Risk Methodology Modeler - Vice President

Deutsche Bank

New York, NY, US
Base: $125,000 to $222,500; bonus/equity: not spec...
Hybrid
Time series analysis and forecasting models
Python and r proficiency for statistical modeling
Experience with stress testing and capital planning frameworks
The role involves developing state-of-the-art balance sheet and revenue projection models for stress testing and capital planning

Job Summary

  • The role involves developing state-of-the-art balance sheet and revenue projection models for stress testing and capital planning.
  • Candidates will partner with Model Risk Management and Group Audit to support reviews and remediate findings.
  • Deutsche Bank offers a hybrid working model, competitive compensation, and comprehensive benefits including retirement savings and parental leave.

Matching Summary

The role involves developing state-of-the-art balance sheet and revenue projection models for stress testing and capital planning.

Salary

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

Skills & Requirements

Must-have

  • Time series analysis and forecasting models
  • Python and R proficiency for statistical modeling
  • Experience with stress testing and capital planning frameworks
  • Understanding of banking and trading products
  • End-to-end model development and documentation

Nice-to-have

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

Key Requirements

  • Master's degree in Mathematics, Finance, Economics, Statistics, or Computer Science
  • Hands-on experience with time series analysis and forecasting
  • Proficiency in Python and R for production-quality coding

Work Rights

Not specified

Tailored Resume

Cover Letter