Quantitative Strategist – Risk Methodology Specialist

Job Overview

Quantitative Strategist – Risk Methodology Specialist – Location: London. Corporate Title: Associate. Group Strategic Analytics (GSA) within the Group Chief Operation Office (COO) bridges the Bank’s businesses and infrastructure functions to deliver efficiency, control, and transformation goals.

Key Responsibilities

• Develop, implement and maintain PD, LGD and CCF models for the Group’s credit portfolios, ensuring compliance with regulatory and economic capital calculations.
• Collaborate with stakeholders across the business to build industry‑leading models that accurately reflect the Bank’s risk profile.
• Resolve regulatory and internal findings related to credit risk methodology and models.
• Interact with senior management and internal stakeholders from Business, Credit Risk Management, Finance and Capital Management.

Qualifications

• Relevant university degree (Master and/or PhD) in a quantitative discipline (e.g., Mathematical Finance, Statistics, Econometrics).
• Knowledge of credit risk management and regulatory requirements for PD, LGD and CCF modelling.
• More than three years’ experience in internal risk model development.
• Strong analytical skills and proficiency with advanced statistical techniques and analytical packages.
• Experience delivering cross‑functional model development projects and executing regulatory audits or external reviews.
• Excellent communication skills; written and verbal in English, German preferred.

Benefits

• Hybrid working model allowing flexible remote work.
• 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 employee and family.
• Flexible benefits including retail discounts, Bike4Work scheme, gym access.
• Opportunity to support CSR programmes and 2 days’ volunteering leave per year.

Equal Opportunities

We welcome applications from all people and promote a positive, fair and inclusive work environment. 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. If you need adjustments during the application process, please contact our Adjustments Concierge at adjustmentsconcierge@db.com.

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