Monitoring Risk Analyst

As a Risk Methodology Analyst at Deutsche Bank, you will join the Credit Risk Modelling Strats team and be responsible for the development and maintenance of the PD/LGD/CCF models for the Group's credit portfolios, with a focus on LGD/CCF methodologies. Key Responsibilities: - Develop and maintain methodologies for credit risk parameters for both retail and wholesale portfolios in compliance with regulatory requirements. - Resolve regulatory and internal findings related to credit risk parameter methodologies or related models. - Recalibrate developed models and continuously improve development and calibration methodologies, considering regulatory developments. - Process large datasets efficiently for model development and statistical analyses. - Conduct in-depth analysis of underlying data, identify data deficiencies, and utilize data analysis and statistical methods for quantifying credit risk. - Perform extensive data and statistical analyses for quantifying credit risk and supporting decision-making processes. Qualifications Required: - Masters and/or Doctor of Philosophy (PhD) level education or equivalent work experience in a quantitative discipline such as Mathematical Finance, Statistics, or Econometrics. - Good knowledge of credit risk and relevant regulations related to credit risk parameters modelling, with multi-year experience in internal modelling. - Strong analytical skills, proficiency in handling complex datasets, advanced statistical techniques, and experience with analytical packages like SAS and Python. - Proven track record in delivering complex model development projects, engaging with cross-functional stakeholders, and conducting regulatory audits and external reviews of internal models. - Effective communication skills, ability to convey clear messages, explain complex ideas, and strong written and verbal English skills. Deutsche Bank offers a range of benefits including a best in class leave policy, Employee Assistance Program, Accident and Term life Insurance. Additionally, you will receive training, coaching, and support to excel in your career. Please visit the company website for further information. At Deutsche Bank, we strive for empowerment and excellence together every day as part of the Deutsche Bank Group. As a Risk Methodology Analyst at Deutsche Bank, you will join the Credit Risk Modelling Strats team and be responsible for the development and maintenance of the PD/LGD/CCF models for the Group's credit portfolios, with a focus on LGD/CCF methodologies. Key Responsibilities: - Develop and maintain methodologies for credit risk parameters for both retail and wholesale portfolios in compliance with regulatory requirements. - Resolve regulatory and internal findings related to credit risk parameter methodologies or related models. - Recalibrate developed models and continuously improve development and calibration methodologies, considering regulatory developments. - Process large datasets efficiently for model development and statistical analyses. - Conduct in-depth analysis of underlying data, identify data deficiencies, and utilize data analysis and statistical methods for quantifying credit risk. - Perform extensive data and statistical analyses for quantifying credit risk and supporting decision-making processes. Qualifications Required: - Masters and/or Doctor of Philosophy (PhD) level education or equivalent work experience in a quantitative discipline such as Mathematical Finance, Statistics, or Econometrics. - Good knowledge of credit risk and relevant regulations related to credit risk parameters modelling, with multi-year experience in internal modelling. - Strong analytical skills, proficiency in handling complex datasets, advanced statistical techniques, and experience with analytical packages like SAS and Python. - Proven track record in delivering complex model development projects, engaging with cross-functional stakeholders, and conducting regulatory audits and external reviews of internal models. - Effective communication skills, ability to convey clear messages, explain complex ideas, and strong written and verbal English skills. Deutsche Bank offers a range of benefits including a best in class leave policy, Employee Assistance Program, Accident and Term life Insurance. Additionally, you will receive training, coaching, and support to excel in your career. Please visit the company website for further information. At Deutsche Bank, we strive for empowerment and excellence together every day as part of the Deutsche Bank Group.