Model Developer (m/w/d) for Internal Capital Models
Berlin or Frankfurt | Full-Time
About the Department
DWS Group GmbH & Co. KGaA (DWS) is one of the world's leading asset managers with EUR 704bn of assets under management (as of 31 Dec 2019). Building on more than 60 years of experience and a reputation for excellence in Germany and across Europe, DWS has come to be recognized by clients globally as a trusted source for integrated investment solutions, stability and innovation across a full spectrum of investment disciplines.
DWS Capital & Liquidity Management is responsible for the management and optimization of capital, funding and liquidity in DWS entities as well as the DWS subgroup, based on a clear and transparent framework.
DWS Capital & Liquidity Management identifies and plans financial resource demands, and ensures support for the strategic targets of DWS. It manages related risks (e.g. liquidity risk) and safeguards adherence to relevant regulatory ratios/ requirements. To fulfil its mandate, DWS Capital & Liquidity Management closely aligns with the business, co-operates with relevant functions such as Finance, Risk, DB Group Treasury, and interfaces with external stakeholders such as banks and regulators.
About the Job
The Model Developer develops, improves and maintains internal economic capital models for market, credit, operational or strategic risks and supports the ICAAP by ensuring adequate capital quantification methods resulting from the DWS business model. The Model Developer contributes to the insourcing of model development services and to strategic transformation initiatives as well as regulatory projects.