Credit Risk Analyst
3 weeks ago
Job Summary:
Deutsche Bank is seeking a skilled Credit Risk Analyst to join our team. As a Credit Risk Analyst, you will be responsible for implementing AI-driven solutions for generating signals for counterparty and portfolio Credit Risk Management. You will deploy sentiment analysis, market data, behavioral models, and other AI tools to identify and address distressed debt scenarios. Your primary focus will be on developing, implementing, and managing counterparty credit risk, liquidity risks, funds transfer pricing, and portfolio funding models. You will also track and monitor profitability and Return on Equity of clients and businesses. Additionally, you will implement and manage solutions to manage market risks, especially rates risk on the deposits and credit risks around the lending business. You will provide trading desks expertise in quantitative analytics, modelling, pricing, and risk management with deep understanding of system architecture and programming.
Key Responsibilities:
* Implementing AI-driven solutions for generating signals for counterparty and portfolio Credit Risk Management
* Deploying 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
Requirements:
* Strong quantitative and analytical skills
* Strong computing and programming skills, including Python and C++ experience
* Background in GenAI, LLMs, sentiment analysis and AI-techniques
What We Offer:
* 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
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
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