Mature feedback environment
Flexible working arrangements
Independent problem-solving skills
Team collaboration in large groups
Key Requirements
Relevant university degree (Master or PhD)
Practical knowledge of credit risk parameter modeling