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About the Role

The Credit & Climate Risk Analytics team within Group Strategic Analytics develops credit loss-projection models and climate risk methodologies, ensuring adherence to regulatory requirements and accounting standards. Mathematical concepts developed are designed for application to different use cases and legal entities across the firm. This role is in an international and diverse environment that encourages open communication, a mature feedback culture, and offers employees a wide range of options to balance workplace requirements with personal and family needs.

Responsibilities

Perform statistical analyses as part of quantitative credit risk methodology development projects, e.g., related to DB’s IFRS9 and CECL framework.
Develop PD and LGD projection models for DB’s group-wide stress tests, EBA stress tests, and CCAR.
Develop climate risk modeling approaches for stress testing, scenario analyses, and ICAAP.
Implement data processing tools and advanced numerical methods.
Document modeling concepts, sensitivity analyses, and benchmarking analyses.
Manage relationships by building connections with key stakeholders and business associates across various departments of the Bank.

Requirements

Post-graduate degree (e.g., Master or PhD) in a quantitative discipline (e.g., mathematics, statistics, physics, econometrics, quantitative finance).
Relevant industry experience in a quantitative analytics field.
Strong analytical skills and ability to solve problems efficiently and proactively.
Good understanding of financial products, financial markets, and key regulatory requirements for risk methodologies.
Strong communication and presentation skills.

Skills

Python
Matlab
R

Work Type

full time
part time
hybrid working

Education Level

Master
PhD

Benefits

Consultation in difficult life situations
Mental health awareness trainings
Offerings to maintain personal health
Health check-ups
Vaccination drives
Advice on healthy living and nutrition
PME family service
FitnessCenter Job
Pension plans
Banking services
Company bicycle
Deutschlandticket

About the Company

Group Strategic Analytics (GSA) is Deutsche Bank’s department that combines expertise in quantitative analytics, modeling, pricing, and risk management, with a deep understanding of platform architecture and coding standards.
The department develops firm-wide risk valuation methodologies and provides risk managers with quantitative tools, used e.g. to allocate capital, manage risk appetite and make well-judged credit decisions.
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.
We welcome applications from all people and promote a positive, fair and inclusive work environment.