Risk Methodology Modeler - Vice President

Position OverviewJob Title Risk Methodology ModelerCorporate Title Vice PresidentLocation New York, NYOverviewThe Group Strategic Analytics (GSA) - Risk Methodology Team is responsible for cutting-edge modeling methods and technology that transform the way that we work. We are seeking a Risk Methodology Modeler to support the state-of-the-art model development practices for balance sheet and revenue projections, you will be involved in developing models such as pre-provision net revenue (PPNR) models required for various business functions including stress testing, capital and strategic planning. The Risk Methodology specialist will be responsible for the end-to-end model development process, which includes model methodology design, documentation, the on-going monitoring of the models and various model maintenance activities. Model maintenance covers resolving validation findings, periodic model recalibrations, self and business identified model enhancements, sensitivity and attribution analysis for stress testing cycles. You will actively communicate and engage with the stakeholders at various stages of the model development, implementation and execution process, as Deutsche Bank strengthens best-in-class capital management practices, you'll bring curiosity and critical thinking to help advance our modeling methodologies and ways of working.What We Offer YouA diverse and inclusive environment that embraces change, innovation, and collaborationA hybrid working model, allowing for in-office / work from home flexibility, generous vacation, personal and volunteer daysEmployee Resource Groups support an inclusive workplace for everyone and promote community engagementCompetitive compensation packages including health and wellbeing benefits, retirement savings plans, parental leave, and family building benefitsEducational resources, matching gifts and volunteer programsWhat You'll DoDevelop, document, implement, and maintain balance sheet and revenue (BPPNR) forecasting models and analytical tools across Investment, Corporate, and Private BankingIdentify key risk drivers and model relationships between portfolio performance and macroeconomic variables using statistical techniques and data analyticsPartner with model owners and users to understand business expectations and upcoming changes, and incorporate feedback in a timely mannerSupport model reviews with Model Risk Management (MoRM) and Group Audit, including ongoing performance monitoring and remediation of findingsSupport stress testing cycles end-to-end, from input collection and quality checks through sensitivity analysis, risk driver attribution, and results explanationPresent model methodologies and projection results to senior management and regulatory stakeholders as neededHow You'll LeadBuild trusted partnerships with business owners (Trading and Banking) and key model users (Finance, Treasury, Capital Management) to stay on top of strategic planning and prioritiesOwn follow-ups on Model Risk Management and Group Audit items, coordinating responses and driving remediation to closureCollaborate with data providers and platform teams to automate data ingestion, strengthen data quality controls, and ensure reliable, accurate model outputsSkills You'll NeedDemonstrated quantitative skills, including hands-on experience with time series analysis and forecasting models (BPPNR experience preferred)Working knowledge of banking and trading products, and familiarity with stress testing and capital planning frameworksProficiency in Python and R for data analysis, statistical modeling, and production-quality codingStrong written and spoken communication skills, with the ability to present complex analyses to technical and non-technical stakeholdersMaster's degree (or higher) in a quantitative field such as Mathematics, Finance, Economics, Statistics, or Computer ScienceSkills That Will Help You ExcelA self-starter with intellectual curiosity and strong critical thinking skillsExperience applying AI tools and machine learning techniques in analytics or modeling processesA continuous-improvement mindset, with a focus on improving model performance and operational excellenceFamiliarity with asset-liability management (ALM) principlesFamiliarity with accounting frameworks (e.g., IFRS, US GAAP) and hedge accounting conceptsExpectationsIt 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 and/or religion.The salary range for this position in New York City is $125,000 to $222,500. 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 remuneration.

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