Capital Quantitative Strategist In Group Strategic Analytics (f/m/x)

Deutsche Bank

Frankfurt, Germany
Hybrid
Quantitative analysis
Credit risk modeling
C++ or python programming
You will join the team with the responsibility of Capital Strat to design and implement credit risk related calculations and associated reporting laying the basis for the allocation of constrained resources and capital efficiency programs

Job Summary

  • You will join the team with the responsibility of Capital Strat to design and implement credit risk related calculations and associated reporting laying the basis for the allocation of constrained resources and capital efficiency programs.
  • Provide expertise in quantitative analytics, modelling, and management of Risk Weighted Assets (RWA) and other key risk metrics to stakeholders.
  • We provide you with a comprehensive portfolio of benefits and offerings to support both, your private and professional needs.

Matching Summary

You will join the team with the responsibility of Capital Strat to design and implement credit risk related calculations and associated reporting laying the basis for the allocation of constrained resources and capital efficiency programs.

Skills & Requirements

Must-have

  • quantitative analysis
  • credit risk modeling
  • C++ or Python programming
  • regulatory calculations
  • capital planning

Nice-to-have

  • interpersonal skills
  • collaboration with various teams
  • positive attitude
  • mental health awareness
  • diversity and inclusion

Key Requirements

  • Strong quantitative and analytical skills
  • Excellent computing and programming skills
  • Understanding of banking businesses and products or accounting rules
  • Good experience with credit risk and associated reporting
  • Experience with data models and designing new calculation processes
  • Excellent written and verbal communication skills in English

Work Rights

Not specified

Tailored Resume

Cover Letter