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Are you intellectually curious and passionate about promoting solutions across organizational boundaries Join the Consumer & Community Banking (CCB) Stress Testing Transformation team for an exciting opportunity to design and implement creative solutions for the future of stress testing and annual CCAR exercises. As an Associate in the Stress Testing Transformation Solution team, you will be a strategic thinker dedicated to crafting innovative solutions for the future of Stress Testing. You will be engaged in solving complex problems, showcasing strategic thought leadership, and reshaping the operational processes of our stakeholders. By leveraging a profound understanding of CCB Stress Testing processes and extensive knowledge in the Finance domain, you will develop scalable solutions that enhance process efficiencies, optimize data asset utilization, and enhance platform capabilities. Your responsibilities will include collaborating with cross-functional teams to lead the design and implementation of end-to-end solutions for Stress Testing, identifying and addressing business challenges with various technical solutions. You will contribute your expertise in process re-engineering and offer guidance for significant Stress Testing transformation initiatives. Furthermore, you will assess, challenge, and propose solutions for the end-to-end Stress Testing process, focusing on data sources and influencing the roadmap. Proactively learning new technologies to evaluate and recommend solutions and architectures, including integration with APIs, Python, and AI/ML technologies with other enterprise applications will be a key aspect of your role. Additionally, you will leverage your business knowledge and expertise in CCAR, Stress Testing, and forecasting to drive process transformation. By simplifying complex issues into manageable steps or achievements, you will play a pivotal role in the team's success. Ensuring strong controls in close collaboration with internal functions and in compliance with company policies will be essential. **Required qualifications, capabilities, and skills:** - Bachelor's degree in finance or related field and/or CA/ CFA/ MBA / PGDBM from a top-tier institute - 8+ years of experience in Analytics Solution, Data Analytics, or Planning & Analysis roles - Profound knowledge of Financial Planning, forecasting, Stress testing/CCAR, and data sources used in these processes - Experience with Databricks, SQL, Python, or other data platforms - Proficiency in modeling data and utilizing data transformation tools on large datasets - Ability to collaborate with global teams and excel in a fast-paced, results-driven environment - Possess a transformation mindset with strong strategic thinking, problem-solving, and analytical skills **Preferred qualifications, capabilities, and skills:** - Program Management experience, including transformation, problem-solving, and analytical skills,

Are you seeking an exciting opportunity to join a dynamic and growing team in a fast-paced and challenging environment This unique role offers you the chance to collaborate with the Business team to provide a comprehensive view. As a Loss Forecasting Modeling Analytics Associate in the Consumer Credit Risk Management team, your primary responsibility will be to execute credit loss forecasting models. You will diagnose model accuracy and lead analyses to evaluate relationships and patterns that impact the loss performance of our product portfolio. Your role will involve spearheading the control framework within our function and executing processes through analytical insights, predictive analysis, and newer technology applications. This position presents an exciting opportunity for skill development in a fast-paced setting. The Loss Forecasting team within Consumer Credit Risk Management is tasked with providing reasonable forecasts of delinquencies, charge-offs, and recovery of charged-off assets throughout the year. These forecasts are essential for regulatory exercises such as CCAR, capacity planning, and budgeting in collaboration with P&A, collections, and recovery teams. Additionally, the team monitors the portfolio's health and communicates emerging trends to stakeholders and senior management. **Job Responsibilities:** - Execute credit loss forecasting models to predict credit losses and allowance for the product portfolio, supporting regulatory exercises like CCAR, CECL, firmwide Risk Appetite, and Budget. - Present the results and levers of loss forecasting to senior management and internal stakeholders. - Diagnose model parameters and collaborate with the modeling team to propose changes for accuracy at granular segments. - Engage in cross-functional communications with Risk Management, Finance, Marketing, and Collections to incorporate strategic initiatives into the forecast. - Conduct macro sensitivity analytics, loss, and allowance attribution, deep dives, and storyboarding. - Lead advanced analyses to evaluate relationships and patterns driving loss performance. **Required Qualifications, Capabilities, and Skills:** - Bachelor's or Master's Degree in a quantitative discipline (Finance/Stats/Econ/Math/Engineering) or equivalent work/training. - Minimum of 4 years of banking analytics, product/revenue analytics, FP&A, and/or consulting experience for a senior Associate role. - Minimum of 2 years of banking analytics, product/revenue analytics, and/or consulting experience for an Associate role. - Proficiency in Microsoft Office suite of products (Advanced Excel, VBA, and PowerPoint). - Strong analytical and problem-solving skills with the ability to interpret large amounts of data and understand its operational and financial implications. - Well-organized and structured with excellent communication and presentation skills. **Additional Qualifications:** - Working knowledge of regulatory modeling (IFRS9/CECL/CCAR). - Credit risk experience in one or more US consumer credit portfolios. - Working knowledge of P&A, product analytics, statistical modeling, and model execution. - Actual work experience in Python/SAS/SQL/Alteryx/Cloud application architecture. In summary, this role offers a challenging yet rewarding opportunity to contribute to credit loss forecasting models and play a crucial role in the Consumer Credit Risk Management team.,

