At a Glance
- Tasks: Develop models and analytics for counterparty credit risk while collaborating with various teams.
- Company: Join Deutsche Bank, a leading global bank with a strong presence in London.
- Benefits: Enjoy hybrid working, generous benefits, and opportunities for professional growth.
- Why this job: Make an impact in risk management using your quantitative skills in a dynamic environment.
- Qualifications: Strong analytical skills, coding experience, and ability to engage with stakeholders.
The predicted salary is between 60000 - 80000 £ per year.
Deutsche Bank in London is seeking a Counterparty Credit Risk Methodology Specialist (Associate) to join the GSA team. You will contribute to the exposure engine and model development for EPE, PFE and AEE, collaborating with Market Risk Management on CVA and XVA. The role combines quantitative analytics, coding, and stakeholder engagement across Credit Risk, Front Office, Finance and Technology, with hybrid working and generous benefits.
We think you need these skills to ace Quantitative Risk Strategist – Counterparty Credit Risk
Quantitative Analytics
Exposure Engine Development
Model Development
EPE (Expected Positive Exposure)
PFE (Potential Future Exposure)
AEE (Average Expected Exposure)
CVA (Credit Valuation Adjustment)
