Job Description:
Job Title: Credit Risk & Capital Strats, AVP
Location: Mumbai, India
Corporate Title: AVP

Role Description
Group 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 you
As part of our versatile scheme, here are just some of the benefits that you’ll enjoy
Best in class leave policy
Gender neutral parental leaves
100% reimbursement under childcare assistance benefit (gender neutral)
Sponsorship for Industry relevant certifications and education
Employee Assistance Program for you and your family members
Comprehensive Hospitalization Insurance for you and your dependents
Accident and Term life Insurance




Complementary Health screening for 35 yrs. and above

Your key responsibilities
Analyze and implement regulatory and internal calculations and reporting working closely with Risk, Finance and other stakeholders
Build prototypes and what-if analysis for capital planning purposes and facilitate the strategic re-development of the calculation platform
Use 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 stakeholders
Design incentive structures for businesses around financial resource consumption, allocation, and capital optimization
Drive alignment across Front Office, Credit Risk Management, and Finance for financial resource calculations

Your skills and experience
Robust quantitative and analytical skills
Solid

📌 Credit Risk Mumbai
🏢 Deutsche Bank
📍 Mumbai