118 Basel Jobs - Page 5

We are looking for a highly skilled and experienced Field Risk Officer to join our team at Equitas Small Finance Bank Ltd. The ideal candidate will have 1-5 years of experience in the BFSI industry. Roles and Responsibility Conduct risk assessments and evaluations to identify potential threats to the organization. Develop and implement strategies to mitigate risks and ensure compliance with regulatory requirements. Collaborate with cross-functional teams to monitor and manage risk exposure. Analyze market trends and competitor activity to inform risk management decisions. Provide expert guidance on risk management best practices to stakeholders. Identify and report on key performance indicators (KPIs) related to risk management. Job Requirements Strong understanding of risk management principles and practices. Excellent analytical and problem-solving skills. Ability to work effectively in a fast-paced environment and prioritize multiple tasks. Strong communication and interpersonal skills. Experience working with financial institutions or similar organizations. Knowledge of relevant regulations and standards, such as Basel II or CCAR/CECL. Additional Info The company offers a competitive salary and benefits package.

About The Role : In Scope of Position based Promotions (INTERNAL only) Job Title AVP- LTRA Metric Lead LocationPune, India Role Description Finance It is crucial for the bank to understand how profitable each businesses activity is and Finance has a responsibility to understand precisely the resource commitment the bank makes to any given client or transaction e.g. cost, capital, funding, liquidity and risk. Finance is playing a central role in keeping the bank focused on simplification and financial resource management. With our diverse teams in 47 countries, we offer a broad portfolio of capabilities. Our key functions range from Group Finance, Treasury, Planning and Performance Management, and Investor Relations to enabling functions such as Finance Change and Administration. These teams make sure we cover all Finance specific aspects for our internal and external stakeholders such as shareholder, employees, clients and regulators. Together, it is the role of Finance to oversee all financial details for Deutsche Bank globally. Sound financial principles are at the core of everything we do. Thats why Finance is vital to the way we run our business. In a global marketplace thats constantly evolving, being adaptable, decisive and accurate is critical Primary objective of the role is to manage the team supporting reporting and analytics of Liquidity Risk reports for Treasury Liquidity management team. What we'll offer you As part of our flexible scheme, here are just some of the benefits that youll 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 Understanding of products and methodology related to Stress testing ,LCR (Group and Local entities),NSFR. Responsible for daily/monthly/weekly liquidity report (Stress test, LCR) submission for Global and Local entities Responsible for production and timely delivery of liquidity reports (i.e. Stress test, LCR, ALMM) Review of reports before final distribution to stakeholders. Better understanding of Balance sheet and reconciliation process Experience in managing larger team and lead enhancement projects. Positive and productive engagement with stakeholders. Run ad-hoc analyses and communicate results to key stakeholders. Performance of quality checks and reviews to ensure accurate and complete report production. Ensure standardization and streamlining of processes and implementation of governance framework around the same. Implementation of a robust control framework for the processes and ensure adherence. Lead change projects. Supporting Treasury Liquidity Management on Franchise initiatives/projects. Your skills and experience Strong data analysis skills & attention to detail Strong communication skills, both oral and written Fair understanding of various banking products Hands on experience of any of the reporting and analytical tools like Axiom, Tableau, SQL, Python, Alteryx Previous experience in production and review of BAU reports, validation and control, analysis and provision of business commentary (Preferred) Investment bank background (Preferred) Understanding of regulatory reporting within a Banking environment or Treasury function. Liquidity reporting experience preferable but not mandatory Education/ Qualifications Bachelor degree or equivalent qualification. How we'll support you Training and development to help you excel in your career. Coaching and support from experts in your team. A culture of continuous learning to aid progression. A range of flexible benefits that you can tailor to suit your needs. About us and our teams Please visit our company website for further information: https://www.db.com/company/company.htm We strive for a culture in which we are empowered to excel together every day. This includes acting responsibly, thinking commercially, taking initiative and working collaboratively. Together we share and celebrate the successes of our people. Together we are Deutsche Bank Group. We welcome applications from all people and promote a positive, fair and inclusive work environment.

Job Description: Understanding of Basel Framework, PD, EAD, LGD and Regulatory Capital. Proficiency in SAS and Python for Model Development Good Understanding of Regulations and has experience of IRB Model Development Good understanding of retail credit risk products and their key variables.

