Risk Methodology Senior Lead (f/m/x)
Core
Develop, implement, calibrate, monitor, and maintain Probability of Default (PD) models for corporate credit portfolios to ensure regulatory compliance and accurate risk profiling.
Role type
Senior Lead Model Developer (Credit Risk)
Builds
Production credit risk models (PD, LGD) for Deutsche Bank's corporate portfolios
Domain
Banking / Credit Risk / Regulatory Compliance
Deliverable
production ML models
Required skills
Advanced statistical methods, large dataset optimization, SAS, Python, credit risk modeling, regulatory compliance (CRR, EBA guidelines), stakeholder management
Preferred skills
Master's or PhD in quantitative disciplines (Mathematical Finance, Statistics, Econometrics), experience with regulatory audits
Technologies
SAS, Python
Responsibilities
Develop and maintain credit risk parameter methodologies, present models to regulators, resolve regulatory findings, manage model lifecycle, interact with senior management and cross-functional stakeholders
Seniority
Senior, hands-on IC with strategic oversight