About The Role : In Scope of Position based Promotions (INTERNAL only) Job TitleSenior Analyst, MoRM (DIPL) 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 . . .

PLEASE DO NOT APPLY ON NAUKRI PORTAL, APPLY ON BELOW LINK https://crowe.wd12.myworkdayjobs.com/External_Careers/job/Noida-Uttar-Pradesh-India/Model-Risk-Senior-Consultant_R-47692 Your Journey at Crowe Starts Here: At Crowe, you can build a meaningful and rewarding career. With real flexibility to balance work with life moments, you’re trusted to deliver results and make an impact. We embrace you for who you are, care for your well-being, and nurture your career. Everyone has equitable access to opportunities for career growth and leadership. Over our 80-year history, delivering excellent service through innovation has been a core part of our DNA across our audit, tax, and consulting groups. That’s why we continuously invest in innovative ideas, such as AI-enabled insights and technology-powered solutions, to enhance our services. Join us at Crowe and embark on a career where you can help shape the future of our industry. Job Description: The Model Risk Senior Consultant will be responsible for performing consulting projects for a variety of financial services clients. This primarily includes consulting with clients about model risk management practices and providing model validation services, primarily for credit risk and treasury management (ALM)/finance related models. In addition, the role will also perform the following: Complete key aspects of client service projects from planning to completion. Become a trusted advisor to client management by providing appropriate recommendations and solutions. Able to make and sustain meaningful client relationships. Support proposal and business development activities by identifying new target clients, building business relationships with key executives, and developing and presenting proposals. Qualifications: Bachelor’s degree in Finance, Statistics, Financial Engineering, or Economics or equivalent combination of education and experience. 4+ years’ of experience of working in financial institutions, Big 4 or equivalent, or regulatory supervisory of financial institutions. Working knowledge of: Model risk management regulatory guidance (SR 11-7, OCC 2011-12, FDIC FIL-22-2017). Credit risk model types (e.g., CECL, PD/LGD, Roll Rate, Scorecards, Stress Testing, etc.). Other model types (e.g., Asset Liability Management, Pricing, Mortgage Servicing Rights, etc.). Direct experience performing model validations or model development, including concepts such as back testing, stress testing, sensitivity testing, and benchmarking. Technical knowledge about data processing, data storage, and data visualization. A self-starter who can prioritize multiple tasks, be resourceful and able to research and find solutions. Write and present to clients clear and concise reports and presentations containing meaningful recommendations. Direct and deliver significant engagements that deliver value to clients through project management, creation of deliverables and knowledge transfer. Manages engagement to ensure quality and is delivered within budget. Engagements are frequently conducted remotely. This position requires travel up to 30%. Additional skills desired: Solid analytical background and knowledge of econometrics. Knowledge of risk ratings, risk rating /scorecard methodology, model governance, model development, CECL, DFAST, CCAR and capital allocation methodology would be a plus. Experience with statistical packages such as SAS, Matlab, Stata, Python, and R. Experience with database management, such as SQL. Experience with data visualization tools such as Microsoft Power BI, Tableau, QlikView. Working towards or having professional certification preferred (e.g., RMA CRC, CFA, FRM). We expect the candidate to uphold Crowe’s values of Care, Trust, Courage, and Stewardship. These values define who we are. We expect all of our people to act ethically and with integrity at all times. Our Benefits: At Crowe, we know that great people are what makes a great firm. We value our people and offer employees a comprehensive benefits package. Learn more about what working at Crowe can mean for you! How You Can Grow: We will nurture your talent in an inclusive culture that values diversity. You will have the chance to meet on a consistent basis with your Career Coach that will guide you in your career goals and aspirations. Learn more about where talent can prosper! More about Crowe: C3 India Delivery Centre LLP formerly known as Crowe Howarth IT Services LLP is a wholly owned subsidiary of Crowe LLP (U.S.A.), a public accounting, consulting and technology firm with offices around the world. Crowe LLP is an independent member firm of Crowe Global, one of the largest global accounting networks in the world. The network consists of more than 200 independent accounting and advisory firms in more than 130 countries around the world. Crowe does not accept unsolicited candidates, referrals or resumes from any staffing agency, recruiting service, sourcing entity or any other third-party paid service at any time. Any referrals, resumes or candidates submitted to Crowe, or any employee or owner of Crowe without a pre-existing agreement signed by both parties covering the submission will be considered the property of Crowe, and free of charge.

