# Credit Risk & Capital Strats

**Company**: Deutsche Bank
**Location**: Mumbai
**Experience**: senior
**Job type**: full-time
**Category**: Finance
**Industry**: Finance

**Apply**: https://db.wd3.myworkdayjobs.com/en-US/DBWebsite/job/do-not-use-Mumbai-Nirlon-Know-Pk-B4-B5/Credit-Risk---Capital-Strats--AVP_R0452401?utm_source=yubhub.co&utm_medium=jobs_feed&utm_campaign=apply
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## Description

We are looking for an Assistant Vice President to join our Group Strategic Analytics (GSA) team, which acts as a bridge between the Bank's businesses and infrastructure functions. You will be responsible for designing and implementing credit risk-related calculations and associated reporting to lay the basis for the allocation of constrained resources and capital efficiency programs.

**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

**Requirements:**

- 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

**What We Offer:**

- 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 years and above

## Skills

### Required
- C++
- Python
- credit risk modeling
- financial analysis
- banking regulations
- accounting standards

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Source: [Apply at db.wd3.myworkdayjobs.com](https://db.wd3.myworkdayjobs.com/en-US/DBWebsite/job/do-not-use-Mumbai-Nirlon-Know-Pk-B4-B5/Credit-Risk---Capital-Strats--AVP_R0452401?utm_source=yubhub.co&utm_medium=jobs_feed&utm_campaign=apply)