Risk Methodology Analyst, As

Deutsche Bank

Mumbai, India
Not specified; not specified; comprehensive hospit...
Masters or phd in quantitative discipline
Strong knowledge of pd lgd ccf regulations
Proficiency with sas and python programming
This role involves developing and maintaining Probability of Default, Loss-Given-Default, and Credit Conversion Factor models for the Group's credit portfolios

Job Summary

  • This role involves developing and maintaining Probability of Default, Loss-Given-Default, and Credit Conversion Factor models for the Group's credit portfolios.
  • The position requires presenting models to regulators and resolving findings related to credit risk methodology and internal reviews.
  • Deutsche Bank offers a comprehensive benefits package including 100% reimbursement for childcare assistance and sponsorship for industry certifications.

Matching Summary

This role involves developing and maintaining Probability of Default, Loss-Given-Default, and Credit Conversion Factor models for the Group's credit portfolios.

Salary

Not specified; Not specified; Comprehensive Hospitalization Insurance included

Skills & Requirements

Must-have

  • Masters or PhD in quantitative discipline
  • Strong knowledge of PD LGD CCF regulations
  • Proficiency with SAS and Python programming
  • Experience with complex dataset processing
  • Ability to present models to regulators

Nice-to-have

  • Open communication culture
  • Flexible work-life balance options
  • Cross-functional stakeholder collaboration
  • Continuous learning environment
  • Gender neutral parental leave benefits

Key Requirements

  • Masters or Doctorate degree required
  • Multi-year experience in internal modelling
  • Regulatory audit execution experience
  • English language proficiency required

Work Rights

Not specified

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