Your journey at Crowe starts here. At Crowe, you can build a meaningful and rewarding career with real flexibility to balance work with life moments. You are trusted to deliver results and make an impact. We embrace you for who you are, care for your well-being, and nurture your career. Everyone has equitable access to opportunities for career growth and leadership. Over our 80-year history, delivering excellent service through innovation has been a core part of our DNA across our audit, tax, and consulting groups. That's why we continuously invest in innovative ideas, such as AI-enabled insights and technology-powered solutions, to enhance our services. Join us at Crowe and embark on a career where you can help shape the future of our industry. The Model Risk Senior Consultant will be responsible for performing consulting projects for a variety of financial services clients. This primarily includes consulting with clients about model risk management practices and providing model validation services, primarily for credit risk and treasury management (ALM)/finance related models. In addition, the role will also perform the following: - Complete key aspects of client service projects from planning to completion. - Become a trusted advisor to client management by providing appropriate recommendations and solutions. Able to make and sustain meaningful client relationships. - Support proposal and business development activities by identifying new target clients, building business relationships with key executives, and developing and presenting proposals. Qualifications: - Bachelor's degree in Finance, Statistics, Financial Engineering, or Economics or equivalent combination of education and experience. - 4+ years of experience of working in financial institutions, Big 4 or equivalent, or regulatory supervisory of financial institutions. - Working knowledge of model risk management regulatory guidance (SR 11-7, OCC 2011-12, FDIC FIL-22-2017). - Credit risk model types (e.g., CECL, PD/LGD, Roll Rate, Scorecards, Stress Testing, etc.). - Other model types (e.g., Asset Liability Management, Pricing, Mortgage Servicing Rights, etc.). - Direct experience performing model validations or model development, including concepts such as backtesting, stress testing, sensitivity testing, and benchmarking. - Technical knowledge about data processing, data storage, and data visualization. - A self-starter who can prioritize multiple tasks, be resourceful and able to research and find solutions. - Write and present to clients clear and concise reports and presentations containing meaningful recommendations. - Direct and deliver significant engagements that deliver value to clients through project management, creation of deliverables, and knowledge transfer. - Manages engagement to ensure quality and is delivered within budget. - Engagements are frequently conducted remotely. - This position requires travel up to 30%. Additional skills desired: - Solid analytical background and knowledge of econometrics. - Knowledge of risk ratings, risk rating/scorecard methodology, model governance, model development, CECL, DFAST, CCAR, and capital allocation methodology would be a plus. - Experience with statistical packages such as SAS, Matlab, Stata, Python, and R. - Experience with database management, such as SQL. - Experience with data visualization tools such as Microsoft Power BI, Tableau, QlikView. - Working towards or having professional certification preferred (e.g., RMA CRC, CFA, FRM). We expect the candidate to uphold Crowe's values of Care, Trust, Courage, and Stewardship. These values define who we are. We expect all of our people to act ethically and with integrity at all times. Our Benefits: At Crowe, we know that great people are what make a great firm. We value our people and offer employees a comprehensive benefits package. How You Can Grow: We will nurture your talent in an inclusive culture that values diversity. You will have the chance to meet on a consistent basis with your Career Coach that will guide you in your career goals and aspirations. More about Crowe: C3 India Delivery Centre LLP, formerly known as Crowe Howarth IT Services LLP, is a wholly-owned subsidiary of Crowe LLP (U.S.A.), a public accounting, consulting, and technology firm with offices around the world. Crowe LLP is an independent member firm of Crowe Global, one of the largest global accounting networks in the world. The network consists of more than 200 independent accounting and advisory firms in more than 130 countries around the world. Crowe does not accept unsolicited candidates, referrals, or resumes from any staffing agency, recruiting service, sourcing entity, or any other third-party paid service at any time. Any referrals, resumes, or candidates submitted to Crowe, or any employee or owner of Crowe without a pre-existing agreement signed by both parties covering the submission will be considered the property of Crowe, and free of charge.,

