Deutsche adds senior quant to risk methodology team

Theis leaves role as head of market models at Standard Chartered to join German bank

Deutsche Bank has been bolstering its quant risk management function in Berlin

Jochen Theis has joined Deutsche Bank as head of market and counterparty credit risk methodology, leaving his role as global head of market models at Standard Chartered, Risk.net has learned.

Theis is understood to have started his new position on February 19. He has relocated from Singapore to Berlin, and is working out of Deutsche’s ‘Berlin risk centre’, established in 2010 as part of the bank’s efforts to centralise some of its risk management functions in the German capital, away from its