Description

Job Title Counterparty Credit Risk Methodology Strat

Location London

Corporate Title Associate

Group Strategic Analytics (GSA) is part of Group Chief Operation Office (COO) which acts as the bridge between the Bank’s businesses and infrastructure functions to help deliver the efficiency, control, and transformation goals of the Bank.

You will join the Counterparty Credit Risk Methodology team within GSA, which is responsible for Deutsche Bank’s derivatives exposure engine to simulate exposure profiles for derivatives and securities financing transactions by applying regulatory approved simulation models. The simulated time profiles are the basis to calculate exposure metrics such as Expected Positive Exposure (EPE), Potential Future Exposure (PFE) and Average Expected Exposure (AEE) entering the Economic and Regulatory capital calculations for Counterparty Credit Risk. The team also works closely with Ma...