Job Description: As an Analyst/Sr Analyst for Model Monitoring and Implementation at Northern Trust, you will play a vital role within the Model Strategy & Data Analytics team. Your primary responsibility will be to monitor and implement various models such as PPNR, Credit Risk, Operational Risk, and Market Risk models. This individual contributor role will involve tasks throughout the model lifecycle, including monitoring, recalibration, and implementation. You will also be involved in developing and maintaining monitoring tools using SAS for CCAR, Basel, and CECL purposes. Your key responsibilities will include monitoring, recalibrating, and implementing models such as CCAR models (PD/EAD/LGD), CECL models (PD/EAD/LGD), Basel models (PD/EAD/LGD), operational risk analytics models, and PPNR models. You will evaluate existing monitoring tools, assess development needs, and ensure compliance with different regulations such as CCAR, CECL, Basel, and IFRS9. Additionally, you will conduct analysis, interact with committees and senior management, and provide technical expertise to enhance the overall risk framework. To qualify for this role, you should have a Master's degree in Statistics, Economics, Mathematics, or an advanced degree in a quantitative area. You must possess strong knowledge of BASEL, CCAR, DFAST, CECL, and SR-11/7, along with at least 1 year of hands-on experience in monitoring, validation, or model building. Proficiency in R, SAS, Matlab, advanced Excel techniques, and VBA programming is required, with SAS being preferred. Strong quantitative skills, multitasking abilities, organizational skills, and excellent communication skills in English are also essential. Joining Northern Trust means being part of a flexible and collaborative work culture that encourages movement within the organization and offers opportunities for professional growth. As a company committed to serving the communities it operates in, Northern Trust provides a workplace with a greater purpose. If you are excited about this role and the prospect of working with us, we encourage you to apply today and discuss your flexible working requirements to achieve greater success together.,

The Model Validation Senior Specialist role at Deutsche Bank, based in Mumbai, India, falls under the Model Risk Management department. The primary objective is to manage model risk globally by conducting independent model validation, identifying and mitigating model risks, and supporting the overall model risk management framework. This position focuses on validating stress testing models for the CCAR PPNR umbrella within DB USA, necessitating an understanding of various business segments such as Corporate Banking, Private Banking, and Investment Banking. The incumbent will be responsible for tasks including model performance testing, scenario analysis, and developing challenger models. Automation of processes and framework enhancement to drive efficiency is a key aspect of the role. The ideal candidate should have 2-3 years of experience in model development/validation or related areas, with a preference for previous exposure to stress testing (DFAST/CCAR/ICAAP). Knowledge of B/PPNR models across different business lines and familiarity with financial statements analysis will be advantageous. Proficiency in statistical techniques, analytical skills, and experience with software packages like R and Python are essential. Strong communication skills, report drafting abilities, and a background in Mathematics, Statistics, Economics, Engineering, or MBA are preferred. Additionally, holding a CFA/FRM certification or expertise in Business Intelligence tools will be beneficial for the role. Deutsche Bank offers a comprehensive benefits package that includes a competitive leave policy, gender-neutral parental leaves, childcare assistance benefit, sponsorship for industry certifications, and healthcare coverage for employees and dependents. The organization emphasizes training, coaching, and continuous learning to support career progression. The culture at Deutsche Bank promotes responsibility, commercial thinking, initiative, and collaboration, fostering an environment where employees are empowered to excel together every day. For more information about Deutsche Bank and its teams, please visit the company website at https://www.db.com/company/company.htm. The company values diversity and inclusivity, encouraging applications from individuals of all backgrounds to contribute to a positive and fair work environment.,

Assist Compliance Officer in compliance duties for regulations & rules issued by SEBI Monitor the resolution of client grievances for all projects Support the Compliance Officer in monitoring the compliance of Operations Provide regular reports Required Candidate profile Understanding of compliance regulations Compliance-related duties for regulations and rules issued by SEBI under KRA Regulation, UIDAI, CCA, GSTN, or the Central Government. Contact-Ankit-8104808547

