Counterparty Credit Risk Methodology Strat

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).