About

Job Title Credit Risk Modelling - Quantitative Strategist Location London Corporate Title Vice President Group Strategic Analytics (GSA) is part of Group Chief Operation Office (COO) which acts as the bridge between the Bank's businesses and infrastructure functions to help deliver the efficiency, control, and transformation goals of the Bank. The Risk Methodology (RM) team, within GSA, is instrumental in developing and maintaining Deutsche Bank Group's risk measurement methodologies, across diverse set of portfolios, thereby providing both businesses and risk managers with fit-for-purpose tools when it comes to allocating financial resources, managing risk appetite, and making well-informed credit decisions. You will be responsible for the development and maintenance of the Probability of Default/Loss Given Default/Credit Conversion Factor (PD/LGD/CCF) models for the Group's credit portfolios. You will engage extensively with a variety of stakeholders (Business Lending, Risk, Finance) to build industry-leading models which accurately reflect Deutsche Bank's risk profile and are compliant with various regulatory requirements. What we'll offer youA healthy, engaged and well-supported workforce are better equipped to do their best work and, more importantly, enjoy their lives inside and outside the workplace. That's why we are committed to providing an environment with your development and wellbeing at its centre. You can expect: Hybrid Working - we understand that employee expectations and preferences are changing. We have implemented a model that enables eligible employees to work remotely for a part of their working time and reach a working pattern that works for themCompetitive salary and non-contributory pension30 days' holiday plus bank holidays, with the option to purchase additional daysLife Assuranc