For Recruiters

Strategic Corporate Lending Quantitative Analyst (m/f/x) Frankfurt / Mumbai / London

Deutsche Bank AG
Frankfurt am Main, Germany
Posted about 5 hours ago In-Office Permanent Competitive
Position Overview

Business/Team Description

Strategic Corporate Lending ("SCL") provides governance around the investment of loan capital into client relationships, and risk manages the approved final hold positions down to pre-defined thresholds set by Credit Risk Management. Loans / lending commitments are often a key component of these relationships with DB's MidCap and Large Cap clients. And are typically issued to support the generation of franchise revenues booked by the product lines across the Corporate Bank ("CB") and the Investment Bank ("IB"). The primary instrument for hedging and managing capital of these loans / lending commitments are synthetic CLOs (or significant risk transfer ("SRT") or credit risk transfer ("CRT") transactions), which reference the underlying loan risk. The Quantitative Analyst [Team] within SCL is primarily responsible for the maintenance of existing, and implementation of new models for risk managing and pricing of these loans and loan portfolios, as well as managing the instruments used to hedge and manage the capital of the lending book.

Key Responsibilities
  • Responsible for maintaining and running models for the risk management of the large cap and mid cap lending platforms
  • This includes existing and new models for pricing of loans, loan portfolios, as well as existing and new CRT issuances (for example Loss Quantiles, Loan Pricer, Tranche Exhaustion Probability, CRT cost allocation and cost curve)
  • Responsible for the Model Risk Management and End-User-Managed-Applications managed within SCL
  • That includes ongoing model documentation, validation, recertification, and testing of new and existing models
  • Providing quantitative support to various stakeholders within and outside of SCL (for example, SCL Risk and Governance, Risk Analytics, Corporate Bank Lending, Leveraged Debt Capital Markets)
  • Managing the migration of models to the DB Kannon Engine
Skills and Experience
  • Degree in a Finance, Math, Physics, Statistics, Engineering or Computer Science or a related subject
  • Good quantitative, analytic, modelling, pricing, and risk management skills with experience in the financial industry and familiarity with capital calculations; Strong math skills in probability and numerical methods (Monte Carlo)
  • Demonstrable problem-solving ability; organized with an ability to manage multiple issues and significant attention to detail
  • Good English language skills; Excellent communication skills and initiative to engage with other teams
  • Excellent Excel skills including extensive use of formulas, building ad-hoc excel based tools; Good computing and programming skills and experience with programming languages such as DBAnalytics, VBA
What we will offer you:

As the benefits may vary marginally from location to location, it is advisable to use the link to our career page:
https://careers.db.com/explore-the-bank/working-environment/benefits-wellbeing/

In case of any recruitment related questions, please get in touch with Kristina Zimmer.

Contact Kristina Zimmer: +49 (0)69 - 910 40867

Unsere Werte bestimmen das Arbeitsumfeld, welches wir schaffen möchten - vielfältig, wertschätzend und offen für verschiedene Meinungen. Nur eine Unternehmenskultur, die eine Vielzahl von Perspektiven, sowie kulturellen und gesellschaftlichen Hintergründen vereint, fördert Innovation. Wir setzten auf vielfältige Teams, in welchen die Menschen ihr volles Potential entfalten können - denn das Zusammenführen verschiedener Talente und Ideen spielt eine entscheidende Rolle für den geschäftlichen Erfolg der Deutschen Bank.

Unsere Unternehmenskultur setzt hohe ethische Standards und fördert ein gutes Miteinander. Unabhängig von kulturellem Hintergrund, Nationalität, ethnischer Zugehörigkeit, geschlechtlicher und sexueller Identität, körperlichen Fähigkeiten, Religion und Generation freuen wir uns über Bewerbungen talentierter Menschen.
Sprechen Sie uns an: Wir bieten flexible Arbeitszeitmodelle und weitere Zusatzleistungen, um Sie in Ihrem Berufsleben zu unterstützen.

Klicken Sie hier für weitere Informationen zu Vielfalt und Teilhabe in der Deutschen Bank.

Job ID  R0195127
ABOUT COMPANY
Frankfurt am Main, Germany
85000 Employees Corporate Banking
Die Deutsche Bank verändert die Welt des Bankings. Wir verbinden neue Fähigkeiten und unterschiedliche Blickwinkel, um einen positiven Unterschied zu ...
More jobs From Deutsche Bank AG
Deutsche Bank AG
Risk Methodology Specialist (m/f/x)
Deutsche Bank AG
Berlin, Germany
3 days ago Full time Competitive
Deutsche Bank AG
Mitarbeiter/in Talent Acquisition im Team Recruiting, Onboarding und Administration (w/m/d) Frankfurt am Main
Deutsche Bank AG
Frankfurt am Main, Germany
2 days ago Full time Competitive
Deutsche Bank AG
Mitarbeiter/in Vertragserstellung (m/w/d) im Team Onboarding
Deutsche Bank AG
Frankfurt am Main, Germany
2 days ago Full time Competitive
Deutsche Bank AG
Einstiegsprogramm (m/w/d) im Bereich Corporate Finance 2023
Deutsche Bank AG
Frankfurt am Main, Germany
2 days ago Full time Competitive
Deutsche Bank AG
Competence Center Retail Analyst (m/w/d) Private Bank Germany
Deutsche Bank AG
Frankfurt am Main, Germany
2 days ago Full time Competitive
Deutsche Bank AG
Global Lead (m/f/x) - Senior Talent Development (non-leading)
Deutsche Bank AG
Frankfurt am Main, Germany
3 days ago Full time Competitive
Deutsche Bank AG
DWS - Senior Finance Manager - Financial Control (m/f/d)
Deutsche Bank AG
Frankfurt am Main, Germany
3 days ago Full time Competitive
Deutsche Bank AG
Model Validation Specialist (m/f/x)
Deutsche Bank AG
Frankfurt am Main, Germany
4 days ago Full time Competitive
Deutsche Bank AG
Sachbearbeiter/in Personaladministration (m/w/d)
Deutsche Bank AG
Frankfurt am Main, Germany
5 days ago Full time Competitive
Deutsche Bank AG
Gruppenleiter Immobilienbewertung (m/w/d)
Deutsche Bank AG
Frankfurt am Main, Germany
5 days ago Full time Competitive
Recommended Jobs
Alexander Ash Consulting
Business Analyst - Asset Management
Alexander Ash Consulting
London, United Kingdom
Hays Financial Markets
Hedge Fund Operations Analyst
Hays Financial Markets
London, United Kingdom
Selby Jennings
Leveraged Finance Associate
Selby Jennings
London, United Kingdom
Fourier Ltd
Front Office Quantitative Analyst
Fourier Ltd
London, United Kingdom