Please Note: ========== One of our Gulf client is looking for Credit Risk Analyst in their financial department. Spectrum Consulting is acting as Recruitment Services company for this position. You can email your CV directly to: spectrumconsulting1977@gmail.com ========== Job Title: Credit Risk Analyst Onsite Job Location: Dubai - UAE Doha - Qatar Riyadh - Saudi Arabia Onsite Monthly Salary: 15k to 20k AED [ Depending on Experience ] , Full Tax free Salary Gulf Work permit & visa will be sponsored by the company Offshore Job Location: Mumbai Bangalore Hyderabad Offshore India Annual CTC: INR. 15 LPA to 40 LPA (Depending on Experience) No. of positions: 03 Project Duration: 24 Months Experience Needed: 10 - 20 Years Job Description: We are looking for an experienced Credit Risk Analyst with BASEL / IFRS9 / CCAR Skills Job Responsibilities As a credit risk analyst, you should be: Expert in 1 or more of the following: - Credit Risk Modelling with: - BASEL - IFRS9 - CCAR - Structural Models - Strong knowledge of credit risk measures, PFE, xVA, compliance rules, and collateral management. - Experience with Basel 2, Basel 2.5, Basel 3, SA-CCR, SIMM, FRTB-xVA. - Able to do credit evaluations of counter parties for financial/non-financial institutions - Carry out financial qualification of service providers for new assignments and new projects - Conduct in-depth analysis of financial statements and employ the company internal credit model to derive credit ratings. - Ensure new business transactions and related risks are appropriately defined, captured, and managed, by the Company's risk methodologies and systems. - Maintain approved credit limits and ratings in credit database. - Actively monitor counterparty credit ratings and latest market developments to keep management informed on potential risks. - Perform stress testing on various portfolios in order to identify and mitigate unwanted exposure. - Review policies, procedures, and align risk policies across the Group - Assist in the consolidation and preparation of reports for top management Nice to have: - Experience with Murex (MLC), Markit, Calypso, Finastra is added advantage but not mandatory Experience Level: 5 - 20 Years Business Verticals: Banking and Financial Services -- Insurance / Banking Insurance Stock Market / Investment Banking Retail Telecom Healthcare Oil and Gas Travel and Hospitality Supply Chain / Logistics Capital Markets / Stock Markets / Forex Trading Job REF Code: CREDITRISK_0525 You can EMAIL your CV to: spectrumconsulting1977@gmail.com If you are interested, please email your CV as ATTACHMENT & - write about your CREDIT RISK experience as covering note and - explaining your CREDIT RISK experience with job ref. code [ CREDITRISK_0525 ] as subject

Change Management and Transformation Consultant Capital Markets Find endless opportunities to solve our clients toughest challenges, as you work with exceptional people, the latest tech and leading companies across industries. Practice: Capital Markets, Industry Consulting, Capability Network I Areas of Work: Change Management and Transformation | Level: 11/9/7 / 6/5 | Location: Bengaluru/Gurugram/Mumbai| Years of Exp: 3-20 years Explore an Exciting Career at Accenture Are you an outcome-oriented problem solver? Do you enjoy working on transformation strategies for global clients? Does working in an inclusive and collaborative environment spark your interest? Then, is the right place for you to explore limitless possibilities. The Practice A Brief Sketch As a part of the practices within Accenture's , you will work with our global teams to help investment banks, asset and wealth managers, and exchanges, prepare for the digital future. Together, let's leverage global strategies and data-driven insights to pave way for digital-enabled capital markets. Help us unlock new value in a disruptive world, with the following initiatives: Collaborate with client challenges to solve complex client problems such as regulatory reforms and implementation. Define and manage the organization change with reference to process, technology and organization structure. Manage transformation project to migrate from legacy to target. Assess as-is process and suggest best industry practices to come up with to-be processes and implement them to remove inefficiencies. Support data governance and management and help optimize operations and drive business decision-making. Support in development of collateral, methodology refinements, best practices updates and trends tracking, create and support proposals incorporating Accenture value proposition. Incorporate Accenture best practices and help develop methodologies into every stage of the project management lifecycle. Bring your best skills forward to excel in the role: Good analytical and problem-solving skills Excellent communication, interpersonal and presentation skills Cross-cultural competence with an ability to thrive in a dynamic consulting environment Read more about us. Qualifications Your experience counts! MBA from reputed business school with strong blend of consulting and functional skills FRM, CFA, PRM or other industry specific certification is a plus XXX years of experience Prior experience of working on consulting projects is a must. Ideal candidate should be able to consult with clients offering their subject matter expertise in Investment Banking & Investment Management functions including below domains: Capital Markets (example:FO, MO, Market Data, Collateral Management, Liquidity Management) Asset & Wealth Management (Front Office Advisory, Salesforce) Front Office Advisory Experience with OMS systems (Charles River, Aladdin, Bloomberg AIM, Avaloq etc) Back Office applications (Clearing and Settlement etc.) Portfolio management for brokerage firms Collateral Management; MTM valuations Fund Management & Accounting Treasury front, mid & back-office functions Risk Management:Market Risk, Credit Risk, Operational Risk Post trade (example:Reference Data, Risk Management, Finance & Accounting) Exchange & Trading avenues, Clearing house Regulatory Change and Compliance (example:MiFID, EMIR, MiFID II, Basel, IFRS9) Robotics Process Automation Data profiling, data lineage and data analytics Data Migration and Change Management Trading platforms (example:Murex, Calypso, Fidessa, Kondor+ and so on) Data Governance and Management Agile and Hybrid SDLC Methodology Whats in it for you? An opportunity to work on with key G2000 clients Potential to with leaders in strategy, industry experts, enterprise function practitioners and, business intelligence professionals to shape and recommend innovative solutions that leverage emerging technologies. Ability to embed into everythingfrom how you service your clients to how you operate as a responsible professional. Personalized training modules to develop your to grow your skills, industry knowledge and capabilities Opportunity to thrive in a that is committed to accelerate equality for all. Engage in boundaryless collaboration across the entire organization.

About The Role ? ? ? ? Mandatory Skills: SAP FI Treasury Risk Cash Liquidity Mgmt. Experience8-10 Years. Reinvent your world. We are building a modern Wipro. We are an end-to-end digital transformation partner with the boldest ambitions. To realize them, we need people inspired by reinvention. Of yourself, your career, and your skills. We want to see the constant evolution of our business and our industry. It has always been in our DNA - as the world around us changes, so do we. Join a business powered by purpose and a place that empowers you to design your own reinvention. Come to Wipro. Realize your ambitions. Applications from people with disabilities are explicitly welcome.

