Model Validation Specialist - Berlin, Deutschland - Deutsche Bank

Deutsche Bank

Geprüftes Unternehmen

Berlin, Deutschland

vor 1 Woche

Geschrieben von:

Lena Wagner

beBee Recruiter

Beschreibung

Job description
Model Risk Management (MoRM) is responsible for the management of model risk in DB Group. This includes the independent validation of risk models as well as the identification, monitoring & controlling of model risk.

Our aim is to identify, aggregate, manage and mitigate model risk across all risk types (market, credit, liquidity, operational and business risk).

MoRM is located in Frankfurt, London, New York, Berlin, Bonn and Mumbai.

For our team "Treasury Model Validation", being responsible for the validation of all models owned by Deutsche Bank Treasury, which in particular includes liquidity risk and IRRBB (Interest Rate Risk in the Banking Book) models, we are looking for a model validation specialist located in Berlin.

Your responsibilities

Challenge, analyse, test and independently validate mathematical and statistical risk models used by DB Treasury (the focus of the role is Liquidity Risk models and models used to calculate Interest rate risk in the banking book is also offered)
Design and implementation of challenger models
Creation of validation reports and communication of validation results in various fora.
Collaborating in the development and maintenance of an internal Python library to improve the efficiency of testing and documentation.
Engaging with the due diligence aspects of the New Product Approval Process, and oversight of model governance for Treasury's liquidity coverage.

Your qualifications

Graduate degree in mathematics or mathematical finance, statistics, physics, econometrics or a comparable education or equivalent qualification/relevant work experience.
Strong analytical skills & proven ability to structure and solve problems independently
Experience with related databases / programming languages (e.g. Python, SQL, R)
The ability to explain complex mathematical concepts and results in layman's terms
Selfmotivated and solutionoriented team player
Excellent written and verbal skills in English, German would be beneficial

What we will offer you

Training and development to help you excel in your career
Flexible working to assist you balance your personal priorities as we transition to a hybrid working model
A culture of continuous learning to aid progression
A range of flexible benefits that you can tailor to suit your needs

In case of any recruitment related questions, please get in touch with Andreas Vogel.

Contact:
Andreas Vogel

Unsere Werte bestimmen das Arbeitsumfeld, welches wir schaffen möchten - vielfältig, wertschätzend und offen für verschiedene Meinungen. Nur eine Unternehmenskultur, die eine Vielzahl von Perspektiven, sowie kulturellen und gesellschaftlichen Hintergründen vereint, fördert Innovation.

Wir setzten auf vielfältige Teams, in welchen die Menschen ihr volles Potential entfalten können - denn das Zusammenführen verschiedener Talente und Ideen spielt eine entscheidende Rolle für den geschäftlichen Erfolg der Deutschen Bank.

Unsere Unternehmenskultur setzt hohe ethische Standards und fördert ein gutes Miteinander.

Unabhängig von kulturellem Hintergrund, Nationalität, ethnischer Zugehörigkeit, geschlechtlicher und sexueller Identität, körperlichen Fähigkeiten, Religion und Generation freuen wir uns über Bewerbungen talentierter Menschen.

Sprechen Sie uns an:
Wir bieten flexible Arbeitszeitmodelle und weitere Zusatzleistungen, um Sie in Ihrem Berufsleben zu unterstützen.

Klicken Sie hier für weitere Informationen zu Vielfalt und Teilhabe in der Deutschen Bank.