New York, NY
Industry: Accounting, Finance & Insurance•
Less than 5 years
Posted 174 days ago
DB USA Core Corporation seeks an Assistant Vice President in New York, NY to work on quantitative regulatory projects. Requires a Master’s degree in Quantitative & Computational Finance, Mathematics, Economics, or related field or equivalent, and three (3) years of experience handling quantitative modeling, data analysis, business process mapping, data modelling, requirements writing, test planning and execution for a financial institution. Prior experience must include three (3) years of experience working with large data analytics; utilizing MS Excel and VBA for modelling, including CCAR stress testing, Balance Sheet and Pre-Provision Net Revenue (BPPNR) projections, and loss/prepayment models; coordinating with Business Divisions and Control & Support Functions; supporting the development of capabilities within U.S. Treasuries that are required for other risk management, supervisory, and other regulatory requirements, including liquidity risk modeling; and in executing duties, utilizing SAS, SAS EG, SQL, C++, VBA, R and Matlab. #DNI
The Risk division has a fundamental responsibility to protect the Bank. With group-wide responsibility for the management and control of credit, market, operational and reputational risks, we have a unique vantage point which allows us a holistic view of our businesses and our clients. Nearly 4,000 employees work together to achieve our ambition to be an industry-leading risk management organisation.
In an increasingly complex environment, risk management is fast-becoming the most sought after place to build a career within the banking world. Risk at Deutsche Bank is relied upon to help shape the strategy of the organisation and the wider industry agenda.
Job ID: 3174113