Credit Risk & Capital Strats, Avp

Deutsche Bank UK

Mumbai, India
Strong quantitative and analytical skills
C++ or python programming experience
In-depth knowledge of crr and ifrs 9 regulations
The role involves designing and implementing credit risk calculations to support capital efficiency programs and resource allocation

Job Summary

  • The role involves designing and implementing credit risk calculations to support capital efficiency programs and resource allocation.
  • Candidates will build prototypes for capital planning and utilize credit risk parameter models like PD, LGD, and CCF.
  • Deutsche Bank offers comprehensive benefits including gender-neutral parental leaves and 100% reimbursement for childcare assistance.

Matching Summary

The role involves designing and implementing credit risk calculations to support capital efficiency programs and resource allocation.

Skills & Requirements

Must-have

  • Strong quantitative and analytical skills
  • C++ or Python programming experience
  • In-depth knowledge of CRR and IFRS 9 regulations

Nice-to-have

  • Experience with data models and calculation processes
  • Excellent written and verbal communication skills
  • Knowledge of financial products and derivatives

Key Requirements

  • Understanding of European banking regulations
  • Experience with COREP, FINREP, or AnaCredit frameworks
  • Additional qualifications such as CFA or FRM preferred

Work Rights

Not specified

Tailored Resume

Cover Letter