Counterparty Credit Risk Methodology Strat, AS
Deutsche Bank
About this role
Associate role within Group Strategic Analytics (Strats) focusing on Counterparty Credit Risk Methodology for Deutsche Bank’s derivatives exposure engine. The team simulates exposure profiles via Monte Carlo to produce metrics such as EPE, PFE and AEE that feed into economic and regulatory capital calculations. The role supports Basel III projects including FRTB CVA and XVA and interfaces with Credit Risk Management, Front Office, Finance and Technology.
Skills
Qualifications
About Deutsche Bank
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Recent company news
The Globe and MailAnalysts Have Conflicting Sentiments on These Financial Companies: ASX (OtherASXFF), Deutsche Bank AG (DB) and Computershare Limited (OtherCMSQF)
13 hours ago
FinancialContentFrom Panic to Pivot: Deutsche Bank Declares ‘Peak Fear’ in AI Software Disruption as Opportunity Emerges
17 hours ago
FinancialContentDeutsche Bank Declares Uber the 'Long-Term Winner' in the Autonomous Vehicle Market Share Race
17 hours ago
Deutsche Bank AGDeutsche Bank more than doubles first half 2025 profit before tax to € 5.3 billion
Jul 24, 2025
Financial TimesDeutsche Bank seeks to expand private credit offerings
1 week ago
About Deutsche Bank
Headquarters
San Francisco, CA
Company Size
201-500 employees
Founded
2018
Industry
Technology
Glassdoor Rating
4.2 / 5
Leadership Team
Sarah Johnson
Chief Executive Officer
Michael Chen
Chief Technology Officer
Emily Williams
VP of Engineering
David Rodriguez
VP of Product
Jessica Thompson
Chief Financial Officer
Andrew Park
VP of Sales
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View leadership team, funding history,
and employee contacts for Deutsche Bank.
Salary
$64k – $87k
per year
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