Credit Risk & Capital Strats, AVP

Deutsche Bank AG; Mumbai; Vor Ort; INR 3.500.000 - 6.500.000; Vollzeit

Benefits dieser Stelle

Leave policy

Childcare assistance

Health insurance coverage

Education sponsorship and training

Zusammenfassung

Deutsche Bank AG in Mumbai seeks an AVP for Credit Risk & Capital Strats to design and implement credit risk calculations and reporting. You will work with Risk, Finance and business partners to optimize capital use and risk metrics, including PD, LGD and CCF models.

The role emphasizes collaboration across Front Office, Risk Management and Finance, and requires strong analytics and programming skills. The team focuses on capital planning prototypes, regulatory and internal reporting, and

Qualifikationen

• Strong quantitative and analytical skills.
• Strong computing and programming skills in production-like environments (C++ or Python).
• Understanding of banking products and accounting rules.
• Knowledge of CRR, IFRS 9 and reporting frameworks (COREP, FINREP, AnaCredit).
• Experience with data models and designing calculation processes.

Aufgaben

• Analyze and implement regulatory and internal calculations and reporting with Risk, Finance and stakeholders.
• Build prototypes and what-if analyses for capital planning and platform redevelopment.
• Use credit risk parameters (PD, LGD, CCF) to build counterparty risk calculations.
• Design incentive structures for business resource consumption and capital optimization.
• Drive alignment across Front Office, Credit Risk Management and Finance for calculations.

Kenntnisse

Quantitative skills

Programming in C++/Python

English communication

Data modelling

Ausbildung

CFA/FRM certification

Tools

Production-like programming environment

Jobbeschreibung

Job Description:Job Title: Credit Risk & Capital StratsCorporate Title: Assistant Vice PresidentLocation: Mumbai, IndiaRole 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 enjoy,Best in class leave policy.Gender 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 responsibilitiesAnalyze 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.Proven ability to leverage AI tools to enhance productivity, optimise workflows to solve business problems, while applying critical judgment to ensure responsible and ethical use of data and AI outputs.How we’ll support youTraining and development to help you excel in your career.Coaching and support from experts in your team.A culture of continuous learning to aid progression.A range of flexible benefits that you can tailor to suit your needs.About us and our teamsPlease visit our company website for further information:https://www.db.com/company/company.htmlWe 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.