Deutsche Bank

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Originele vacaturetekst

Risk Quant Validator (m/f/x) MoRM - MR & DE Validation Berlin

Risk Quant Validator (m/f/x) MoRM - MR & DE Validation Berlin Job ID:R0145351Full/Part-Time: Part-timeRegular/Temporary: RegularListed: 2021-10-01Location: BerlinPosition Overview

Description of the business area

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.

About the job

Assigned to the Quant Institute/Market Risk and Derivatives Exposure Validation unit 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.

Responsibilities

In this role you will contribute to maintaining and improving the soundness and reliability of market and counterparty credit risk models.

  • You will be responsible for analysing the entire chain of the very complex risk valuation process - starting from the underlying stochastic processes that represent financial risk factors to the aggregation on portfolio level into risk measures.

  • Your assessment will be an integral part of the ongoing process of improving the model framework.

  • You will document all your analyses and results, ensuring quality assurance. Your reports and conclusions will have to be precise and comprehensive to reach developers as well as senior management at the same time.

  • You will communicate with all relevant stakeholders including model users and owners as well as regulators and supervisory authorities.

Requirements

  • You have an advanced degree (PhD is a plus) in mathematics, finance, statistics, physics, econometrics or a related discipline.

  • You have a 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. As communication is in English, you need to be fluent in English (written and spoken).

  • You have 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: derivative pricing/modelling or market/credit risk modelling.

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 setzten 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.

Klicken Sie hier für weitere Informationen zu Vielfalt und Teilhabe in der Deutschen Bank.

Art des Stellenangebotes:
Intern

Fähigkeiten

  • Es ist kein Abschluss erforderlich

Was wir bieten

Vertrag:
Full/Part-Time: Part-time