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AVP - Senior Analyst, MoRM (DIPL)

AVP - Senior Analyst, MoRM (DIPL)

Deutsche Bank

2 - 3 years

27 - 30 Lacs

Mumbai

Posted:1 day ago| Platform:

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Skills Required

risk management python data validation model risk model development icaap sas credit risk presentation skills basel ii power bi basel stress testing tableau model validation presentation design vba market risk ccar risk analytics

Work Mode

Work from Office

Job Type

Full Time

Job Description

:
In Scope of Position based Promotions (INTERNAL only)
Job Title
Senior Analyst, MoRM (DIPL)
Corporate TitleAVP
LocationMumbai, India
Role Description
Model Risk Managements mission is to manage, independently and actively, model risk globally in line with the bank's risk appetite with responsibility for:

Performing robust independent model validation;

Ensuring early and proactive identification of Model Risks;

Effectively managing and mitigating Model Risks;

Supporting the design of Model Risk metrics;

Implementing a strong Model Risk Management and governance framework;

Supporting bank-wide Model Risk-related policies and practices.

This role spans all aspects of validation applicable to the portfolio of estimation approaches within the Deutsche Bank Combined US Operations (CUSO) across all relevant business units and risk types.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

The core responsibility will be to validate Stress testing models used within the larger CCAR PPNR umbrella for DB USA. Its important and incumbent to have an understanding of different aspects of banks business within different business segments of Corporate Banking, Private Banking, Investment banking.

However, the role might necessitate model validator to be flexible in moving around different risk areas within US model validation team, outside of core area of responsibility.

Key tasks include, but not limited to model performance testing, scenario analysis, sensitivity analysis, and conceptual assessment of model assumptions/limitations/weaknesses.

Developing challenger models including independent data collection and by performing complex analysis and testing.

Follow regulatory guidelines and the Banks policies and procedures for model risk management, especially CCAR-specific guidelines.

Bringing efficiency by automating processes and uplifting frameworks.

Your skills and experience

2-3 years of professional experience in model development/ validation or related areas.

Previous experience in stress testing (DFAST/CCAR/ICAAP) would be a plus.

The candidate should possess knowledge and experience in working with B/PPNR models across various lines of business, including Corporate Banking, Private Banking, Investment Banking, and Treasury Functions.

Ability to analyse and understand financial statements (Balance sheet, Income statement) will be advantageous.

Experience and knowledge of Statistical techniques, strong analytical skills with experience in relevant software packages, e.g., R and Python

Candidate needs to have experience of report drafting reports and should be able to independently compile model validation reports, follow-through on mitigation of validation findings, and documentation thereof.

Good presentation & communication skills

Candidates with Mathematics/Statistics/Economics/Engineering/ MBA or allied background holding Graduate/Post-Graduate degrees are preferred.

CFA / FRM certification will be a plus for the role.

Candidates having experience / strong knowledge in Business Intelligence tools like Power BI, Tableau, Automation through MS-Access / VBA, supporting framework development, designing presentations will be a plus for the role.

How well support you

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AVP - Senior Analyst, MoRM (DIPL)