About The Role : Job TitleModel Validation Lead- Derivative Pricing Corporate TitleVP 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; Designing and recommending Model Risk Appetite; Effectively managing and mitigating Model Risks; Establishing Model Risk metrics; Designing and implementing a strong Model Risk Management and governance framework; Creating bank-wide Market Risk policies The Pricing Model Validation team as part of MoRM is responsible for the independent review and analysis of all derivative pricing models used for valuation and pricing across the bank. What we'll offer you As part of our flexible scheme, here are just some of the benefits that youll 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 The role is to independently review and analyse derivative models for pricing and risk management across Rates, FX and Hybrids. The role as a Quantitative Analyst in Mumbai will work closely with the pricing validation team in London and Berlin to produce, analyse and document validation testing. Reviews and analysis require a good understanding of the mathematical models used, implementation methods, products traded in these markets, and the associated risks. The outcome of review and analysis and independent implementation will form the basis of discussion with key model stakeholders includingFront Office Trading; Front Office Quants; Market Risk Managers; and Finance Controllers. Your skills and experience Excellent mathematical ability with an understanding of Stochastic Calculus, Partial Differential Equations, Monte-Carlo Methods, Finite Difference Methods, and Numerical Algorithms. Strong interest in financial markets (especially derivative pricing) demonstrated by qualifications and/or experience. Experience coding in Python an advantage. Excellent communication skills both written and oral. Education/Qualifications Academic degree in a quantitative discipline (e.g. Mathematical Finance / Statistics, Maths, Physics, Engineering) with a focus on application. How we'll support you Training and development to help you excel in your career Coaching and support from experts in your team A culture of continuous learning to aid progression A range of flexible benefits that you can tailor to suit your needs About us and our teams Please visit our company website for further information: https://www.db.com/company/company.htm We strive for a culture in which we are empowered to excel together every day. This includes acting responsibly, thinking commercially, taking initiative and working collaboratively. Together we share and celebrate the successes of our people. Together we are Deutsche Bank Group. We welcome applications from all people and promote a positive, fair and inclusive work environment.

About The Role : In Scope of Position based Promotions (INTERNAL only) Job TitleCredit Risk Officer LocationMumbai, India Role Description Chief Risk Office Vision is to provide industry-leading independent risk management capabilities in an innovative and efficient manner. Deutsche Bank is exposed to a wide range of risks every day. Credit losses, volatility of market prices, operational failures, infrastructure outages, liquidity shortages, and regulatory and legal matters can all have an impact on the banks capital and reputation. The CRO function has Group-wide, supra-divisional responsibility for the management/control of all credit, market, operational & liquidity risks and the continuing development of methods for risk measurement. In addition, CRO function is responsible for monitoring, analysing and reporting risk on a comprehensive basis. CRO function is structured along three core dimensionsbusiness aligned coverage; overarching regional risk management; and risk & control functions. This includes Credit Risk Management, Market & Valuation Risk Management, Liquidity Risk Management; Anti-Financial Crime, Compliance, Non-Financial Risk Management, Business Selection & Conflicts Office, Enterprise Risk Management, Group Strategic Analytics, and Chief Operating Office. About Credit Risk Management Function Credit Risk is a centralised risk-type function within the CRO function. The team is primarily responsible for setting limits and providing credit approvals for single name credit risk, as well as monitoring and managing against these in the context of the banks Enterprise Risk Management framework. Credit Risk enables CRO to strengthen, enhance and improve control of the banks credit risk. The team provides deep technical expertise to the business aligned risk functions and facilitates strategic business decision-making to improve overall use of the banks capital. What we'll offer you As part of our flexible scheme, here are just some of the benefits that youll 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 Credit Officer responsible for reviewing, recommending and approving complex/structured transactions across business units and wide spectrum of products. Support business units in driving strategy to drive optimum risk / return and in line with overall portfolio strategy and risk appetite. Maintain DBs high underwriting standards and drive resolution with business units and key stakeholders. Liaise with clients, interface directly with front office staff and other CRM units on credit approvals, credit requirements and relationship matters Effective resolution of conflicting views with Business in a constructive and professional manner, maintaining DBs underwriting standards, at the same time supporting the Business to achieve agreed targets Perform portfolio reviews to ensure risk are proactively assessed and managed. Drive audit and regulatory agenda as required. Your skills and experience Around 3-4 years of experience in credit / financial risk analysis for Corporates and FIs and at least working knowledge of relevant banking products. Good understanding of credit risk associated with corporate and investment banking products and business; product knowledge including Financing, Commercial Real Estate, Commercial Banking, Trade Finance and Derivative products Corporate and Financial Institution credit analysis skills with understanding of industry risk drivers; established negotiation skills to deal effectively with conflicting priorities & resources Ability to build strong relationships internally with divisional clients locally & globally, as well as internal stakeholders Technically strong, with a good understanding of global risk regulations Educated to Masters degree level or equivalent professional qualification/relevant work experience. Additional qualification in Risk management would be preferred. How we'll support you Flexible working to assist you balance your personal priorities Coaching and support from experts in your team A culture of continuous learning to aid progression A range of flexible benefits that you can tailor to suit your needs Training and development to help you excel in your career About us and our teams Please visit our company website for further information: https://www.db.com/company/company.htm We strive for a culture in which we are empowered to excel together every day. This includes acting responsibly, thinking commercially, taking initiative and working collaboratively. Together we share and celebrate the successes of our people. Together we are Deutsche Bank Group. We welcome applications from all people and promote a positive, fair and inclusive work environment.

