Risk Methodology Modeler - Vice President

Deutsche Bank

New York, NY, USA
Base: $125,000 to $222,500; bonus/equity: not spec...
Hybrid
Balance sheet and revenue forecasting model development
Python and r proficiency for statistical modeling
Time series analysis and forecasting experience
The Risk Methodology Team is responsible for cutting-edge modeling methods that transform the way the bank works on balance sheet and revenue projections

Job Summary

  • The Risk Methodology Team is responsible for cutting-edge modeling methods that transform the way the bank works on balance sheet and revenue projections.
  • Employees will engage in end-to-end model development including methodology design, documentation, monitoring, and remediation of validation findings.
  • The role offers a hybrid working model with flexibility to work from home or in-office, along with competitive compensation and comprehensive benefits.

Matching Summary

The Risk Methodology Team is responsible for cutting-edge modeling methods that transform the way the bank works on balance sheet and revenue projections.

Salary

Base: $125,000 to $222,500; Bonus/Equity: Not specified; Benefits: Health, retirement, parental leave, and educational resources included

Skills & Requirements

Must-have

  • Balance sheet and revenue forecasting model development
  • Python and R proficiency for statistical modeling
  • Time series analysis and forecasting experience
  • Stress testing and capital planning framework knowledge
  • End-to-end model documentation and maintenance

Nice-to-have

  • Experience applying AI tools and machine learning techniques
  • Familiarity with asset-liability management principles
  • Knowledge of IFRS and US GAAP accounting frameworks
  • Self-starter with intellectual curiosity and critical thinking
  • Continuous-improvement mindset for operational excellence

Key Requirements

  • Master's degree in quantitative field such as Mathematics or Finance
  • Demonstrated hands-on experience with time series analysis
  • Proficiency in Python and R for production-quality coding

Work Rights

Not specified

Tailored Resume

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