Internship Opportunity: Deutsche Bank –Risk Analytics and Instruments

Friday, July 6, 2012

Deutsche Bank is exposed to a wide range of risks, such as credit risk, market risk, operational risk, and liquidity risk.

Within Deutsche Bank’s risk management division, Risk Analytics and Instruments (RAI) is globally responsible for methodological aspects of risk management covering all business divisions. The models, methodologies and tools developed in RAI are utilised by the Risk Managers and the Business for efficient resource allocation, managing the risk appetite and credit decisions in the day-to-day business process. In addition, the models are used to fulfil the regulatory requirements with regard to capital reserve. In particular, RAI is responsible for rating & scoring methodologies including decision analytics, developing and validating of portfolio models for credit, strategic and operational risk (Economic and Regulatory capital), derivatives exposure methodology, the calibration & validation of the respective risk parameters and the validation of market risk models. Various applications and tools (capital planning, stress testing, RaRoC based profitability portfolio optimisation etc.) are developed, managed or supported by RAI. Read More