Risk Methodology Senior Lead (f/m/x)

Deutsche Bank UK

**
Master or phd in quantitative discipline
Expertise in pd, lgd, ccf modeling
Proficiency in sas and python
** Deutsche Bank UK is seeking a Risk Methodology Senior Lead to oversee the development and maintenance of credit risk parameters, ensuring compliance with regulatory requirements. The ideal candidate will possess a strong quantitative background and significant experience in credit risk modeling, along with excellent communication skills. **

Job Summary

  • You will be responsible for the development, implementation, and maintenance of Probability of Default models for corporate credit portfolios.
  • The role requires ensuring compliance with regulatory frameworks such as the EU Capital Requirements Regulation and EBA guidelines.
  • Deutsche Bank offers comprehensive benefits including mental health support, flexible working arrangements, and financial security plans.

Matching Summary

Match Score: 75

** Deutsche Bank UK is seeking a Risk Methodology Senior Lead to oversee the development and maintenance of credit risk parameters, ensuring compliance with regulatory requirements. The ideal candidate will possess a strong quantitative background and significant experience in credit risk modeling, along with excellent communication skills. **

Skills & Requirements

Must-have

  • Master or PhD in quantitative discipline
  • Expertise in PD, LGD, CCF modeling
  • Proficiency in SAS and Python
  • Experience with EU Capital Requirements Regulation
  • Ability to handle large datasets

Nice-to-have

  • Strong stakeholder management skills
  • Excellent communication abilities
  • Experience presenting to regulators
  • Ability to work under tight deadlines
  • Cross-functional project delivery experience

Key Requirements

  • Master or PhD degree required
  • Multi-year internal modeling experience
  • Regulatory audit execution experience
  • English language proficiency required

Work Rights

Not specified

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