Deutsche Bank
Finance
RiskMethodologySeniorLead
“Risk Methodology Senior Lead at Deutsche Bank. Skills: Credit risk parameter modeling, Model development, Regulatory requirements. Development, implementation and maintenance of rating methodologies for credit risk parameters for retail and wholesale portfolios. Planning, leading and execution of complex long-term projects related to model- and data-specific topics”
What You'll Achieve.
Provide risk managers with fit-for-purpose tools for allocating resources, managing risk appetite, and making well-judged credit decisions; Ensure all models developed fulfil requirements relating to regulatory and economic capital calculations
Industry & Context.
Analytical skills
What They're Looking For.
Must Have
Master, Diplom or Promotion in a quantitative discipline (e.g., Mathematical Finance/ Statistics/ Econometrics), Deep knowledge of credit risk management and relevant regulations for modelling credit risk parameters (PD, LGD, CCF), Proven experience in internal modeling for more than 5 years, Advanced IT / data management and analytical skills, Advanced experience with relevant statistical and other software packages (at least SAS and Python), Proven experience in planning and executing complex model development projects, Proven experience in executing regulatory audits and external reviews of internal models, Excellent written and verbal skills in English
Nice to Have
Good written and verbal skills in Germany
What You'll Do.
implementation and maintenance of rating methodologies for credit risk parameters for retail and wholesale portfolios
leading and execution of complex long-term projects related to model- and data-specific topics
Resolution of regulatory and internal findings related to the methodology of credit risk parameters or related models
Calibration of Loss-Given-Default (LGD) and Credit Conversion Factors (CCF) parameters
How You'll Work.
Team & Collaboration
Active interaction with senior management, regulators & supervisory authorities; Collaboration with risk managers
Communication Scope
Effective communication skills; Ability to share clear messages; Ability to explain complex ideas in a tangible way; Excellent written and verbal skills in English; Good written and verbal skills in Germany
Process & Methodology
Planning and execution of complex model development projects
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