Treasury Modelling

**Corporate Title**: Associate
**CCAR Treasury Modeling
**Risk Methodology (RM) **develops and manages the risk valuation methodologies for Deutsche Bank. The models, methodologies and tools developed in RM are utilized by Risk Managers for the efficient resource allocation, managing the risk appetite and credit decisions in the day to day business process. In addition, they fulfill the regulatory requirements with regard to capital calculation under Basel III.

The U.S. credit risk stress testing methodology team is a team within Risk Methodology covering the development and maintenance of credit risk quantification and stress testing methodologies for US legal entities according to Comprehensive Capital Assessment & Review (CCAR), Dodd-Frank-Act Stress Test (DFAST) requirements, and enhanced prudential risk management standards for foreign banking organizations.

**What we’ll offer you**

As part of our flexible scheme, here are just some of the benefits that you’ll enjoy
- Best in class leave policy
- Gender neutral parental leaves
- 100% reimbursement under childcare assistance benefit (gender neutral)
- Flexible working arrangements
- Sponsorship for Industry relevant certifications and education
- Employee Assistance Program for you and your family members
- Comprehensive Hospitalization Insurance for you and your dependents
- Accident and Term life Insurance

**Your key responsibilities**

**Responsibilities**:
Task: Very complex analysis, evaluation & decision-making
- Create, develop and refine Deutsche Bank's quantitative credit / market risk methodology for economic and regulatory capital with a focus on stressing of U.S. credit / market risk exposures
- Remediate internal and regulatory findings on risk methodologies; support the execution of CCAR and internal enterprise wide stress tests for U.S. legal entities and branches of Deutsche Bank
- Calibrate model parameters used in regulatory and economic capital calculations
- Take essential complex decisions on the basis of information made available

Data processing: Collecting very complex information and processing it for decision-making and model development
- Run capital impact calculations for test portfolios upon request from risk management, businesses or U.S. regulators

Improvements: Development of very complex methods, processes or analyses as well as improvements
- Prepare detailed SR11-07 compliant model documentation for new models and model changes (including but not limited to assumptions, underlying data, mathematical specification, sensitivity analysis and benchmarking results)
- Ensure adherence to industry standards and regulatory requirements, particularly as they relate to U.S. regulatory capital and stress testing rules
- Prepare for internal model governance and regulatory review processes; coordinate and secure agreement on risk methodologies with relevant business and infrastructure stakeholders

Relationship management
- Build relationships with colleagues across the Risk, Group Technology and Lines of Business
- Relationship with stakeholders and business associates, internal & external
- Communication with Senior Management
- Coordinate model development and implementation with various stakeholders in the bank

**How we’ll support you**
- Training and development to help you excel in your career
- Flexible working to assist you balance your personal priorities
- Coaching and support from experts in your team
- A culture of continuous learning to aid progression
- A range of flexible benefits that you can tailor to suit your needs

**About us and our teams**

Our values define the working environment we strive to create - diverse, supportive and welcoming of different views. We embrace a culture reflecting a variety of perspectives, insights and backgrounds to drive innovation. We build talented and diverse teams to drive business results and encourage our people to develop to their full potential. Talk to us about flexible work arrangements and other initiatives we offer.