Risk Methodology Lead (f/m/x)

Position Overview

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 with consistent interface to Market Risk.

Your key responsibilities

• Responsible for developing methodologies to cover complex risk modelling approaches and support ongoing improvement

• Perform complex analysis, evaluation, decision-making & results communication including support of internal model governance and regulatory review processes

• Maintain a rigorous focus on system stability, and completeness and accuracy of calculations, as applications are developed, and continue with this focus as they are used in production

• Analyse and explain calculated numbers, work with traders, risk managers and strategist colleagues to continuously improve models and risk management tools

• Coordinate model development and implementation with various stakeholders in the bank

Your skills and experiences

• Relevant university degree (e.g. Master or PhD) in a quantitative discipline

• Understanding of the disciplines and tools which are used to deliver robust high-quality applications: source control, unit-testing, regression testing, release and deployment controls, etc

• Minimum 5 years of relevant industry experience

• Experience of hands-on development predominantly in Python or C++ and a desire to continue doing this on a day-to-day basis

• Desire to learn new subjects and ability to work in a team

• Well-organized with a proven ability to solve problems independently with a strong sense of personal ownership and a focus on timelines and delivering results

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 (+49 3034074778)

Wir streben eine Unternehmenskultur an, in der wir gemeinsam jeden Tag das Beste geben. Dazu gehören verantwortungsvolles Handeln, wirtschaftliches Denken, Initiative ergreifen und zielgerichtete Zusammenarbeit.
Gemeinsam teilen und feiern wir die Erfolge unserer Mitarbeiter*innen. Gemeinsam sind wir die Deutsche Bank Gruppe.

Wir begrüßen Bewerbungen von allen Menschen und fördern ein positives, faires und integratives Arbeitsumfeld.