Banking Jobs In Germany - Deutsche Bank careers
Deutsche Bank announces a bank job in Germany via its Linkedin page
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Market Risk Strats (m/f/x) in Berlin
Job Purpose
- Group Strategic Analytics (GSA) concentrates Deutsche Bank’s quantitative and modelling expertise within a single.
- You will join the Market Risk Strats unit within GSA, which is a team comprised of people with technology, front office quant and risk methodology experience.
- Your immediate focus will be on methodology development and implementing models for Market Risk and Capital calculation, such as FRTB, VaR as well as a further build-out of a scalable and flexible risk management system that seamlessly interfaces with other functions of the bank.
Job Description
- You contribute to the development and validation of market risk models.
- You translate complex statistical and mathematical methods into both proof of concepts as well as enterprise grade code that creates accurate, reliable and scalable solutions.
- You ensure your solutions allow for a high level of automation and are modular enough so they can be re-used and reduce the effort and complexity for maintenance and the development of new features.
- You verify model performance and ensure that modeling choices and assumptions are within the bounds of the bank’s policies as well as regulatory requirements.
- You investigate model limitations and pro-actively propose ways to overcome and/or mitigate them.
- You summarize and present your findings in a manner so that they can be used for model documentation as well as reports to senior management.
- You explain model results and work with traders, risk managers and your strategist colleagues to continuously improve the risk management capabilities of the bank.
Job Requirements
- You have a solid quantitative background with extensive analytical skills, an innovative mindset and a hands-on mentality.
- You are versed in high-quality software development and are familiar with source control, unit-testing, regression testing, release and deployment controls are tools of your trade.
- Proficiency in Python and/or C++, with database know-how as a plus.
- You know how to effectively structure and prioritize your work and deliver high quality results.
- You have the desire to continuously learn and to work in a motivated team.
- Prior exposure to finance and knowledge about financial products and the risks generated by them are a plus.