Model Validation Senior Specialist - Berlin, Deutschland - Deutsche Bank

Deutsche Bank

Geprüftes Unternehmen

Berlin, Deutschland

vor 1 Woche

Geschrieben von:

Lena Wagner

beBee Recruiter

Beschreibung

Model Validation Senior Specialist (f/m/x):

Job ID:

R0321271
Full/Part-Time:Full-time
Regular/Temporary:Regular
Listed:
Location:Berlin
Position Overview:
- please submit your CV in English ** _

Details of the role and how it fits into the team:

The role is to independently review, test and approve pricing models for credit and securitization products and other related models, all according to internal standards consistent with the SR11-07 regulatory guidance.

The team is part of the Model Risk Management division of the Risk department of Deutsche Bank.

DB has a strong commitment to promote gender equality at all levels of leadership.

Your key responsibilities:

Receive formal requests from Front Office and Model Developers to approve pricing models for credit and securitization products, and related reserve and valuation adjustment models.
Mathematically review models and their suitability for products, conduct independent testing, challenge FO and model developers where necessary before conferring approval, and document testing results and outcomes of conceptual and mathematical review in a Model Validation Report reviewed by regulators.
Manage model risk on an ongoing basis by assessing the model developer documentation, model assumptions and model limitations, model changes, imposing conditions for use, raising validation findings etc.
Proactively engage stakeholders to successfully bring validation projects to completion to agreed deadlines and in line with requirements.
Increase the degree of automation of documentation generation and testing by contributing to the development of an internal Python library.

Your skills and experiences:

Solid foundations in analysis, probability, statistics, PDEs
You are rigorous, deep, precise, disciplined, independent, and persistent
Experience in Python and LaTeX and familiar with SVN or git
Experience in software development is a plus

What we offer
We provide you with a comprehensive portfolio of benefits and offerings to support both, your private and professional needs.

Emotionally and mentally balanced
A positive mind helps us master the challenges of everyday life - both professionally and privately. We offer consultation in difficult life situations as well as mental health awareness trainings.

Physically thriving
We support you in staying physically fit through an offering to maintain personal health and a professional environment. You can benefit from health check-ups; vaccination drives as well as advice on healthy living and nutrition.

Socially connected
Networking opens up new perspectives, helps us thrive professionally and personally as well as strengthens our self-confidence and well-being.

You can benefit from PME family service, FitnessCenter Job, flexible working (e.g parttime, hybrid working, job tandem) as well as an extensive culture of diversity, equity and inclusion.

Financially secure
We provide you with financial security not only during your active career but also for the future. You can benefit from offerings such as pension plans, banking services, company bicycle or "Deutschlandticket".

Since our offerings slightly vary across locations, please contact your recruiter with specific questions.

This job is available in full and parttime.

In case of any recruitment related questions, please get in touch with Carolin Adler.

Contact:
Carolin Adler, Tel

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 setzen 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.

Besuchen Sie Inside Deutsche Bank, um mehr über die Kultur der Deutschen Bank zu erfahren, einschließlich unserer Aktivitäten zu Vielfalt, Chancengleichheit und Teilhabe, unserer Führungskultur, unseren Aktivitäten zur Zukunft der Arbeit und vieles mehr.