Impress employers and recruiters.
Choose from hundreds of resume examples.

Target Resume Now

About the Role

The Group Strategic Analytics (GSA) - Risk Methodology Team is responsible for cutting-edge modeling methods and technology. We are seeking a Risk Methodology Modeler to support state-of-the-art model development practices for balance sheet and revenue projections, specifically developing Pre-Provision Net Revenue (PPNR) models for stress testing, capital, and strategic planning. The role involves end-to-end model development, including design, documentation, monitoring, and maintenance.

Responsibilities

Develop, document, implement, and maintain balance sheet and revenue (BPPNR) forecasting models and analytical tools across Investment, Corporate, and Private Banking.
Identify key risk drivers and model relationships between portfolio performance and macroeconomic variables using statistical techniques and data analytics.
Partner with model owners and users to understand business expectations and upcoming changes, and incorporate feedback.
Support model reviews with Model Risk Management (MoRM) and Group Audit, including ongoing performance monitoring and remediation of findings.
Support stress testing cycles end-to-end, from input collection and quality checks through sensitivity analysis, risk driver attribution, and results explanation.
Present model methodologies and projection results to senior management and regulatory stakeholders.

Requirements

Demonstrated quantitative skills, including hands-on experience with time series analysis and forecasting models (BPPNR experience preferred).
Working knowledge of banking and trading products, and familiarity with stress testing and capital planning frameworks.
Proficiency in Python and R for data analysis, statistical modeling, and production-quality coding.
Strong written and spoken communication skills, with the ability to present complex analyses to technical and non-technical stakeholders.
A self-starter with intellectual curiosity and strong critical thinking skills.
Experience applying AI tools and machine learning techniques in analytics or modeling processes.
A continuous-improvement mindset, with a focus on improving model performance and operational excellence.
Familiarity with asset-liability management (ALM) principles.
Familiarity with accounting frameworks (e.g., IFRS, US GAAP) and hedge accounting concepts.

Skills

Time series analysis
Forecasting models
Python
R
Data analysis
Statistical modeling
Production-quality coding
Quantitative skills
AI tools
Machine learning techniques

Location

New York, NY

Work Type

Hybrid

Experience Level

Vice President

Education Level

Master’s degree (or higher) in a quantitative field such as Mathematics, Finance, Economics, Statistics, or Computer Science

Salary/Compensations

$125,000 to $222,500

Benefits

A diverse and inclusive environment that embraces change, innovation, and collaboration
Generous vacation, personal and volunteer days
Employee Resource Groups support
Competitive compensation packages including health and wellbeing benefits
Retirement savings plans
Parental leave
Family building benefits
Educational resources
Matching gifts and volunteer programs
Access to physical, emotional, and financial wellness benefits

About the Company

For over 150 years, our dedication to being the Global Hausbank for our clients has been driven by our people – in around 60 countries and across more than 150 nationalities. Their deep understanding, insights, expertise, and passion help our clients navigate an increasingly complex world – be it in our Corporate Bank, our Private Bank, our Investment Bank or our Asset Management (DWS) division. Together we can make a great impact for our clients at home and abroad, securing their lasting success and financial security.
We strive for a culture in which we are empowered to excel together every day. This includes acting responsibly, thinking commercially, taking initiative and working collaboratively. Together we share and celebrate the successes of our people. Together we are Deutsche Bank Group.

Equal Opportunity

We welcome applications from all people and promote a positive, fair and inclusive work environment. Qualified applicants will receive consideration for employment without regard to race, color, religion, sex, sexual orientation, gender identity, national origin, disability, protected veteran status or other characteristics protected by law.
Click these links to view Deutsche Bank’s Equal Opportunity Policy Statement and the following notices: EEOC Know Your Rights; Employee Rights and Responsibilities under the Family and Medical Leave Act; and Employee Polygraph Protection Act.