About The Role : Job Title - Risk Portfolio Analyst, AS Location - Mumbai, India Role Description Market Risk Management (MRM) & Methodology provides an independent view of market risks to Deutsche Bank's senior management and manages Deutsche Bank's Market Risk position in an independent and neutral way. The Market Risk Analysis and Control (MRAC) function is responsible for the provision of all official market risk metrics and core analysis in support of risk management decision making, on behalf of the Market Risk Management department. The team has a global presence with staff located in London, New York, Berlin, Singapore, Mumbai and Bangalore. The team operates a business/asset class and risk metric aligned organizational matrix supported by central functions. The role is with the market risk portfolio team which is one of the central function teams. Portfolio Risk - Portfolio Risk provides a cross asset top-down view for senior management to understand the various market risks across the trading and banking landscape that DB Group is exposed to; including highlighting material risks whether they are driven by individual trades or caused by concentrations or market liquidity concerns. In collaboration with the Market Risk Managers the team designs the risk appetite and risk identification frameworks ensuring a consistent adoption of industry leading standards. The team works closely with Market Risk Managers covering all asset classes along with other key stakeholders across the enterprise. What we'll offer you As part of our flexible scheme, here are just some of the benefits that youll 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 Identify the top and emerging risks each week, including sourcing the relevant information from other teams in MRAC and the business MRMs. Review and understand the market risk RWA, including staying abreast of the development of this metric. Perform deep dive analysis into concentrations of risk or emerging items of interest, providing high quality and accurate information / commentary at a level for senior management consumption. Coordinate across business aligned market risk teams to understand changes in risk and impacts on capital and risk management metrics (VaR). Support ad hoc queries from senior management, regulator, auditor etc on movements in risk and historical trends. Prepare daily / weekly reports with appropriate commentaries on risk changes.Support the analysis and communication of portfolio level topics to senior management and their committees. Develop necessary tools to facilitate more efficient analysis of risk. Your skills and experience University degree in Economics, Mathematics or other quantitative subject. 3-6 years' experience in Market Risk within the Financial Market / Investment Banking industry (other relevant backgrounds e.g. Trading, Product Control, IPV will also be considered). In depth understanding of other Market Risk measurement techniques e.g. VaR, RNiV, Economic Capital, IRC, etc. Experience in implementation of FRTB (Fundamental Review of Trading Book) is a plus Conversant & interested in macroeconomic / geopolitical events, both current and historical A reliable team player with the motivation to work in a dynamic, international and diverse environment. Strong interpersonal skills and ability to build relationships across different stakeholder groups. MS Office proficient, especially Excel and PowerPoint. Python/ VBA / SQL skills would be advantageous. How we'll support you Training and development to help you excel in your career Coaching and support from experts in your team A culture of continuous learning to aid progression A range of flexible benefits that you can tailor to suit your needs

About The Role : Job Title- Risk Reporting Analyst, NCT Location- Mumbai, India Role Description CRO Treasury Risk Management (TRM) provides a holistic coverage of all the risks managed by the Treasury function, including capital risk, liquidity risk, structural interest rate and FX risks, recovery and resolution planning. TRM Capital Risk Management acts as the 2nd line of defense control function for capital risk, which defines the control framework against the risk of insufficient capital at Group and entity level as well as coordinates DBs Internal Capital Adequacy Assessment Process (ICAAP). The Economic Capital Risk Management team sets the banks economic capital adequacy framework and establishes controls for certain economic risks. Economic capital adequacy framework comprises the banks principles for risk quantification approaches under the economic perspective and economic loss absorbing capacity. Controls for economic risks refer to Pillar 2 risk types such as step-in risk and insurance risk and risks related to intangible assets. What we'll offer you As part of our flexible scheme, here are just some of the benefits that youll 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 Support in the ongoing monitoring, reporting and escalation of DB Groups economic capital adequacy metrics. Maintain a robust control environment for DB Groups economic capital models, including data quality and model risk activities. Contribute to improvement initiatives related to the models that measure the risk related to the banks earnings volatility risk, software assets portfolio and risk type diversification. Analyze the changes in DBs risk profile and the differences between economic and regulatory capital models (i.e. mutual information between Pillar 1 and Pillar 2). Coordinate disclosure (e.g. Pillar 3 report) and external engagement points (DB Group supervisors) on economic capital models. Support in the implementation of measures required by supervisors, auditors and validators. Your skills and experience Education and Experience: Relevant university degree or equivalent necessary. Prior experience in risk frameworks, risk modelling or capital adequacy topics. Competencies: Knowledge about key regulations on capital adequacy/ICAAP Hands-on working approach with good analytical skills and strong attention to detail. Ability to present information to senior management in an appropriate way (quality & format). Ability to independently liaise with internal stakeholders. Ability to manage multiple tasks or projects at once and within given timeframes. Confident in management of models, handling and analyzing large amount of data. Proficient in Microsoft Office and Power Point. Personal characteristics: Excellent communication skills in business-fluent English, verbal and written. A team player, able to work collaboratively in a global diverse team within a complex management structure and virtual team across the globe. Focused and self-motivated with continuous improvement mind-set. Goal-oriented, positive and constructive attitude. Ability to cope well under pressure and within deadlines. How we'll support you Training and development to help you excel in your career Coaching and support from experts in your team A culture of continuous learning to aid progression A range of flexible benefits that you can tailor to suit your needs

