Description
The Risk Data Validation & Control (RDV&C) team at Deutsche Bank is responsible for quality assurance activities related to critical, complex, and technical risks and regulatory topics. As an Associate in this team, you will be part of the Credit Risk Data Unit (CRDU) within Group Finance, working closely with stakeholders from Business Finance, Risk Management, Group Reporting, Regulatory Policy Adherence Group, and Production IT Support.
Key Responsibilities:
- Complete month-end quality assurance controls and validate variances
- Perform credit risk RWA exposure analysis and calculate regulatory metrics such as leverage exposure, CVA, EC, and EL
- Conduct root cause analysis on exposure calculations using complex algorithms built in the risk engine
- Proactively manage data quality issues and liaise with stakeholders for resolution
- Provide subject matter expertise and analytics to support Finance and Risk teams
- Present regulatory metrics to senior audiences globally
- Participate in CTB initiatives and focus on optimizing capital numbers
Requirements:
- Good knowledge of regulatory requirements like ECB CRR, CRD, and Basel requirements
- Understanding of exposure calculation under different models (e.g., SA-CCR and IMM)
- Familiarity with exposure metrics like EPE/EE and statistical modeling (e.g., Monte Carlo simulation)
- Analytical mindset and problem-solving skills
- Experience with process changes and strong interpersonal and communication skills
- Proficiency in tools like Python, Advanced Excel (VBA), Microstrategy, and MS Access
Benefits:
- Best-in-class leave policy
- Gender-neutral parental leaves
- 100% reimbursement under childcare assistance benefit
- 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
- Complimentary health screening for 35-year-olds and above