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About the Role

DB USA Core Corporation seeks a Vice President in New York, NY to develop and maintain methodologies according to defined model development principles and industry standard practices, including establishing processes and infrastructure to perform stress testing.

Responsibilities

• Develop and maintain methodologies according to defined model development principles and industry standard practices.
• Establish processes and infrastructure to perform stress testing.
• Conduct model performance monitoring by establishing key performance indicators and quantitative thresholds.
• Perform root-cause analysis of observed issues and breaches using quantitative, statistical, and qualitative methods.
• Assess model findings using quantitative and qualitative methods, including data analysis and statistical techniques.
• Validate or develop model prototypes and perform implementation and testing.
• Evaluate model input data quality including assessing data lineage.
• Develop forecasting models for revenue and balance sheet forecasts using econometric methods.
• Code in R and Python for building forecasting and econometric models.
• Present model development and validation results to stakeholders through technical reports and data-driven presentations.
• Develop models by applying validation and model development industry standards, including CCAR models.
• Ensure alignment with Federal Reserve SR 11-7.

Requirements

• Master’s degree in Finance, Economics, or related field or equivalent.
• Four (4) years of experience working on regulatory stress testing models throughout the forecasting model life cycle.
• Experience working with models for specific use cases using econometric methods and statistical programming languages (R and Python).
• Experience writing methodology or validation documents.
• Experience conducting model performance monitoring by establishing key performance indicators and quantitative thresholds.
• Experience performing root-cause analysis of observed issues and breaches using quantitative, statistical, and qualitative methods.
• Experience assessing model findings using quantitative and qualitative methods, including data analysis and statistical techniques.
• Experience validating or developing model prototypes and performing implementation and testing.
• Experience evaluating model input data quality including assessing data lineage.
• Experience using econometric methods to develop forecasting models for revenue and balance sheet forecasts.
• Experience coding in R and Python for building forecasting and econometric models.
• Experience presenting model development and validation results to stakeholders through technical reports and data-driven presentations.
• Experience developing models by applying validation and model development industry standards, including CCAR models.
• Experience ensuring alignment with Federal Reserve SR 11-7.

Skills

• R
• Python
• Econometric methods
• Statistical programming languages
• Model development
• Model validation
• Stress testing
• Data analysis
• Quantitative methods
• Statistical techniques
• CCAR models

Location

• New York, NY

Work Type

• Full-time

Experience Level

• Vice President
• 4 years of experience

Education Level

• Master’s degree in Finance, Economics, or related field or equivalent

Salary/Compensations

• $190,000.00 – $222,501.00/year

Benefits

• Deutsche Bank's Employee Referral Incentive Program
• Physical wellness benefits
• Emotional wellness benefits
• 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.
• More information at: Deutsche Bank Careers (db.com)

Equal Opportunity

• 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.
• Deutsche Bank’s Equal Opportunity Policy Statement
• EEOC Know Your Rights
• Employee Rights and Responsibilities under the Family and Medical Leave Act
• Employee Polygraph Protection Act