Counterparty Credit Risk Methodology Strat

Deutsche Bank

London, United Kingdom
Hybrid
Quantitative analytics
Modelling
Pricing
The Counterparty Credit Risk Methodology team is responsible for Deutsche Bank’s derivatives exposure engine to simulate exposure profiles for derivatives and securities financing transactions by applying regulatory approved simulation models

Job Summary

  • The Counterparty Credit Risk Methodology team is responsible for Deutsche Bank’s derivatives exposure engine to simulate exposure profiles for derivatives and securities financing transactions by applying regulatory approved simulation models.
  • Your key responsibilities include playing a leadership role in the Basel IV/FRTB/EGIM compliant implementation of Counterparty Credit Risk exposure and preparing business specifications and implementing Python code.
  • Deutsche Bank is committed to providing an environment with your development and wellbeing at its centre, offering competitive salary, pension, holiday, life assurance, and private healthcare.

Matching Summary

The Counterparty Credit Risk Methodology team is responsible for Deutsche Bank’s derivatives exposure engine to simulate exposure profiles for derivatives and securities financing transactions by applying regulatory approved simulation models.

Skills & Requirements

Must-have

  • quantitative analytics
  • modelling
  • pricing
  • risk management
  • stochastic calculus
  • Python programming

Nice-to-have

  • collaboration and partnership
  • explaining complex concepts
  • hybrid working model
  • wellbeing focus

Key Requirements

  • Graduate degree (PhD or MSc) in quantitative discipline
  • 5+ years relevant industry experience
  • Familiarity with a mainstream programming language

Work Rights

Not specified

Tailored Resume

Cover Letter