Assistant Vice President {TS9169458}

Assistant Vice President TS9169458

DB USA Core Corporation seeks an Assistant Vice President in New York, NY to develop and maintain stress test framework for business-as-usual and critical regulatory stress testing with a focus on interest rates products, derivatives, and municipal bonds. Requires a Master's degree in Finance, Mathematics, or related field or equivalent, and one (1) year of experience in the financial industry performing CCAR stress testing and risk governance testing for Interest Rate related products, Issuer Default Loss (IDL), Global Market Shocks, and 14Q production; implementing stress test scenarios and processes using complex valuation and exposure models, including regulatory and ad-hoc stress testing scenarios for major economic events; developing quantitative models utilizing derivatives pricing models, risk exposure evaluation and simulation models via Python; automating and analyzing data, and optimizing workflows using Python and SQL; utilizing financial instruments, interest rate products, derivatives, structures products, associated market risk metrics and dynamics for exposure analysis, model performance assessment, and stress testing tasks; and developing and enhancing risk methodologies and governance controls with Risk Managers and Technology teams. Salary range : $130,000.00 $165,000.00 / year. This position is eligible for Deutsche Bank's Employee Referral Incentive Program.

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