Risk Methodology Senior Specialist, Avp

Deutsche Bank

Mumbai, India
Not specified; not specified; comprehensive hospit...
Credit risk modeling expertise
Sas and python proficiency
Regulatory compliance knowledge
This role involves developing and maintaining Probability of Default, Loss Given Default, and Exposure at Default models specifically for Commercial Real Estate portfolios

Job Summary

  • This role involves developing and maintaining Probability of Default, Loss Given Default, and Exposure at Default models specifically for Commercial Real Estate portfolios.
  • The position requires extensive interaction with senior management and stakeholders to ensure models meet Deutsche Bank's risk profile and regulatory standards.
  • Candidates will benefit from a flexible benefits scheme including gender-neutral parental leaves, childcare assistance reimbursement, and sponsorship for industry certifications.

Matching Summary

This role involves developing and maintaining Probability of Default, Loss Given Default, and Exposure at Default models specifically for Commercial Real Estate portfolios.

Salary

Not specified; Not specified; Comprehensive Hospitalization Insurance, Accident and Term life Insurance, Childcare assistance reimbursement

Skills & Requirements

Must-have

  • Credit risk modeling expertise
  • SAS and Python proficiency
  • Regulatory compliance knowledge
  • Commercial Real Estate rating experience
  • Statistical analysis skills

Nice-to-have

  • Strong communication skills
  • Cross-functional collaboration
  • Continuous learning culture
  • Independent work capability

Key Requirements

  • Master's or PhD in quantitative discipline
  • Multi-year experience in internal credit risk modeling
  • Experience with EU Capital Requirements Regulations
  • Proven ability to handle complex datasets

Work Rights

Not specified

Tailored Resume

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