The 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 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.
Develop, support and enhance Backtesting, Risk‑Not‑Covered in IMM (RNIEE) and other tools to monitor the performance of the Counterparty Credit Risk models.
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
The 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
Counterparty Credit Risk models
analytical tools and scripts
Python, SQL programming
Bitbucket code repositories
financial instruments/derivatives
quantitative analytics, modelling
Nice-to-have
strong analytical mindset
excellent communication skills
work independently and team
fast-paced environment
Key Requirements
3-5 years industry experience
Strong educational background in Quantitative discipline