Requirements: English
Company: 0010 Deutsche Bank Aktiengesellschaft
Region: Suhr , Argovia
Description
Group Strategic Analytics (GSA) consolidates Deutsche Bank''s quantitative and modeling expertise within a single unit. Responsible for group-wide model development, GSA adopts a cross-business and cross-functional approach to address quantitative modeling and analytics challenges, establishing common development standards.
You will join the Market Risk Strats team within GSA, comprising professionals with expertise in technology, front office quant, and risk methodology. Your primary focus will be on developing methodologies and implementing models for Market Risk and Capital calculations, such as FRTB and VaR, as well as expanding a scalable and flexible risk management system with a consistent interface to Market Risk.
Your key responsibilities
- Task: Conduct complex analysis, evaluation, and decision-making.
- Develop methodologies for complex risk modeling approaches.
- Analyze and interpret calculated figures, collaborating with risk managers to enhance risk management models.
- Improvements: Develop complex methods, processes, analyses, and improvements.
- Lead the development of production applications in Python and C++ for specific risk components.
- Ensure system stability, accuracy, and completeness of calculations during development and in production.
- Prepare for internal model governance and regulatory reviews; coordinate and obtain stakeholder agreement on model design.
Relationship management
- Build relationships with risk colleagues, stakeholders, and business partners, both internal and external.
- Communicate effectively and regularly with senior management.
- Coordinate model development and implementation across various bank departments.
Your skills and experience
- Relevant university degree (Master''s or PhD) in a quantitative discipline.
- Understanding of tools and disciplines for developing high-quality applications: source control, testing, deployment, etc.
- Prior exposure to finance, especially derivatives and VaR, is advantageous.
- Hands-on experience with Python (and C++ preferred), with a desire to continue daily development.
- Strong knowledge of financial products, markets, and market risk.
- Willingness to learn new subjects and ability to work collaboratively.
- Well-organized, problem-solver, with a strong sense of ownership, focused on timelines and results.
- Capable of working under pressure and tight deadlines.
What we offer
- A comprehensive benefits package supporting your personal and professional needs.
- Support for emotional and mental well-being, including counseling and mental health training.
- Health initiatives like check-ups, vaccinations, and health advice.
- Opportunities for social connection through networking, flexible working arrangements, and diversity initiatives.
- Financial security through pension plans, banking services, and other benefits.
This position is available in full and part-time options. For recruitment inquiries, contact Christin Bode at +49 30 34074860.
We foster an environment where everyone is empowered to excel, acting responsibly, thinking commercially, taking initiative, and collaborating. We celebrate our successes together and promote a fair and inclusive workplace. We welcome applications from all individuals.
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