Credit Risk Change Business Analyst
Job Summary
Job Title Credit Risk Change Business Analyst
Location London
Corporate Title Vice President
You will be joining the Change Team for Counterparty Credit Risk (CCR) which has been established within Deutsche Banks Group Strategic Analytics (GSA) department supporting the Credit Risk Management (CRM) function. GSA combines expertise in quantitative analytics modelling pricing programming risk management and systems.
You will play a key role in improving Deutsche Banks internal model method (IMM) and credit limit monitoring framework for potential future exposure (PFE) on derivatives and Security Financing Transactions (SFT). The aim is to further strengthen the contribution made by the Risk business function in an effort to cement our position as a risk-cognisant customer-focused and profitable investment bank including the efficient utilisation of shareholder capital and strong counterparty risk management.
What well offer you
A 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. Thats 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 them
- Competitive salary and non-contributory pension
- 30 days holiday plus bank holidays with the option to purchase additional days
- Life Assurance and Private Healthcare for you and your family
- A range of flexible benefits including Retail Discounts a Bike4Work scheme and Gym benefits
- The opportunity to support a wide ranging CSR programme 2 days volunteering leave per year
Your key responsibilities
- Partner together with Quantitative Analytics Technology CCR Strats and Credit Risk Management teams to translate complex risk modelling and data requirements into practical end-to-end solutions. You will quickly build an understanding of the financial and mathematical routines used across derivatives and securities valuation and apply this knowledge to define effective data flows and business processes.
- Operate across a broad and evolving portfolio of CCR change including Capital Risk Weighted Assets (RWA) potential future exposure margin and collateral modelling model back-testing wrong-way risk and related regulatory or strategic priorities.
- Shape and maintain delivery plans in a fast-moving environment working across business and technical stakeholders to prioritise outcomes manage dependencies and respond constructively to changing requirements.
- Translate agreed priorities into clear Agile epics features milestones and measurable deliverables.
- Lead or support requirements definition impact assessment solution design testing and implementation. Use data and evidence to challenge assumptions identify delivery risks and ensure that solutions meet business control and user expectations.
- Use Python and other suitable tools to automate analysis assess impact runs improve transparency and make day-to-day change delivery more efficient.
Your skills and experience
- Advanced degree (MSc/Diplom or PhD) in a relevant discipline such as Physics Chemistry (Business) Mathematics Computer Science Finance.
- Experience delivering change within credit or market risk management would be an advantage supported by a good working knowledge of mathematical finance and Monte Carlo methods.
- Good understanding of capital markets products with the curiosity and commercial awareness to build knowledge across global markets and evolving counterparty risk topics.
- Proficiency in a programming language or tools such as Python SQL Unix/Linux shell scripts XML Java C/C C# R/S or similar.
- Excellent interpersonal communication and stakeholder-management skills with the ability to connect multiple business areas manage priorities and maintain effective relationships globally.
- Collaborative proactive adaptable and delivery focussed with a positive approach to managing priorities.
How well support you
- A culture of continuous learning to aid progression
- A range of flexible benefits that you can tailor to suit your needs
- We value diversity and as an equal opportunities employer we make reasonable adjustments for those with a disability such as the provision of assistive equipment if required (e.g. screen readers assistive hearing devices adapted keyboards)
About us
Deutsche Bank is the leading German bank with strong European roots and a global network. Click here to see what we do.
Deutsche Bank in the UK is proud to be namedin The Times Top 50 Employers for Gender Equality and has beenawarded a Gold Award from Stonewall and named in theirTop 100 Employers.
If you have a disability health condition or require any adjustments during the application process we encourage you to contact our Adjustments Concierge onto discuss.
Together we share and celebrate the successes of our people. Together we are Deutsche Bank Group.
We welcome applications from all people and promote a positive fair and inclusive work environment.
Required Experience:
IC
About Company
Deutsche Securities Saudi Arabia (DSSA) is a closed joint stock company incorporated in 2007 under the commercial register number: 1010239773. DSSA is a subsidiary of Deutsche Bank AG [95% owned by Deutsche Bank AG and 5% owned by DB Capital Markets (Deutschland) GMBH] with paid capit ... View more