Credit Risk Strats - Associate

Deutsche Bank
parental leave, remote work
United States, New York, New York
60 Wall Street (Show on map)
Nov 16, 2024
Job Description: Job Title Credit Risk Strats Corporate Title Associate Location New York, NY Overview Deutsche Bank is a leading global provider of variety of financial services to institutions, corporates, and retail clients worldwide. Strats combine expertise in quantitative analytics, modelling, pricing, and risk management with deep understanding of system architecture and programming. Their primary output is a scalable and flexible Front Office Pricing and Risk Management System. The technology platform underlies the trading functions of the Bank as well as management processes around the credit risk management, rational allocation of constrained resources, management of funding costs, and capital efficiency programs. What We Offer You A diverse and inclusive environment that embraces change, innovation, and collaboration A hybrid working model, allowing for in-office / work from home flexibility, generous vacation, personal and volunteer days Employee Resource Groups support an inclusive workplace for everyone and promote community engagement Competitive compensation packages including health and wellbeing benefits, retirement savings plans, parental leave, and family building benefits Educational resources, matching gift, and volunteer programs What You'll Do Implementing AI-driven solutions for generating signals for counterparty and portfolio Credit Risk Management Deploy sentiment analysis, market data, behavioral models, and other AI tools to identify and address distressed debt scenarios Developing, implementing, and managing counterparty credit risk, liquidity risks, funds transfer pricing, and portfolio funding models Tracking and monitoring profitability and Return on Equity of clients and businesses. Implementing and managing solutions to manage market risks, especially rates risk on the deposits and credit risks around the lending business Providing trading desks expertise in quantitative analytics, modelling, pricing, and risk management with deep understanding of system architecture and programming Skills You'll Need Strong quantitative and analytical skills Strong computing and programming skills, including Python and C++ experience Background in GenAI, LLMs, sentiment analysis and AI-techniques Skills That Will Help You Excel Experience with interest rate risk or credit risk modelling Experience with managing capital efficiency Experience with software development life cycle pipelines, and continuous integration/continuous deployment (or development) Expectations It is the Bank's expectation that employees hired into this role will work in the New York City office in accordance with the Bank's hybrid working model. Deutsche Bank provides reasonable accommodations to candidates and employees with a substantiated need based on disability, pregnancy, and/or religion. The salary range for this position in New York City is $135,000 to $175,000.Actual salaries may be based on a number of factors including, but not limited to, a candidate's skill set, experience, education, work location and other qualifications. Posted salary ranges do not include incentive compensation or any other type of renumeration. Deutsche Bank Benefits At Deutsche Bank, we recognize that our benefit programs have a profound impact on our colleagues. That's why we are focused on providing benefits and perks that enable our colleagues to live authentically and be their whole selves, at every stage of life. We provide access to physical, emotional, and financial wellness benefits that allow our colleagues to stay financially secure and strike balance between work and home. Click here to learn more! Learn more about your life at Deutsche Bank through the eyes of our current employees: https://careers.db.com/life The California Consumer Privacy Act outlines how companies can use personal information. If you are interested in receiving a copy of Deutsche Bank's California Privacy Notice please emailHR.Direct@DB.com. #LI-HYBRID We strive for a culture in which we are empowered to excel together every day. This includes acting responsibly, thinking commercially, taking initiative and working collaboratively. 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. We are an Equal Opportunity Employer - Veterans/Disabled and other protected categories. Click these links to view the following notices:EEOC Know Your Rights;Employee Rights and Responsibilities under the Family and Medical Leave Act;Employee Polygraph Protection ActandPay Transparency Nondiscrimination Provision.