Risk Methodology Senior Specialist (f/m/x)

Deutsche Bank UK

Not specified; not specified; comprehensive benefi...
Hybrid
Master or phd in quantitative discipline
Proficiency in sas and python programming
Experience with pd, lgd, and ccf modeling
Deutsche Bank UK is seeking a Risk Methodology Senior Specialist to develop and maintain Probability of Default (PD) models for its corporate rating methodologies. The ideal candidate should possess a strong quantitative background, experience in credit risk modeling, and excellent communication skills

Job Summary

  • You will be responsible for developing and maintaining Probability of Default models for the bank's corporate credit portfolios.
  • The role requires ensuring all methodologies comply with regulatory standards such as the EU Capital Requirements Regulation and EBA guidelines.
  • Deutsche Bank offers a comprehensive benefits package including flexible working arrangements, mental health support, and financial security plans.

Matching Summary

Match Score: 85

Deutsche Bank UK is seeking a Risk Methodology Senior Specialist to develop and maintain Probability of Default (PD) models for its corporate rating methodologies. The ideal candidate should possess a strong quantitative background, experience in credit risk modeling, and excellent communication skills.

Salary

Not specified; Not specified; Comprehensive benefits portfolio offered

Skills & Requirements

Must-have

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

Nice-to-have

  • Strong stakeholder management skills
  • Experience presenting to regulators
  • Fluency in English communication
  • Ability to work under tight deadlines
  • Self-reliant team player mindset

Key Requirements

  • Master or PhD degree required
  • Proven experience in internal credit risk modeling
  • Advanced statistical analysis capabilities

Work Rights

Not specified

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