Deutsche Bank

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Originele vacaturetekst

DWS - Model Developer (m/f/x) for Internal Capital Models

DWS - Model Developer (m/f/x) for Internal Capital Models Job ID:R0109957Listed: 2021-08-30Regular/Temporary: RegularLocation: BerlinPosition Overview

Location: Berlin or Frankfurt/Main

About the Department

  • DWS Group GmbH & Co. KGaA (DWS) is one of the world's leading asset managers with EUR 793bn of assets under management (as of 31 Dec 2020). Building on more than 60 years of experience and a reputation for excellence in Germany and across Europe, DWS has come to be recognized by clients globally as a trusted source for integrated investment solutions, stability and innovation across a full spectrum of investment disciplines.

  • DWS Capital & Liquidity Management is responsible for the management and optimization of capital, funding and liquidity in DWS Group and its entities, based on a clear and transparent framework.

  • DWS Capital & Liquidity Management identifies and plans financial resource demands, and ensures support for the strategic targets of DWS. It manages related risks (e.g. liquidity risk) and safeguards adherence to relevant regulatory ratios/ requirements. To fulfil its mandate, DWS Capital & Liquidity Management closely aligns with the business, co-operates with relevant functions internally and interfaces with external stakeholders such as regulators.

About the Job

  • The Model Developer conceptually owns, develops, improves and maintains internal economic capital models for market, credit, operational or strategic risks and supports the Internal Capital Adequacy Assessment Process (ICAAP) by ensuring adequate capital quantification methods for risks resulting from the DWS business model. The Model Developer contributes to the insourcing of model development services and to strategic transformation initiatives as well as regulatory projects.

Responsibilities:

  • Further develop DWS’s overall economic capital model framework and quantitative capital models tailored to the DWS business and risk profile

  • Maintain capital models including regular parameter recalibration and finding remediation

  • Program prototypes of new models and support their strategic IT implementations

  • Define and maintain model development standards in line with regulatory and internal requirements, e.g. SR11-07 standards for Model Risk Management

Requirements:

  • Relevant university degree in a quantitative discipline (e.g. Mathematics / Statistics / Physics)

  • Minimum 3 years of relevant model development experience in credit risk or operational risk; additional market risk experience is considered a plus

  • Familiarity with asset management industry and products or risk modelling within ICAAP (Internal Capital Adequacy Assessment) / Pillar 2 frameworks will be considered an advantage

  • In-depth knowledge of programming languages and statistical software packages (e.g. Python, Matlab, or R)

  • Used to solve problems independently and result-oriented, but at the same time open-minded, eager to learn and a strong team player

  • Excellent written and verbal communication and presentation skills in English; German is a plus

Contact: René Schliebe (rene.schliebe@db.com)

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.
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Art des Stellenangebotes:
Intern

Fähigkeiten

  • Es ist kein Abschluss erforderlich

Was wir bieten

Vertrag:
Listed: 2021-08-30