Location: PAN India Immediate joiner required Experienced in end to end capital or Impairment process management RWA calculation engine using Standardized approach (BASEL 1/2/3) for Credit Risk Asset classification for Retail and Wholesale Products, Collateral Adjustment, on balance/ off balance exposure calculation Migration RWA calculation from BASEL 3 to 3.1 using Standardized or AIRB approach Knowledge of Banking domain/ banking products like Retail, corporate, banks, SME, Sovereign Project management / stakeholder management Keywords : Standardized approach - BASEL 1/2/3 Capital Reporting (Standardized approach) RWA Calculation Credit Risk (RWA) capital management

Position: Senior Business Analyst Digitalization (VP) The client is a specialist financing and distribution platform for real assets globally across the debt capital structure, headquartered in Singapore. It provides innovative and sustainable financing solutions to complement mainstream markets across the entire debt capital structure. The Group aims to build a globally competitive alternative financing platform closely aligned to Singapore’s economic growth initiatives in the infrastructure, maritime and other real assets sectors, and works in close collaboration with Singapore government agencies such as the Monetary Authority of Singapore, Economic Development Board, Maritime and Port Authority of Singapore and Enterprise Singapore. Its shareholders comprise Temasek Holdings, Prudential Assurance Company Singapore, Sumitomo Mitsui Banking Corporation, Standard Chartered Bank, DBS Bank, John Hancock Life Insurance Company (Manulife) and Asian Development Bank. Position Overview: Reporting to the Head of Technology, you will be working with business and functional users in gathering requirements and ideas, identify and implement suitable industry best-in-class technology solutions to solve business problems. You will be responsible for building digital excellence across business and support the functional expertise areas in financial trade processing, trade confirmation & settlement, cash & position reconciliation, corporate risk analytics, financial accounting and business reporting. Corporate functions supported include Front Office Business, Corporate Risk, Finance, Treasury, Operation, Human Resource, Legal and Compliance. The role also needs to manage and work with external technology consultants, as well as service providers in ensuring that the IT business applications are operating efficiently and robustly. Specific Responsibilities: Be the technical lead for project implementation, gather, analyze and formalize user’s business requirements and processes Lead project implementation activities, system unit & integration tests, user acceptance tests Assess and evaluate the technical viability and feasibility of possible technology solutions and system improvements Perform detailed process & system gap analysis (As Is and To Be) Provide application and system architecture design and interfaces for IT solution Translate business requirement into functional and technical specifications Perform application, system or code assessment/review to address technical issues which affect system functionality, performance or security if required Prepare and support the handover transition from project to IT operation teams Provide maintenance support, analysis and resolution of production system reliability and performance issues of business applications and data platform including systems interfaces Participate and conduct feasibility studies, producing high-level and detailed applications design, assist in preparing business cases, overseeing development and implementation of solutions, taking into account the change implications. Knowledge/ Experience Requirements Minimum 10 years’ IT experiences working in financial institutions University degree in Computer Science/Engineering, or any other relevant IT certifications Strong experience with project initialization, execution with key emphasis on system analysis, architecture design, integration and testing of the application Good documentation discipline for business requirements, application & system design, and technical specification Familiar with SDLC or iterative software development approach Strong team player, good inter-personal skills, self-directed with a positive attitude Experiences / knowledge in the following will be advantageous: Banking or any other transaction base systems in structured loans, fixed income, derivatives, warrants, convertibles, SWIFT, etc. AWS Cloud computing technology: AWS EC2, SAM, S3, Redshift, Glue, Crawler, Athena and Rstudio Software development, application/data interface, data exchange, database, analytics & BI reporting skills: Microsoft .NET Framework, Sharepoint, VBScripts, API or WEB services (REST), SQL Queries, ODBC, XML/JSON, Tableau/Qlik/Power BI Oracle Fusion (Finance AP/AR/GL), EPBCS , FCCS, Financial Planning & Budgeting tools

Key Skills: BASEL, Credit Risk, Regulatory Reporting, Business Analyst, Agile Roles and Responsibilities: Translate and refine business strategy into finance data provisioning operating models. Champion operational capabilities within the program. Design, implement, and drive process and controls improvements across the program. Support change, design, and delivery, working closely with Finance, IT, Risk, and the Business. Identify and manage impacts of change to the operating model, ensuring effective program implementation. Analyze, review, and test the current operating model against strategic direction, making necessary revisions. Assist in the design and development of conceptual, logical, and application data models in line with the organization's Future State Finance Data Asset Strategy. Collaborate with finance business teams to enhance understanding, interpretation, design, and implementation. Skills Required: In-depth knowledge of BASEL, Credit Risk, and Regulatory Reporting. Strong experience as a Business Analyst, especially in financial and risk domains. Expertise in Agile methodologies. Ability to translate business strategy into finance data provisioning operating models. Strong process design and controls improvement skills. Ability to manage change and drive process improvements across various functions. Experience with finance, IT, risk, and business teams for program design and delivery. Ability to identify and manage impacts of change on the operating model. Proficiency in analyzing, reviewing, and testing operating models against strategic direction. Skills in developing conceptual, logical, and application data models. Ability to collaborate with finance business teams to enhance understanding, interpretation, design, and implementation. Education: Bachelor's Degree in related field

