*** Please submit your CV in English. ***

Details of the role and how it fits into the team

The Credit Risk Stress Testing team is one of the core functions within the Enterprise Risk Management (ERM) division. It serves as a central function for Deutsche Bank’s credit risk stress testing, owning deliveries in both internal risk management as well as in regulatory stress testing exercises.

Your key responsibilities

• Support the build-out of strategic Counterparty Credit Risk (CCR) stress platforms, in partnership with Global Strategic Analytics (GSA)

• Automate existing processes, including data sourcing, stress testing related calculations and reporting

• Support the production of key regulatory deliveries in the CCR space (e.g., CCAR and EBA stress tests)

• Perform complex quantitative and qualitative analysis of key metrics related to derivatives and securities financing transactions and contribute actively to timely and relevant reports to senior management

• Manage internal control frameworks, including data quality issues, while developing pragmatic solutions to meet immediate needs

Besides these key responsibilities, the role will be fully part of the broader Credit Stress Testing team, and the analyst will be expected to step into other stress testing production processes to support the team when needed

Your skills and experiences

• Graduate degree in a quantitative discipline (e.g. mathematics, physics, quantitative finance, engineering)

• Strong IT and data management skills with proficiency in Python and familiarity with version control tools like Git

• Strong knowledge of financial products and financial markets, with focus on derivatives and securities financing transactions

• Work experience and subject-matter expertise in counterparty credit risk preferred, though related experience in market risk or broader risk stress testing is also valuable

• Proficiency in English (verbal and written)

What we offer

We provide you with a comprehensive portfolio of benefits and offerings to support both, your private and professional needs.

Emotionally and mentally balanced

A positive mind helps us master the challenges of everyday life – both professionally and privately. We offer consultation in difficult life situations as well as mental health awareness trainings.

Physically thriving

We support you in staying physically fit through an offering to maintain personal health and a professional environment. You can benefit from health check-ups; vaccination drives as well as advice on healthy living and nutrition.

Socially connected

Networking opens up new perspectives, helps us thrive professionally and personally as well as strengthens our self-confidence and well-being. You can benefit from PME family service, FitnessCenter Job, flexible working (e.g parttime, hybrid working, job tandem) as well as an extensive culture of diversity, equity and inclusion.

Financially secure

We provide you with financial security not only during your active career but also for the future. You can benefit from offerings such as pension plans, banking services, company bicycle or “Deutschlandticket”.

Since our offerings slightly vary across locations, please contact your recruiter with specific questions.

This job is available in full and parttime.

In case of any recruitment related questions, please get in touch with Carolin Adler.

Contact: Carolin Adler, Tel (+49 3034074778)

We strive for a culture in which we are empowered to excel together every day. This includes acting responsibly, thinking commercially, taking initiative and working collaboratively.