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Hybrid Model Validation Senior Specialist

Deutsche Bank  ·  Berlin, Deutschland · Hybrid

Details zum Jobangebot

Position Overview Details of the role and how it fits into the team

The Risk division plays a critical role in identifying and managing a wide range of risks to which Deutsche Bank is exposed as part of its global operations – from credit and market risks to non-financial risks. As an integral part of this division, Model Risk Management (MoRM) is tasked with performing independent model validation and actively managing model risk at a global level in line with Deutsche Bank’s risk appetite. Its teams are located in Frankfurt, Berlin, London and New York.

In the US Model Validation Team in Berlin, you will focus on developing and maintaining a central modelling and validation service covering all risk model types and methodologies. We have been investing heavily in digital technology and infrastructure with the aim of making Deutsche Bank more efficient, more resilient and less complex. This is your opportunity to make a valuable contribution and help drive our business forward in a fast-paced environment.

Your Key Responsibilities

  • Contribute to maintaining and improving the soundness and reliability of models developed for CCAR (Comprehensive Capital Analysis and Review) and business as usual (BAU) relevant for the US legal entities
  • Regular validation of complex methods and procedures utilized for risk management
  • Analyse and enhance complex model methodologies and extension of the current validation concepts
  • Aggregate validation outcomes for reporting to senior management
  • Review and assessment of analyses performed by development units to remediate validation findings
  • Build relationships with stakeholders and business associates, internal & external
  • Support responses to internal and external audit requests, including interaction with regulators & supervisory authorities


Your skills and experiences

  • Advanced degree (PhD is a plus) in mathematics, finance, statistics, physics, econometrics or a related discipline
  • Strong mathematical background in probability theory, stochastic calculus, statistics or mathematical finance
  • Good knowledge about financial products / derivatives and the financial risks related to them is essential
  • Your written documents have to be structured and concise. You need to be fluent in English (written and spoken)
  • Substantial experience in performing data analysis and statistical tests in programming languages like Python, R etc.
  • Several years of experience in one of the following areas is required: credit risk, market risk and/or operational risk


This job is available in full and parttime.

https://careers.db.com/explore-the-bank/working-environment/benefits-wellbeing/

Please note that this may vary slightly from location to location.

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

Contact: Carolin Adler, Tel (+49 3034074778)

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.

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