- Establish relationships across the organisation to understand, interpret and document the firms data flows in line with the Data Governance Framework and Methodology - Partner with business and IT SMEs to define the banks data, in line with our enterprise wide data language - Identify and document the key controls that exist along the data flows that maintain the integrity of data and facilitate control framework assessments that ensure known gaps or issues documented - Maintain an excellent standard for all aspects of project delivery and governance, including planning, status reporting and risk management - Support the Lead analyst and partner with other team members, aligned businesses and control functions across teams and divisions - Train and mentor junior analysts/YG to enhance team capabilities. - Develop training materials and conduct Knowledge sharing session \ to the team - Prepare for, attend and actively contribute to process governance meetings. - Ensure compliance with established data governance frameworks. Profile required - 4+ years of experience in Banking/Financial services, Business Operations, Group functions(Risk, Finance, Compliance,), Consulting services or Data Management space within other industries. - Excellent analysis and documentation skills with the ability to grasp new concepts easily and adapt within a changing environment - Knowledge of banking and capital markets and / or familiarity with regulations such as BCBS, CCAR, IFRS - Understanding of data governance management/platforms - Experience in Data Lineage/ Data Management office is desirable. - Methodical, concise and accurate with strong attention to detail and excellent organisational skills, including the ability to work under pressure and meet stringent deadlines - Excellent stakeholder management and communication skills, both written and oral; comfortable interacting with colleagues at all levels - Team player with a flexible, adaptable approach to work and self driven

This position requires a seasoned professional as a Senior Manager with specialized knowledge of credit risk management. You will be overseeing the development, enhancement, and validation of credit risk models, ensuring compliance with regulatory standards, and driving innovation in risk management practices. The ideal candidate should have hands-on experience in Credit Risk Model Validation or Development with SAS and Python. You should also possess good hands-on experience in Regulatory Models such as AIRB, CECL, CCAR, Basel, IFRS9. You will primarily work as a consultant for the centralized advanced analytics team of a banking or financial firm focusing on Credit Risk Model Development/Validation and Researcher Specialist. Your responsibilities will include interacting with various business units including risk, finance, controllership stakeholders, and coordinating with auditors and model development or validation teams to ensure adherence to Enterprise Modeling Governance standards. Your activities will involve providing thought leadership, developing and executing modeling strategies, designing, developing, and validating predictive models, conducting testing and validation methodologies, providing analytical support for risk mitigation, assessing data quality, leading and mentoring junior team members, proposing monitoring system improvements, conducting in-depth research on credit risk modeling policies, and contributing to white-paper creation. Minimum Qualifications: - Experience in developing, validating models and risk management of credit risk models. - Knowledge of various statistical techniques and proven skill in regulatory and non-regulatory credit risk modeling. - Understanding and experience with regulatory risk model development/validation guidelines such as SR 11-7, Basel IRB, CCAR, CECL, IFRS9, etc. - End-to-end development or independent validation of credit risk and regulatory models (PD, LGD, EAD, Stress Testing, CECL, Credit Scorecards, AML, counter fraud models, etc.). - Expertise in developing statistical/mathematical and machine learning based models, working with large data sets using SQL, ETL, SAS, Python, R. - Master's degree in a quantitative discipline (Statistics/Economics/Finance/Data Science, etc.). - Strong client management, communication, presentation skills. - Self-driven, proactive, with a "can-do" attitude, able to work under ambiguity and minimal supervision. - Strong project management experience, ability to communicate and coordinate across multiple business units. - Lead projects, provide thought leadership, technical guidance, training, and oversight. Preferred Qualifications: - Strong networking, negotiation, influencing skills. - Knowledge of credit risk management for retail and wholesale lending products. - Hands-on experience in Machine Learning modeling techniques. - Prior Project Management and People Management expertise. Required Skills And Certifications: - Model Validation. - SAS. - Python. - Regulatory Model. - Model Development. - Credit Risk.,

