Model Validation Senior Specialist (f/m/x)

at  Deutsche Bank

JOB DESCRIPTION:

• Quantitative validation of rating methodologies and credit risk parameters of credit risk models of Deutsche Bank
• Extensive use of sophisticated data analysis and statistical methods (classification, regression) for validation of credit risk models
• Continuous improvement and enhancement of validation approaches, especially taking into account regulatory requirements
• Assurance of Model Risk Management requirements, e.g. SR11-07 validation standards

PROFESSIONAL AND PERSONAL QUALIFICATIONS:

• Academic degree in a quantitative discipline (e.g. Mathematical Finance / Statistics) with a focus on application
• Experience in preparation as well as descriptive and explorative analysis of default and loss data as well as practical knowledge in the modeling of credit risk parameters (PD, LGD, CCF)
• Professional experience in financial risk management in general
• Knowledge with statistical and other software packages (SAS, R, Python)
• Pronounced conceptual and analytical skills
• Business fluent written and verbal skills in English, German language skills are beneficial

Please refer the Job description for details