Risk Methodology Senior Specialist (f/m/x)

Deutsche Bank

Not specified; not specified; comprehensive benefi...
Hybrid
Master or phd in quantitative discipline
Proficiency in sas and python
Knowledge of crr and eba guidelines
Deutsche Bank is seeking a Risk Methodology Senior Specialist to join their Group Strategic Analytics team, focusing on the development and maintenance of Probability of Default (PD) models for credit portfolios. The ideal candidate should possess strong analytical skills, relevant regulatory knowledge, and experience in internal modeling, along with effective communication abilities

Job Summary

  • You will be responsible for developing and maintaining Probability of Default (PD) models for corporate credit portfolios while ensuring compliance with EU Capital Requirements Regulations.
  • The role requires close collaboration with Business Lending, Risk, Finance, and Capital Management stakeholders to build industry-leading risk models.
  • Deutsche Bank offers comprehensive benefits including mental health support, flexible working arrangements, pension plans, and a culture of diversity and inclusion.

Matching Summary

Match Score: 85

Deutsche Bank is seeking a Risk Methodology Senior Specialist to join their Group Strategic Analytics team, focusing on the development and maintenance of Probability of Default (PD) models for credit portfolios. The ideal candidate should possess strong analytical skills, relevant regulatory knowledge, and experience in internal modeling, along with effective communication abilities.

Salary

Not specified; Not specified; Comprehensive benefits package offered

Skills & Requirements

Must-have

  • Master or PhD in quantitative discipline
  • Proficiency in SAS and Python
  • Knowledge of CRR and EBA guidelines
  • Experience with PD, LGD, and CCF modeling
  • Ability to handle large datasets

Nice-to-have

  • Strong stakeholder management skills
  • Excellent written and verbal English
  • Experience presenting to regulators
  • Ability to work under tight deadlines
  • Self-reliant team player

Key Requirements

  • Master or PhD degree required
  • Advanced statistical analysis experience
  • Regulatory modeling expertise needed
  • English language proficiency required

Work Rights

Not specified

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