AVP -CRDU- RDV & C

Job Description

: In Scope of Position based Promotions (INTERNAL only) Job TitleAVP-CRDU- RDV & C LocationPune, India Role Description Risk Close team is responsible for month end risk close and BAU change absorption and monitoring activities in relation to critical, complex and technical risks and regulatory topics that affect Deutsche Bank (DB). Risk close is part of the Credit Risk Data Unit (CRDU) team within Group Finance and their key stakeholders include but are not limited to: Business Finance Risk Management (CRM/MRM) Group Reporting Regulatory Policy Adherence Group Production IT Support What well offer you , 100% reimbursement under childcare assistance benefit (gender neutral) Sponsorship for Industry relevant certifications and education Accident and Term life Insurance Your key responsibilities Daily preparation and monitoring and release of the risk metrics for the Flash vs Actuals for the various metrics to senior management, with commentary. Controls and Reconciliation on the BCS vs FDW Build and coordinate the production plan for the month with FPI Controls and Capture minutes of the daily production calls. Drive and follow up on the open items discussed in the call with the stakeholders and impacted team Coordinate and Manage Agenda aligned to the participants and capture minutes for the Stability Working Group Drive the other SRE initiatives risen from the various issues and the stability working group. FX effect and Flash coordination Navigate through the complex algorithms built in the risk engine to perform root cause analysis on the exposure calculations. Ultimately the calculated output should reflect the economics of the portfolio. Data Quality proactively manage the investigation and resolution of month end issues on the regulatory metrics. Providing subject matter expertise and analytics to support Finance and the Risk team regarding risk and regulatory topics or initiatives e.g. optimisation topics Change Book of Work - support the change BoW by engaging with business, CDO and IT on change Initiatives for strategic implementations and DQ remediation Liaising with relevant stakeholder for RCA and reporting Presentation of the Regulatory metric to senior audience across the Bank Your skills and experience Good Knowledge of regulatory requirements like ECB, CRR, CRD, Basel3 & Basel3.1 requirements Understanding of exposure calculation under different models e.g. SA-CCR and IMM Knowledge of Exposure Metrics like EPE/EE, Statistical Modelling (Monte Carlo Simulation etc.) Team management experience An analytical mindset and good approach to problem solving Experience of process change Strong interpersonal and communication skills Organized and structured working approach Strong attention to detail Reliable team player who enjoys working in an international environment Preferred IT Skills: Python, Advance Excel(VBA), Microstrategy, MS Access How well support you . . . .