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Senior Risk Manager

Senior Risk Manager

Deutsche BankBerlin, Germany
Vor 11 Tagen
Stellenbeschreibung

Job Description :

Group Strategic Analytics (GSA) concentrates Deutsche Bank's quantitative and modelling expertise within a single unit. With group-wide responsibility for model development GSA takes a cross-business and cross-functional approach to solving quantitative modelling and analytics challenges and rolls out common development standards.

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 with consistent interface to Market Risk.

Your key responsibilities

  • Task : Complex analysis, evaluation & decision-making

Develop methodologies to cover complex risk modelling approaches

  • Analyse and explain calculated numbers, work with risk managers to continuously improve risk management models
  • Improvements : Development of complex methods, processes or analyses as well as improvements
  • Participate in the development of production applications implemented in Python and C++

  • Maintain a rigorous focus on system stability, and completeness and accuracy of calculations, as applications are developed, and continue with this focus as they are used in production.
  • Prepare for internal model governance and regulatory review processes; coordinate and secure agreement on model design with relevant stakeholders
  • Relationship management
  • Build relationships with Risk colleague and other stakeholders and business associates, internal & external

  • Communication effectively and regularly with Senior Management
  • Coordinate model development and implementation with various stakeholders in the bank
  • Your skills and experience

  • Relevant university degree (e.g. Master or PhD) in a quantitative discipline
  • Understanding of the disciplines and tools which are used to deliver robust high-quality applications : source control, unit-testing, regression testing, release and deployment controls, etc.
  • Prior exposure to finance, in particular subjects such as derivatives and value-at-risk is a plus
  • Experience of hands-on development, ideally in Python or C++ and a desire to continue doing this on a day-to-day basis
  • Good knowledge of financial products / markets and market risk
  • Desire to learn new subjects and ability to work in a team
  • Well-organized with a proven ability to solve problems independently with a strong sense of personal ownership and a focus on timelines and delivering results
  • Able to cope well under pressure and tight deadlines
  • What we offer

    We provide you with a comprehensive portfolio of benefits and offerings to support both, your private and professional needs.

  • Emotionally and mentally balanced
  • A positive mind helps us master the challenges of everyday life - both professionally and privately. We offer consultation in difficult life situations as well as mental health awareness trainings.

  • Physically thriving
  • We support you in staying physically fit through an offering to maintain personal health and a professional environment. You can benefit from health check-ups; vaccination drives as well as advice on healthy living and nutrition.

  • Socially connected
  • Networking opens up new perspectives, helps us thrive professionally and personally as well as strengthens our self-confidence and well-being. You can benefit from PME family service, FitnessCenter Job, flexible working (e.g parttime, hybrid working, job tandem) as well as an extensive culture of diversity, equity and inclusion.

  • Financially secure
  • We provide you with financial security not only during your active career but also for the future. You can benefit from offerings such as pension plans, banking services, company bicycle or "Deutschlandticket".

    Since our offerings slightly vary across locations, please contact your recruiter with specific questions.

    This job is available in full and parttime.

    In case of any recruitment related questions, please get in touch with Christin Bode .

    Contact Christin Bode : +49 030 3407 4860

    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.

    We welcome applications from all people and promote a positive, fair and inclusive work environment.