The Senior Analyst, MoRM (DIPL) position based in Mumbai, India involves actively managing model risk globally in line with the bank's risk appetite. The primary responsibilities include performing independent model validation, identifying and mitigating model risks, designing model risk metrics, implementing a robust model risk management framework, and supporting bank-wide model risk-related policies and practices. This role encompasses validation applicable to estimation approaches within the Deutsche Bank Combined US Operations (CUSO) across various business units and risk types. As a Senior Analyst in Model Risk Management, you will be responsible for validating Stress testing models under the CCAR PPNR umbrella for DB USA. It is crucial to have an understanding of different aspects of the bank's business within Corporate Banking, Private Banking, Investment Banking, and other business segments. The role may involve flexibility in moving across different risk areas within the US model validation team. Key tasks include model performance testing, scenario and sensitivity analysis, assessing model assumptions, developing challenger models, and ensuring compliance with regulatory guidelines and bank policies. The ideal candidate should have 2-3 years of experience in model development/validation, with a preference for previous experience in stress testing such as DFAST/CCAR/ICAAP. Knowledge of B/PPNR models, financial statement analysis, statistical techniques, analytical skills, and proficiency in software packages like R and Python are essential. Strong report drafting skills, presentation abilities, and communication skills are also required. Candidates with backgrounds in Mathematics, Statistics, Economics, Engineering, or MBA are preferred, and additional certifications like CFA/FRM would be advantageous. Experience with Business Intelligence tools and framework development would be a plus. The position offers benefits including a leave policy, parental leaves, childcare assistance, sponsorship for certifications, employee assistance programs, insurance coverage, and health screening. Training, coaching, and a culture of continuous learning are provided to support career development. Deutsche Bank Group promotes a positive, fair, and inclusive work environment and values collaboration and initiative among its employees. For further details about our company and teams, please visit our website at https://www.db.com/company/company.htm. Join us in striving for excellence together every day, acting responsibly, thinking commercially, and celebrating the successes of our people as part of the Deutsche Bank Group. We welcome applications from individuals of all backgrounds to contribute to our diverse and inclusive workplace.,

As a Senior Analyst in Model Risk Management (MoRM) at Deutsche Bank, your primary responsibility will be to manage and actively validate model risk globally in alignment with the bank's risk appetite. This includes performing independent model validation, early identification and mitigation of model risks, designing model risk metrics, and implementing a robust model risk management and governance framework. You will support bank-wide model risk-related policies and practices. Your role will involve validating stress testing models used within the CCAR PPNR umbrella for DB USA, requiring an understanding of various aspects of the bank's business across Corporate Banking, Private Banking, and Investment Banking segments. You will be expected to conduct model performance testing, scenario analysis, sensitivity analysis, and conceptual assessments of model assumptions, limitations, and weaknesses. Additionally, you will develop challenger models, automate processes, and enhance frameworks to ensure efficiency. To excel in this role, you should have 2-3 years of professional experience in model development/validation or related areas, with prior exposure to stress testing such as DFAST/CCAR/ICAAP being advantageous. Knowledge of B/PPNR models across different lines of business and the ability to analyze financial statements will be beneficial. Proficiency in statistical techniques, analytical skills, and experience with software packages like R and Python are essential. Strong report drafting skills, along with good presentation and communication abilities, are required. A background in Mathematics, Statistics, Economics, Engineering, or MBA, along with CFA/FRM certifications, will be advantageous. At Deutsche Bank, you will have access to a range of benefits, such as a best-in-class leave policy, gender-neutral parental leaves, childcare assistance, sponsorship for certifications, and comprehensive insurance coverage. Training, coaching, and a culture of continuous learning will support your career progression. Join us in a positive, fair, and inclusive work environment where we strive for excellence together every day. For more information about Deutsche Bank and our teams, please visit our company website: https://www.db.com/company/company.htm. We celebrate the successes of our people and welcome applications from all backgrounds. Together, we are Deutsche Bank Group.,

Key Qualifications: Proven experience as a Business Analyst in Capital Markets and Finance domains. Preferred experience in Model Risk and Operational Risk areas. Technical & Methodology Skills: Strong understanding and hands-on experience with Agile methodologies. Basic knowledge of SQL ability to query and analyze data at a foundational level. Core Responsibilities: Engage with business users and stakeholders to gather, analyze, and groom requirements. Create Functional Requirement Documents (FRDs) and other supporting documentation. Develop and maintain user stories with clearly defined functional acceptance criteria. Coordinate and assist users during User Acceptance Testing (UAT) phases. Act as a liaison between business and development teams to provide clarifications and resolve requirement-related queries. Interact effectively with senior stakeholders and communicate project updates or blockers in a timely manner. Certifications (Preferred): IIBA - Certified Business Analysis Professional Mandatory Competencies BA - BA - Requirement Gathering BA - SQL Domain Areas - FS Domain - Capital Markets BA - Create Specifications BRD/ FRD Beh - Communication and collaboration Agile - Agile - SCRUM

