Responsible for the development, implementation, monitoring and maintenance of methodologies for credit risk parameters compliant with regulatory requirements
Job Summary
Responsible for the development, implementation, monitoring and maintenance of methodologies for credit risk parameters compliant with regulatory requirements.
Engage extensively with a variety of stakeholders to build industry leading models which accurately reflect Deutsche Bank’s risk profile and are compliant with various regulatory requirements.
As a Specialist Model Developer, you will be responsible for the complete lifecycle of the models and will serve as the central point of contact in the area of Commercial Real Estate Rating PD methodologies.
Matching Summary
Responsible for the development, implementation, monitoring and maintenance of methodologies for credit risk parameters compliant with regulatory requirements.
Skills & Requirements
Must-have
Credit risk parameter modelling
PD/LGD/CCF model development
Regulatory compliance
SAS and Python proficiency
Large dataset processing
Nice-to-have
Industry relevant certifications
Continuous learning culture
Cross-location team collaboration
Key Requirements
Masters/PhD or equivalent in quantitative discipline
Good knowledge of credit risk and relevant regulations
Multi-year experience in internal modelling
Proven experience in delivering complex model development projects