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Quantitative Strategist – Risk Methodology Specialist at Deutsche Bank - ApplyBlast

Quantitative Strategist – Risk Methodology Specialist

Deutsche Bank

5 months ago

3.8 on Glassdoor

London, United Kingdom

Hybrid

Full Time

Senior

0 applicants

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About this role

A Quantitative Strategist at Deutsche Bank's Group Strategic Analytics team develops and maintains critical credit risk models, such as Probability of Default and Loss Given Default, for the bank's portfolios. This role ensures regulatory compliance and supports financial resource allocation by engaging extensively with senior management and various internal stakeholders.

Responsibilities

Develop and maintain probability of default models for credit portfolios
Ensure model compliance with regulatory and economic capital calculations
Collaborate with senior management and stakeholders to refine risk methodologies

Skills

Qualifications

Master's Degree in Mathematical FinancePhD in Statistics or EconometricsFRM Certification

About Deutsche Bank

db.com

Headquarters

Frankfurt, Hesse, Germany

Company Size

10001+ employees

Founded

1870

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Deutsche Bank is a global financial services provider headquartered in Frankfurt am Main, offering a broad range of services including corporate banking, investment banking, private banking, and asset management. It serves corporates, institutions, and private clients across locations worldwide. The bank is also committed to sustainable finance, targeting €900 billion to support low-carbon transition and ecosystem conservation.