Risk Methodology Specialist - Berlin, Deutschland - Deutsche Bank

Deutsche Bank

Geprüftes Unternehmen

Berlin, Deutschland

vor 2 Wochen

Geschrieben von:

Lena Wagner

beBee Recruiter

Beschreibung

Details of the role and how it fits into the team
Group Strategic Analytics (GSA) concentrates Deutsche Bank's quantitative and modelling expertise within a single unit.

With group-wide responsibility for model development GSA takes a cross-business and cross-functional approach to solving quantitative modelling and analytics challenges and rolls out common development standards.

You will join the Market Risk Strats unit within GSA, which is a team comprised of people with technology, front office quant and risk methodology experience.

Your immediate focus will be on methodology development and implementing models for Market Risk and Capital calculation, such as FRTB, VaR as well as a further build-out of a scalable and flexible risk management system that seamlessly interfaces with other functions of the bank.

Your key responsibilities

You contribute to the development and validation of market risk models
You translate complex statistical and mathematical methods into both proof of concepts as well as enterprise grade code that creates accurate, reliable and scalable solutions.
You ensure your solutions allow for a high level of automation and are modular enough so they can be reused and reduce the effort and complexity for maintenance and the development of new features
You verify model performance and ensure that modeling choices and assumptions are within the bounds of the bank's policies as well as regulatory requirements. You investigate model limitations and proactively propose ways to overcome and/or mitigate them.
You summarize and present your findings in a manner so that they can be used for model documentation as well as reports to senior management
You explain model results and work with traders, risk managers and your strategist colleagues to continuously improve the risk management capabilities of the bank

Your skills and experiences

You have a solid quantitative background with extensive analytical skills, an innovative mindset and a handson mentality
You are versed in highquality software development and are familiar with source control, unittesting, regression testing, release and deployment controls are tools of your trade
Proficiency in Python and/or C++, with database knowhow as a plus
You know how to effectively structure and prioritize your work and deliver high quality results
You have the desire to continuously learn and to work in a motivated team
Prior exposure to finance and knowledge about financial products and the risks generated by them are a plus

What we will offer you:
Please note that this may vary slightly from location to location.

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

Contact:
Andreas Vogel

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