Credit Risk & Capital Strats, Avp

Deutsche Bank UK

Mumbai, India
Credit risk rwa analysis
Counterparty credit risk calculations
European banking regulations
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

Job Summary

  • 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.
  • 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).

Matching Summary

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.

Skills & Requirements

Must-have

  • Credit risk RWA analysis
  • Counterparty Credit Risk Calculations
  • European banking regulations
  • IFRS 9
  • COREP, FINREP, AnaCredit
  • C++ or Python programming

Nice-to-have

  • Strategic re-development of calculation platform
  • Incentive structures for financial resources
  • Continuous learning culture
  • Collaborative work environment

Key Requirements

  • Strong quantitative and analytical skills
  • Experience in production like environments
  • Understanding of banking businesses and products
  • Knowledge of financial products/derivatives
  • CFA, or FRM qualifications

Work Rights

Not specified

Tailored Resume

Cover Letter