Credit Risk & Capital Strats, AVP

Deutsche Bank AG; Mumbai Suburban; On-site; INR 1,800,000 - 3,200,000; Full time

Benefits offered by this job

Leave policy

Parental leave

Childcare assistance reimbursement

Certifications sponsorship

Employee assistance program

Health insurance for you and depend/sh

Life insurance

Health screening

Job summary

Deutsche Bank AG in Mumbai seeks an AVP for Credit Risk & Capital Strats. You will design and implement credit risk calculations and reporting to enable efficient capital allocation and optimization.

You will work with Risk, Finance and Front Office to drive risk-aware decision making and capital efficiency through robust analytics and model outputs.

Qualifications

• Strong quantitative and analytical skills.
• Programming in C++ or Python in production-like environments.
• Understanding of banking products or accounting rules.
• Knowledge of European banking regulations and accounting standards (CRR, IFRS 9) and reporting frameworks (COREP, FINREP, AnaCredit).
• Knowledge of capital requirements for credit risk/counterparty credit risk models (PD, LGD, CCF).
• Knowledge of financial products/derivatives and bank balance sheet accounting.
• CFA or FRM qualification.
• Experience with data models and designing calculation processes.
• Excellent written and verbal communication in English.
• Ability to leverage AI tools to enhance productivity and ethics in data usage.

Responsibilities

• Analyze and implement regulatory and internal calculations and reporting with Risk, Finance and stakeholders.
• Build prototypes and what-if analysis for capital planning and platform redevelopment.
• Use outputs of PD, LGD, CCF models to build Counterparty Credit Risk calculations.
• Provide expertise in analytics and management of Credit Risk RWA and related metrics.
• Design incentive structures for capital/resource optimization.
• Drive alignment across Front Office, Credit Risk Management and Finance.

Skills

Strong quantitative skills

Analytical skills

English communication

AI tools usage

Education

CFA

FRM

Tools

C++

Python

Job description

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

As part of our flexible 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

• 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.

For over 150 years, our dedication to being the Global Hausbank for our clients has been driven by our people – in around 60 countries and across more than 150 nationalities. Their deep understanding, insights, expertise, and passion help our clients navigate an increasingly complex world – be it in our Corporate Bank, our Private Bank, our Investment Bank or our Asset Management (DWS) division.

Together we can make a great impact for our clients at home and abroad, securing their lasting success and financial security.

More information at: Deutsche Bank Careers (db.com)