Key Skills: Basel, Credit Risk, Regulatory Reporting, Business Analyst, Agile Roles and Responsibilities: Translate and refine business strategy into finance data provisioning operating models. Champion operational capabilities within the program. Design, implement, and drive process and controls improvements across the program. Support change, design, and delivery, working closely with Finance, IT, Risk, and the Business. Identify and manage impacts of change to the operating model, ensuring effective program implementation. Analyze, review, and test the current operating model against strategic direction, making necessary revisions. Assist in the design and development of conceptual, logical, and application data models in line with the organization's Future State Finance Data Asset Strategy. Collaborate with finance business teams to enhance understanding, interpretation, design, and implementation. Skills Required: Ability to translate and refine business strategy into operational models for finance data provisioning. Expertise in championing operational capabilities within the program. Proven experience in designing, implementing, and driving process and control improvements. Strong capability to support change, design, and delivery in collaboration with Finance, IT, Risk, and Business teams. Skilled in identifying and managing the impacts of change on the operating model to ensure successful program implementation. Experience in analyzing, reviewing, and testing the current operating model against the strategic direction, and making necessary revisions. Knowledge of assisting in the design and development of conceptual, logical, and application data models that align with the Future State Finance Data Asset Strategy. Education: Bachelor's Degree in related field

Lead Quantitative Analytics Specialist ALM Modeling Balance sheet modeling IRRBB EVE FTP Deposit models Liquidity Risk models About this role: Wells Fargo is seeking a Lead Quantitative Analytics Specialist. Corporate Risk helps Wells Fargo businesses identify and manage risk. The team focuses on three key risk areas: credit risk, operational risk and market risk. As the company's second line of defense, Corporate Risk or Independent Risk Management provides independent oversight of risk-taking activities. Independent Risk Management establishes and maintains Wells Fargo's risk management program and provides oversight, including challenges to and independent assessment of the frontline's execution of its risk management responsibilities. Corporate Risk roles depend on a variety of skills, viz. data analysis and synthesis, root cause analysis, change management, process management & execution, risk governance, risk strategy, risk identification & assessment, risk prevention, controls & mitigation, risk monitoring, reporting & escalation, risk systems & technology. In this role, you will: Lead complex initiatives including creation, implementation, documentation, validation, articulation, and defense of highly statistical theory Qualify monitor markets and forecast credit and operational risks Strategize short and long-term objectives, and provide analytical support for a wide array of business initiatives Utilize stochastic, structured securities, spread analysis, with the expertise in the theory and mathematics behind the analysis Review and assess models inclusive of technical, audit, and market perspectives Identify structure and scope of review Enable decision making for product and marketing with broad impact and act as key participant to develop and document analytical models Collaborate and consult with regulators and auditors Present results of analysis and strategies Required Qualifications: 5+ years of Quantitative Analytics experience, or equivalent demonstrated through one or a combination of the following: work experience, training, military experience, education Master's degree or higher in a quantitative discipline such as mathematics, statistics, engineering, physics, economics, or computer science Desired Qualifications: Risk Modeling Group (RMG) Forecasting: The team is responsible for development and delivery of models leveraged for Credit Risk, Compliance Risk, and Operational Risk. These include models for credit and pre-provision net revenue (PPNR) forecasting, and fair lending. Deposit & PPNR: This team within RMG (Risk Modeling Group) Forecasting is responsible for driving entire model life cycle (model development, monitoring & forecasting) of Wells Fargo deposit balance and yield. Deposit & PPNR team support Pre-Provision Net Revenue (PPNR) estimates including forecasting deposit balance & rate models to support ALM, FP&A, CCAR and Recovery and Resolution Planning. Team is responsible for the design, development, delivery, monitoring and forecasting of econometric forecasting models for Deposit (Interest Expense), Fees (Non-II) & Expense (Non-IE) components to support business planning and economically sensitive CCAR submission. Enhance Deposit modeling framework effectively ensuring consistency in modeling methodologies, Annual/Semi-Annual validations and Audit- tracking thereby ensuring controlled model risk Contribute to the banks balance sheet and income statement modeling methodologies in support of asset & liability management (ALM), FP&A and capital planning by capturing interest rate risk in the banking book (IRRBB) by EVE Responsible for steering stakeholder conversations of user review and model challenge sessions with Business, Finance, Treasury and Model Risk Management for signoffs on Champion & Challenger models Conduct econometric and statistical analysis of time series and panel data sets Knowledge on Python/R/SAS is must Knowledge on model life cycle (development, monitoring, implementation and forecasting) and its intricacies are good to have Should possess strong documentation capabilities which would effectively convey complex models and processes Communicate design and results of complex models to a variety of audiences, including senior management, bank supervisors, Model Governance, Internal Audit and LOB end users Coordinate with business partners, including forecasting teams, and end users to ensure accurate model usage and implementation Adhere to model validation governance to ensure models are following policy and are working as intended, address model validation and regulatory feedback issues Solving model development and model analytics/forecasting challenges in python with quick turn arounds Master's degree or higher in a quantitative field such as Statistics/Economics 5+ years of experience in Deposit & PPNR, Treasury Analytics , or equivalent demonstrated through one or a combination of the following: work experience, training, military experience, education 5+ years of experience in Deposit balance sheet modeling and treasury/liquidity analytics in support of asset & liability management (ALM), FP&A and capital planning by capturing interest rate risk in the banking book (IRRBB) by EVE 5+ years of advanced programming expertise in SAS or Python or R Strong documentation and project management capabilities with ability to prioritize work, meet deadlines, achieve goals, and work under pressure in a dynamic and complex environment Excellent verbal, written, and interpersonal communication skills Strong ability to develop partnerships and collaborate with other business and functional areas Excellent verbal, written, and interpersonal communication skills Perform various complex activities related to deposit balance sheet modeling Provide analytical support for development, remediation, monitoring, and production of Deposit & PPNR models Support development, implementation, execution and monitoring of Regulatory models such as Basel, CECL, and CCAR models Develop dynamic dashboards; analyze key risk parameters to help understand changes in business and model performance Identify opportunities and deliver process improvements, standardization, rationalization and automations Enhance and standardize performance analysis, reporting packages and business loss forecast processes Maintain documentation for development, implementation and monitoring of processes across the team with focus on standardization of controls Ability to identify and manage complex issues and negotiate solutions within a geographically dispersed organization

