Credit Risk & Capital Strats, AVP

Deutsche Bank; Mumbai; On-site; INR 1,200,000 - 1,800,000; Full time

Benefits offered by this job

Leave policy

Parental leaves

Childcare reimbursement

Certifications sponsorship

Employee Assistance Program

Hospitalization insurance

Accident and Life Insurance

Health screening

Job summary

Deutsche Bank is seeking a Credit Risk & Capital Strats professional in Mumbai, India. You will design and implement credit risk calculations and reporting to support capital efficiency initiatives and resource allocation.

You will work with Risk, Finance and other stakeholders to develop prototypes and enhance the calculation platform, using PD, LGD and CCF models and strong programming skills.

Qualifications

• Solid quantitative and analytical skills.
• Experience applying credit risk concepts and regulatory requirements.

Responsibilities

• Analyze regulatory and internal calculations with Risk, Finance and stakeholders.
• Build prototypes and what-if analyses for capital planning.
• Implement Counterparty Credit Risk calculations using PD, LGD, and CCF.

Skills

Quantitative analysis

Programming (Python)

Programming (C++)

English communication

Stakeholder collaboration

Education

Master's or MBA with quantitative focus

Bachelor's degree in quantitative field

Tools

Python

C++

Job description

Job Title: Credit Risk & Capital Strats

Corporate Title: Assistant Vice President

Location: Mumbai, India

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

• 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

• Strong quantitative and analytical skills
• Strong computing and programming skills, including C++ or Python experience in implementation on production like environments.
• Understanding of banking businesses and products or accounting rules
• In-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 processes
• Excellent 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 you

Training 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 teams

Please 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.