Deutsche Bank India | Credit Risk & Capital Strats, AVP

Responsibilities

• 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.
• 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.
• 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.
• Use output of credit risk parameter models (PD, LGD, CCF) to build and implement Counterparty Credit Risk Calculations on the system.

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.

Deutsche Bank

Deutsche Bank is a leading German bank, founded in Berlin in 1870 and headquartered in Frankfurt. Its businesses span the Corporate Bank, the Investment Bank, the Private Bank and asset management through DWS, serving companies, institutions and individuals worldwide.

Deutsche Bank has been present in India since 1980. Besides its branch banking business, its Indian centres in Mumbai, Pune, Bengaluru and Jaipur support the group globally in technology, operations and finance. Finance professionals typically work in financial control, product control, regulatory reporting, tax, internal audit and risk.

• Industry: Banking and financial services
• Headquarters: Frankfurt am Main, Germany
• In India: Branch banking plus large global capability centres in Mumbai, Pune, Bengaluru and Jaipur