About The Role : In Scope of Position based Promotions (INTERNAL only) Job TitleProduct Tagging Validation Specialist Corporate TitleAVP LocationMumbai, India Role Description This role in Product Tagging Validation team is responsible for validating the product name assigned to trades across all asset classes globally. The product name is used to determine model appropriateness and classify trades for various reporting processes (such as Regulatory Reporting, trader mandates, etc.). As part of Valuations Control (IPV) team this role ensures DB approved valuation models are used for pricing/risk generation for a particular product. This role interacts regularly with the Front Office (Strats and Trading), Global Model Validation Group, Pricing Analytics, Group Audit and Global Technology. In addition to tag validation, the team is also responsible for calculating FV Reserves due to Model limitation/deficiency and provide transparency on IFRS lvelling. This team also assists the Front Office with the remediation of tagging exceptions. The ultimate goal is to establish an efficient, accurate, up-front control over the tagging of trades such that error detection and subsequent remediation are not required. Therefore, there is a substantial amount of project work in addition to a business as usual process. What we'll offer you As part of our flexible scheme, here are just some of the benefits that youll 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 As a product specialist you will be responsible for: Analysing products and trade booking to determine the logic required to automatically determine the product type and features. Ensure dbapproved product-model combinations used, identify exceptions and work with stakeholders towards remediation. Engage with IPV business aligned teams to provide them visibility on exceptions and calculate model limitation/deficiency reserves and/or appropriate IFRS levellings. Enhancing the BAU process by improving validation efficiency and accuracy and ultimately converting it from a monthly into a daily process. Working with developers to implement validation logic to ensure it is consistently applied and sufficiently documented. Working with Trading and Strats to remediate product tagging and definition issues to improve the Model Risk Control environment. Managing operational risk by ensuring processes are documented and staff are cross-trained. Developing your technical expertise to ensure you have the knowledge to face-off against technical experts in divisions outside of Business Finance. Producing presentations and communicating progress to Auditors and Regulators. Your skills and experience Previous experience working with banking products and understanding how theyre booked Experience in dealing with Front Office business leaders Pricing and modeling of derivative products Knowledge of front-to-back architecture of Investment Banks Programming experience in SQL, C++, Python an advantage Education/ Qualifications/Character Degree 2.1 or above (or equivalent) ACA, CIMA, CFA, Relevant Masters Degree Strong derivatives product knowledge Control focused, deadline orientated, team player with high attention to detail People Management The behaviours provided below should be adopted by all Deutsche Bank employees in relation to their development and management of others. Supports the development of an environment where people management and development is the number one priority. Coaches direct reports and others in the organisation, as appropriate Actively supports the business strategy, plans and values, contributing to the achievement of a high performance culture Takes ownership for own career management, seeking opportunities for continuous development of personal capability and improved performance contribution Acts as a role model for new employees, providing help and support to facilitate early integration and assimilation of their new environment Supports tough people decisions to ensure people performance is aligned with organisation imperatives and needs. Addresses individual performance issues, where necessary, to drive for high performance How we'll support you Training and development to help you excel in your career. Coaching and support from experts in your team. A culture of continuous learning to aid progression. A range of flexible benefits that you can tailor to suit your needs. About us and our teams Please visit our company website for further information: https://www.db.com/company/company.htm We strive for a culture in which we are empowered to excel together every day. This includes acting responsibly, thinking commercially, taking initiative and working collaboratively. Together we share and celebrate the successes of our people. Together we are Deutsche Bank Group. We welcome applications from all people and promote a positive, fair and inclusive work environment.

