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Credit Risk Change Business Analyst

Deutsche Bank
London, GBR
Full-time
Hybrid
Discovered 1 months ago
Counterparty credit riskInternal model method (IMM)Potential future exposure (PFE)Derivatives and securities financing transactionsCapital risk-weighted assets (RWA)Margin and collateral modelling

Full Job Posting

Role overview

Join Deutsche Bank's Counterparty Credit Risk Change Team within Group Strategic Analytics, supporting Credit Risk Management.

Help improve the internal model method and credit limit monitoring framework for potential future exposure on derivatives and securities financing transactions.

Key responsibilities

  • Partner with Quantitative Analytics, Technology, CCR Strats, and Credit Risk Management to turn risk, modelling, and data needs into end-to-end solutions.
  • Define data flows and business processes for derivatives and securities valuation routines.
  • Work across CCR change including RWA, PFE, margin and collateral modelling, back-testing, wrong-way risk, and regulatory or strategic priorities.
  • Maintain delivery plans, prioritise outcomes, manage dependencies, and adapt to changing requirements.
  • Translate priorities into Agile epics, features, milestones, and measurable deliverables.
  • Support requirements, impact assessment, solution design, testing, and implementation; use evidence to challenge assumptions and manage delivery risks.
  • Automate analysis and impact runs with Python and other suitable tools to improve transparency and delivery efficiency.

Skills and experience

  • Advanced degree (MSc/Diplom or PhD) in a relevant discipline such as physics, chemistry, mathematics, computer science, or finance.
  • Proficiency in a programming language or tool such as Python, SQL, Unix/Linux shell scripts, XML, Java, C/C++, C#, R/S, or similar.
  • Credit or market risk change delivery experience is advantageous, supported by working knowledge of mathematical finance and Monte Carlo methods.
  • Good understanding of capital markets products and commercial awareness of global markets and counterparty risk.
  • Excellent interpersonal, communication, and stakeholder-management skills; collaborative, proactive, adaptable, and delivery-focused.

Workplace

  • Hybrid working enables eligible employees to work remotely for part of their working time.

Benefits

  • Benefits include a competitive salary, non-contributory pension, 30 days' holiday plus bank holidays, life assurance, private healthcare, flexible benefits, and volunteering leave.

About Deutsche Bank

Deutsche Bank describes itself as a leading German bank with European roots and a global network.

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