Credit Risk & Capital Strats, AVP

Deutsche Bank — Mumbai Nirlon Know. Pk B4-B5

Job Description: Job Title: Credit Risk & Capital Strats, AVP Location: Mumbai, India Corporate Title: AVP Role Description Group Strategic Analytics (GSA) is part of Group Chief Operation Office (COO) which acts as the bridge between the Bank’s businesses and infrastructure functions to help deliver the efficiency, control, and transformation goals of the Bank. 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. What we’ll offer you 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) Sponsorship for Industry relevant certifications and education Employee Assistance Program for you and your family members Comprehensive Hospitalization Insurance for you and your dependents Accident and Term life Insurance Complementary Health screening for 35 yrs. and above Your key responsibilities Analyze and implement regulatory and internal calculations and reporting working closely with Risk, Finance and other stakeholders Build prototypes and what-if analysis for capital planning purposes and facilitate the strategic re-development of the calculation platform Use output of credit risk parameter models (PD, LGD, CCF) to build and implement Counterparty Credit Risk Calculations on the system. Provide expertise in analytics and management of Credit Risk RWA and other key risk metrics to stakeholders Design incentive structures for businesses around financial resource consumption, allocation, and capital optimization Drive alignment across Front Office, Credit Risk Management, and Finance for financial resource calculations Your skills and experience Strong quantitative and analytical skills Strong computing and programming skills, includ

View on HireSetu