Risk Methodology Specialist Risk Methodology Specialist …

Deutsche Bank - US
in Manhattan, NY, United States
Permanent, Full time
Last application, 27 Jan 20
Negotiable
Deutsche Bank - US
in Manhattan, NY, United States
Permanent, Full time
Last application, 27 Jan 20
Negotiable
As a Risk Methodology Specialist, you will develop, calibrate and maintain regulatory compliant, real-world simulation models across all asset classes. You'll develop and maintain rating methodologies and credit risk parameters for securitizations and their underlyings. In this role, you'll focus on methodologies ranging from auto loans to shipping containers, to mortgages and CLOs, to cell towers and more.

Risk Methodology Specialist
AVP/Associate
New York, NY

As a Risk Methodology Specialist, you will develop, calibrate and maintain regulatory compliant, real-world simulation models across all asset classes. You'll develop and maintain rating methodologies and credit risk parameters for securitizations and their underlyings. In this role, you'll focus on methodologies ranging from auto loans to shipping containers, to mortgages and CLOs, to cell towers and more.

What We Offer You

  • We offer competitive health and wellness benefits, empowering you to value life in and out of the office
  • Retirement Savings Plans, Parental Leave, and other family-friendly programs
  • On-site cafeteria, health center, and communal meeting areas
  • Active engagement with the local community through DB's specialized employee groups

Hear from our people and look inside our office: DB@The Muse


Your Role

What You'll Do

  • Use of data analysis and statistical methods for quantifying credit risk
  • Develop expertise and intuition across a wide variety of industries and asset classes
  • Build relationships with stakeholders and business associates, both internal and external
  • Advise and facilitate IT implementation of the methodology/model changes and development of dedicated systems
  • Development of technical specifications for strategic implementation of new methodologies
  • Articulate strengths and limitations of our current models to regulators in the context of regular or exceptional audits

Skills You'll Need

  • Relevant university degree (Master) in a quantitative discipline (e.g. Mathematics / Physics / Statistics / Econometrics) with focus on applications and relevant professional experience necessary or
  • Relevant university degree (PhD) in a quantitative discipline (e.g. Mathematics / Physics / Statistics / Econometrics) necessary
  • Practical knowledge in the modeling of credit risk parameters (PD, LGD, CCF)
  • Programming skills or IT / data management skills plus experience with relevant statistical and other software packages (e.g. Excel VBA, SAS, R, Matlab, C++, or Python)

Skills That Will Help You Excel

  • Handling and analyzing large amount of data with accuracy
  • Taking essential complex decisions on the basis of information made available
  • Ability to work independently and flexibly within intra or inter-departmental groups
  • Ability to explain complex concepts and results to all audiences

Deutsche Bank Values & Diversity

Our values define the working environment we strive to create - diverse, supportive and welcoming of different views. We embrace a culture reflecting a variety of perspectives, insights and backgrounds to drive innovation. We build talented and diverse teams to drive business results and encourage our people to develop to their full potential. Talk to us about flexible work arrangements and other initiatives we offer. We promote good working relationships and encourage high standards of conduct and work performance. We welcome applications from talented people from all cultures, countries, races, genders, sexual orientations, disabilities, beliefs and generations and are committed to providing a working environment free from harassment, discrimination and retaliation.

Click here to find out more about our diversity and inclusion policy and initiatives.

Deutsche Bank is an Equal Opportunity Employer - Veterans/Disabled and other protected categories. Click these links to view the following notices: EEO is the Law poster and supplement; Employee Rights and Responsibilities under the Family and Medical Leave Act; Employee Polygraph Protection Act and Pay Transparency Nondiscrimination Provision.

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