Counterparty Credit Risk Methodology Strat
Deutsche Bank(28 days ago)
About this role
An Associate in Counterparty Credit Risk Methodology within Group Strategic Analytics based in London, supporting Deutsche Bank’s derivatives exposure engine. The role involves working on simulation models that generate exposure time profiles used to calculate metrics such as Expected Positive Exposure (EPE), Potential Future Exposure (PFE) and Average Expected Exposure (AEE) for regulatory and economic capital. The team also collaborates with Market Risk Management on Credit Valuation Adjustment (CVA) and Prudential Valuation adjustments (XVA).
Required Skills
- Python
- Financial Mathematics
- Stochastic Calculus
- Exposure Pricing
- Path Generation
- XVA
- Audit Response
- Stakeholder Management
- Code Prototyping
- Quant Modeling
+2 more
Qualifications
- PhD in Quantitative Discipline
- MSc in Quantitative Discipline
About Deutsche Bank
db.comDiscover Deutsche Bank, one of the world’s leading financial services providers. News and Information about the bank and its products
View more jobs at Deutsche Bank →Apply instantly with AI
Let ApplyBlast auto-apply to jobs like this for you. Save hours on applications and land your dream job faster.
More jobs at Deutsche Bank
C&AFC – Country Compliance Manager – AVP/VP
Deutsche Bank(1 day ago)
Private Bank - Prospect Client Business Manager – Emerging Markets, VP
Deutsche Bank(1 day ago)
Operations Manager - USD Cash Operations & Payments Investigations - Vice President
Deutsche Bank(1 day ago)
Information Security Specialist, AVP
Deutsche Bank(1 day ago)
Similar Jobs
Quantitative Developer, Counterparty Credit Risk, AVP
Citi(1 month ago)
Balance-Sheet & XVA Quant Analyst
BBVA(1 month ago)
Quant Junior, Balance-Sheet & XVA
BBVA(1 month ago)
Modelling / Forecasting Senior Analyst (Quants)- 4151
TD Bank Group(1 month ago)
Senior Manager, Advanced Analytics (Quants)- 4150
TD Bank Group(1 month ago)
Market/Counterparty Risk - Model Development
Northern Trust(1 month ago)