Quant jobs / Deutsche Bank

Credit Risk and Capital Strats (AVP)

A capital strat designing and implementing credit-risk calculations and reporting that support resource allocation and capital efficiency. It sits in Group Strategic Analytics.

What you’d work on

Our reading of the posting: what a new hire in this role would most likely spend their first months on.

Implement regulatory and internal capital calculations and reports
Prototype what-if capital planning analyses
Use PD, LGD and CCF model outputs in counterparty credit risk calculations
Advise stakeholders on credit risk-weighted assets
Align front office, credit risk and finance on resource figures

What they ask for

Required

Quantitative and analytical skills
C++ or Python in production-like settings
Banking products and accounting rules
European banking regulation (CRR, IFRS 9) and reporting frameworks
Capital requirements for credit risk parameters (PD, LGD, CCF)
Data models and calculation-process design

Preferred

CFA or FRM

Education: Not stated
Experience: Experienced in credit risk capital calculation (AVP level)
Languages and tools: C++
Python
Markets: credit

How to prepare

Study Basel/CRR credit risk capital rules and IFRS 9 expected credit loss
Build a counterparty exposure and RWA calculator in Python
Learn COREP and FINREP reporting structures at a high level
Design a clean data model for a capital calculation pipeline

What to study

The Risk Quant roadmap sets out the stages for this kind of role, with free resources for each.

Open the roadmap

Apply

Read the full posting on Deutsche Bank’s site before applying: requirements, location and pay can change after we check them.

View the posting on Deutsche Bank’s site ↗

SelfMadeQuant wrote this summary from the employer’s public posting, last checked 6 November 2026. SelfMadeQuant isn’t affiliated with Deutsche Bank and doesn’t handle applications.