The team is responsible for Deutsche Bank’s derivatives exposure engine to simulate exposure profiles for derivatives and securities financing transactions by applying regulatory approved simulation models
Job Summary
The team is responsible for Deutsche Bank’s derivatives exposure engine to simulate exposure profiles for derivatives and securities financing transactions by applying regulatory approved simulation models.
Key responsibilities include developing, supporting, and enhancing Backtesting, Risk‑Not‑Covered in IMM (RNIEE) and other tools to monitor the performance of Counterparty Credit Risk models.
The role offers a comprehensive benefits package including best-in-class leave policy, gender-neutral parental leaves, and comprehensive hospitalization insurance.
Matching Summary
The team is responsible for Deutsche Bank’s derivatives exposure engine to simulate exposure profiles for derivatives and securities financing transactions by applying regulatory approved simulation models.
Skills & Requirements
Must-have
Counterparty Credit Risk models
Monte Carlo simulation
Python programming language
SQL programming language
Bitbucket code repositories
financial maths and statistics
Nice-to-have
strong analytical mindset
excellent communication skills
work independently and as part of a team
fast-paced environment
Key Requirements
3-5 years industry experience
Familiarity with Counterparty risk
Good knowledge of financial instruments/derivatives