Quantitative Strategist – Risk Methodology Specialist

Job description

Job Description: Job Title Quantitative Strategist – Risk Methodology Specialist Location London: Corporate Title Associate: Group Strategic Analytics (GSA) is part of Group Chief Operation Office (COO) which acts as the bridge between the Bank’s businesses and infrastructure functions to help deliver the efficiency, control, and transformation goals of the Bank. You will join the Risk Methodology (RM) team, within GSA which is instrumental in developing and maintaining Deutsche Bank Group’s risk measurement methodologies, across diverse set of portfolios, thereby providing both businesses and risk managers with fit-for-purpose tools for allocating financial resources, managing risk appetite, and making well-informed credit decisions. In addition, the team ensures that all the models developed within the Bank are based on requirements relating to regulatory and economic capital calculations. You will be responsible for the development and maintenance of the Probability of Default (PD)/Loss Given Default (LGD)/Credit Conversion Factor (CCF) models for the Group’s credit portfolios. You will collaborate and engage extensively with a variety of stakeholders to build industry leading m...