Credit Risk & Capital Strats, Avp

Deutsche Bank

Mumbai, India
Credit risk parameter model implementation
Capital planning and resource allocation
Programming skills in c++ or python
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.
  • 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, and 100% reimbursement under childcare assistance benefit.
  • We strive for a culture in which we are empowered to excel together every day, acting responsibly, thinking commercially, taking initiative and working collaboratively.

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 parameter model implementation
  • Capital planning and resource allocation
  • Programming skills in C++ or Python
  • Knowledge of European banking regulations
  • Credit Risk RWA analytics and management

Nice-to-have

  • Strong quantitative and analytical skills
  • Excellent written and verbal communication
  • Experience with financial products and derivatives
  • Culture of continuous learning and coaching

Key Requirements

  • Experience with PD, LGD, CCF credit risk models
  • In-depth knowledge of CRR and IFRS 9 standards
  • Qualifications such as CFA or FRM
  • Understanding of banking products and accounting rules

Work Rights

Not specified

Tailored Resume

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