You will join the Market Risk Strats unit within GSA focusing on methodology development and implementing models such as FRTB, VaR, Stress Testing and Economic Capital
Job Summary
You will join the Market Risk Strats unit within GSA focusing on methodology development and implementing models such as FRTB, VaR, Stress Testing and Economic Capital.
The role offers best in class leave policy, gender neutral parental leaves, childcare assistance, sponsorship for certifications, and comprehensive insurance benefits.
Deutsche Bank promotes a positive, fair and inclusive work environment with a culture of continuous learning and collaboration.
Matching Summary
You will join the Market Risk Strats unit within GSA focusing on methodology development and implementing models such as FRTB, VaR, Stress Testing and Economic Capital.
Skills & Requirements
Must-have
Quantitative model development
Python and C++ programming
Market Risk and Capital calculation
Regulatory compliance and remediation
Cross-functional collaboration
Nice-to-have
Applied econometrics experience
Project and stakeholder management
People management experience
Knowledge of financial pricing and risk models
Continuous learning culture
Key Requirements
Strong quantitative educational background
Certifications preferred (CQF/FRM)
Experience with derivatives, value-at-risk and stress testing