18 Aug
|
Deutsche Bank
|
Mumbai
18 Aug
Deutsche Bank
Mumbai
Job Type: Full-time
This job is with Deutsche Bank, an inclusive employer and a member of myGwork – the largest global platform for the LGBTQ+ business community. Please do not contact the recruiter directly. Position Overview Role DescriptionGroup Strategic Analytics (GSA) is part of Group Chief Operation Office (COO) which acts as the bridge between the Bank’s businesses and infrastructure functions to help deliver the efficiency, control, and transformation goals of the Bank.You will join the team with the responsibility of Capital Strat to design and implement credit risk related calculations and associated reporting laying the basis for the allocation of constrained resources and capital efficiency programs.What we’ll offer youAs part of our flexible scheme, here are just some of the benefits that you’ll enjoyBest in class leave policyGender neutral parental leaves100% reimbursement under childcare assistance benefit (gender neutral)Sponsorship for Industry relevant certifications and educationEmployee Assistance Program for you and your family membersComprehensive Hospitalization Insurance for you and your dependentsAccident and Term life InsuranceComplementary Health screening for 35 yrs. and aboveYour key responsibilities Analyze and implement regulatory and internal calculations and reporting working closely with Risk, Finance and other stakeholdersBuild prototypes and what-if analysis for capital planning purposes and facilitate the strategic re-development of the calculation platformUse output of credit risk parameter models (PD, LGD, CCF)
to build and implement Counterparty Credit Risk Calculations on the system.Provide expertise in analytics and management of Credit Risk RWA and other key risk metrics to stakeholdersDesign incentive structures for businesses around financial resource consumption, allocation, and capital optimizationDrive alignment across Front Office, Credit Risk Management, and Finance for financial resource calculationsYour skills and experienceStrong quantitative and analytical skillsStrong computing and programming skills, including C++ or Python experience in implementation on production like environments.Understanding of banking businesses and products or accounting rulesIn-depth knowledge of European banking regulations and accounting standards (e.g., CRR, IFRS 9) and reporting frameworks (e.g., COREP, FINREP, or AnaCredit).A strong understanding of capital requirements for implementing credit risk/counterparty credit risk parameter models (PD, LGD, CCF).Knowledge of financial products/derivatives, bank balance sheet accounting, and extensive practical application, or additional qualifications such as CFA, or FRM.Experience with data models and designing new calculation processesExcellent written and verbal communication skills in English.How we’ll support youTraining and development to help you excel in your careerCoaching and support from experts in your teamA culture of continuous learning to aid progressionA range of adaptable benefits that you can tailor to suit your needsAbout us and our teamsPlease visit our company website for further information:https://www.db.com/company/company.html We strive for a culture in which we are empowered to excel together every day. This includes acting responsibly, thinking commercially, taking initiative and working collaboratively.Together we share and celebrate the successes of our people. Together we are Deutsche Bank Group.We welcome applications from all people and promote a positive, fair and inclusive work environment.
📌 Quantitative Strategist Senior Analyst, AS (Mumbai)
🏢 Deutsche Bank
📍 Mumbai