Assistant Vice President- {NS8105050}

Job Description:

JOB TITLE: Assistant Vice President - {NS8105050}

DB USA Core Corporation seeks an Assistant Vice President in New York, NY to contribute to methodological enhancements and quantitative impact analysis, including applying time-series analysis to improve and evaluate existing statistical models. Requires a Master's degree in Finance, Financial Risk Management or related field or equivalent and two (2) years of experience providing analytical support to trading desk and risk managers to facilitate risk management and business decisions; conducting stress-testing leveraging market developments; performing ad hoc impact analysis of new trades and presenting and explaining results to risk managers and Front Office traders; using Python, R, VBA, and SQL to evaluate financial data and breakdown complex information into clear and concise conclusions; delivering analysis and explaining statistical models including Value at Risk (VaR) and Stressed Value at Risk (SVaR); implementing statistical analysis and probability theory in risk modeling; working with derivatives pricing models, time series analysis, and risk management frameworks; and building data pipeline, data reporting and dashboarding in Tableau. Salary range: $145,000 - $165,000/year. This position is eligible for Deutsche Bank's Employee Referral Incentive Program.