Group Strategic Analytics (GSA) concentrates Deutsche Bank’s quantitative and modelling expertise within a single unit with group-wide responsibility for model development
Job Summary
Group Strategic Analytics (GSA) concentrates Deutsche Bank’s quantitative and modelling expertise within a single unit with group-wide responsibility for model development.
Your immediate focus will be on methodology development and implementing models for Market Risk and Capital calculation, such as FRTB, VaR, Stress Testing and Economic Capital.
As part of our flexible scheme, here are just some of the benefits that you’ll enjoy, Best in class leave policy. Gender neutral parental leaves 100% reimbursement under childcare assistance benefit (gender neutral).
Matching Summary
Group Strategic Analytics (GSA) concentrates Deutsche Bank’s quantitative and modelling expertise within a single unit with group-wide responsibility for model development.
Skills & Requirements
Must-have
Quantitative modelling expertise
Market Risk and Capital calculation
FRTB, VaR, Stress Testing
Python and C++ development
Model methodology development
Risk management and pricing tools
Nice-to-have
Cross-business and cross-functional approach
Collaborative work environment
Continuous learning culture
Stakeholder management experience
Key Requirements
Engineering/Science, Economics, Statistics or quantitative discipline