About The Role : In Scope of Position based Promotions (INTERNAL only) Job TitleMarket Risk Analyst LocationPune, India Corporate TitleNCT Role Description This role focuses on a number of activities across Market Risk Metric Production and Analysis , Data Quality and Reporting for individual asset classes and Deutsche Bank as a whole. The role involved data validation and reporting and front to back process control of an asset class e.g. Equity, Credit, FX, Rates, Emerging Markets, and Treasury etc. The role includes market Risk Metric Production and Analysis using Historical Simulation, provision of analysis and explains across all relevant risk metrics. The role involves Run the Bank (RTB) Change Support through continuous improvement, business process reengineering, stability and process optimisation, test execution management. The role extends into Data Quality and Operational Governance - data standards, completeness and accuracy, BCBS compliance, governance, documentation (KOP). Team / division overview Market Risk Management (MRM) provides an independent view of market risks to Deutsche Banks senior management and manages Deutsche Banks Market Risk position in an independent and neutral way. The Market Risk Analysis and Control (MRAC) function is responsible for the provision of all official market risk metrics and core analysis in support of risk management decision making, on behalf of the Market Risk Management department. The team has a global presence with staff located in London, New York, Singapore, Mumbai and Pune. What we'll offer you As part of our flexible scheme, here are just some of the benefits that youll 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 As a Market Risk Analyst primary responsibilities will be: Risk feed validation, mapping and related control Running of daily, weekly and month risk metrics like VaR, SVaR, IRC etc Review of various risk metrics at a business & portfolio level Generation and review of critical risk reports across different risk metrics VaR/ SVaR, EC, PST, IRC Work closely with other Market Risk functions, MRMs and Finance teams for risk analysis and resolve issues around respective asset classes Collate and analyse data to help highlight the issues that are impacting the daily production process and contribute to initiatives to resolve them. Contribute to governance forums around BCBS239 Support testing of the banks risk models e.g Stressed Period Selection etc. Your skills and experience Grad/post-grad degree. Qualified in a numerate discipline (Engineering/Maths/Statistics) will be plus. Strong understanding of financial markets, products, derivative pricing, and methodology. Excellent communication skills ability to articulate technical and financial topics with global stakeholders A reliable team player with the motivation to work in a dynamic, international and diverse environment. A committed and motivated individual for self-development and growth Keen interest in various risk frameworks and how they are interconnected for banks capital Basic experience in using large datasets with experience in relevant software packages, e.g. MS Excel, MS Access, VBA, and SQL. Experience with additional programming languages is a plus, e.g. Python, Matlab, Sql Knowledge of coding in Python and Tableau exploration useful Able to multi-task and deliver under tight deadlines Able to work different shifts How we'll support you Training and development to help you excel in your career Coaching and support from experts in your team A culture of continuous learning to aid progression A range of flexible benefits that you can tailor to suit your needs

About The Role : In Scope of Position based Promotions (INTERNAL only) Job Title Risk Portfolio Analyst Location Mumbai, India Corporate Title Associate Role Description The Market Risk Analysis and Control (MRAC) function is responsible for the provision of all official market risk metrics and core analysis in support of risk management decision making, on behalf of the Market Risk Management department. The team has a global presence with staff located across the globe. The team operates a business/asset class and risk metric aligned organizational matrix supported by central functions. The role is with the market risk portfolio team which is one of the central function teams. Team / division overview Portfolio Risk - Portfolio Risk provides a cross asset top-down view for senior management to understand the various market risks across the trading and banking landscape that DB Group is exposed to; including highlighting material risks whether they are driven by individual trades or caused by concentrations or market liquidity concerns. In collaboration with the Market Risk Managers the team designs the risk appetite and risk identification frameworks ensuring a consistent adoption of industry leading standards. The team works closely with Market Risk Managers covering all asset classes along with other key stakeholders across the enterprise. What we'll offer you As part of our flexible scheme, here are just some of the benefits that youll 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 As a Risk Portfolio Analyst, you will: Identify the top and emerging risks each week, including sourcing the relevant information from other teams in MRAC and the business MRMs. Review and understand the market risk RWA, including staying abreast of the development of this metric. Understanding of market risk FRTB RWA regulations. Perform deep dive analysis into concentrations of risk or emerging items of interest, providing high quality and accurate information / commentary at a level for senior management consumption. Coordinate across business aligned market risk teams to understand changes in risk and impacts on capital and risk management metrics (VaR). Support ad hoc queries from senior management, regulator, auditor etc on movements in risk and historical trends. Prepare daily / weekly reports with appropriate commentaries on risk changes. Support the analysis and communication of portfolio level topics to senior management and their committees. Develop necessary tools to facilitate more efficient analysis of risk. Your skills and experience University degree in Economics, Mathematics or another quantitative subject. 4-8 years' experience in Market Risk within the Financial Market / Investment Banking industry (other relevant backgrounds e.g. Trading, Product Control, IPV will also be considered). In depth understanding of other Market Risk measurement techniques e.g. VaR, RNiV, Economic Capital, IRC, etc. Conversant & interested in macroeconomic / geopolitical events, both current and historical A reliable team player with the motivation to work in a dynamic, international, and diverse environment. Strong interpersonal skills and ability to build relationships across different stakeholder groups. MS Office proficient, especially Excel and PowerPoint. Python/ VBA / SQL skills would be advantageous. How we'll support you Training and development to help you excel in your career. Coaching and support from experts in your team A culture of continuous learning to aid progression. A range of flexible benefits that you can tailor to suit your needs. About us and our teams Please visit our company website for further information: https://www.db.com/company/company.htm We strive for a culture in which we are empowered to excel together every day. This includes acting responsibly, thinking commercially, taking initiative and working collaboratively. Together we share and celebrate the successes of our people. Together we are Deutsche Bank Group. We welcome applications from all people and promote a positive, fair and inclusive work environment.