Project description Luxoft requires a strong Business Analyst to lead several initiatives as part of the Counterparty Credit Risk Technology team. The deliverable will incorporate business and technology deliverables including system upgrades, business workflows and migrations, risk data and control implementations. In this function, the business analyst is responsible for high quality analytics requirements produced by the team, definition of target operating model, testing, training, and user support for various projects focused on Traded Credit Risk. Responsibilities Work with relevant stakeholders (Traded Risk Management, Limits Monitoring, Reporting, Front Office etc) globally to deliver solutions for Counterparty Credit Risk (CCR) management and Front Office. Responsible for the implementations of the Counterparty Credit Risk models (MtM simulation, PFE, EEPE, IM and VM collateral modelling and aggregation). Work with external vendor and internal team on the upgrade of our pricing models and support the regression testing and model validation. Manage measure implementations in ActivePivot including the dynamic collateral modelling under simulation (both IM and VM) and work closely with Model Validation to ensure approval for these models. Be an interface between Risk managers, Counterparty Credit Risk Modelling and FO teams to collate all requirements and ensuring that these are translated into tangible ITO deliveries Writing business requirements documents that fully and clearly cover the user requirements. Planning the required testing ensuring traceability between requirements and test cases Undertaking functional testing of the delivered functionality to ensure it meets the requirements, where required documenting issues and managing to resolution Providing expert support to the business during User Acceptance Testing Providing user training and support for system implementations including performing user verification testing where required. Skills Must have 6-12 years of functional experience in Counterparty Credit Risk Good understanding of financial & capital markets domain with sound knowledge of products in Financial Market trading (OTC, Derivatives and Repo products). Advanced SQL knowledge Coordinate User Acceptance Testing Ability to multi-task and liaise directly with Risk Managers, IT partners and Front Office members. Familiarity and demonstrates confidence working in an agile development environment Self-starter who can manage timelines, drive/facilitate requirements and communicate with Developers Nice to have Any experience with technologies such as PostgreSQL, Kafka or ElasticSearch is a plus. Oracle PL/SQL knowledge, SQL Tuning is a plus Scripting programming in Python is a plus

: In Scope of Position based Promotions (INTERNAL only) Job Title Senior Analyst, MoRM (DIPL) 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 . . . 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.

: 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 . . .

: In Scope of Position based Promotions (INTERNAL only) Job TitleAssociate - CRO Treasury Risk Management / Capital Risk Management LocationMumbai, 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 & Leverage team sets the banks economic capital adequacy framework, establishes controls for certain economic risks, and acts as second line of defence for Economic Capital Adequacy and Leverage Ratios. 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 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 Support in the ongoing monitoring, reporting and escalation of DB Groups economic capital adequacy metric. 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 University degree or equivalent, preferably in Finance, Business Administration or some related field. 4y+ professional experience in Banking or Consulting in Risk Management or Finance, preferably with a link to capital adequacy/ICAAP. Experience with regulatory submissions beneficial. 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 well support you . . . .

4-10+ yrs of working exp.in the banking industry in Finance or Treasury departments, preferably Banking Operations, data management & analytics within projects is required, exp. in Operations & Dev Ops,) , accuracy and regulatory compliance Required Candidate profile Strong exp. of Funds Transfer Pricing, Liquidity Transfer Pricing & Risk Management concepts.Expertise on Treasury Operations, preferably QRM, ILST,2052A Reporting, IRR, Transfer Pricing, CCAR/QMMF.

Entity :- Accenture Strategy & Consulting Job location :- Mumbai About S&C - Global Network :- Accenture Global Network - Data & AI practice help our clients grow their business in entirely new ways. Analytics enables our clients to achieve high performance through insights from data - insights that inform better decisions and strengthen customer relationships. From strategy to execution, Accenture works with organizations to develop analytic capabilities - from accessing and reporting on data to predictive modelling - to outperform the competition WHATS IN IT FOR YOU Accenture CFO & EV team under Data & AI team has comprehensive suite of capabilities in Risk, Fraud, Financial crime, and Finance. Within risk realm, our focus revolves around the model development, model validation, and auditing of models. Additionally, our work extends to ongoing performance evaluation, vigilant monitoring, meticulous governance, and thorough documentation of models. Get to work with top financial clients globally Access resources enabling you to utilize cutting-edge technologies, fostering innovation with the worlds most recognizable companies. Accenture will continually invest in your learning and growth and will support you in expanding your knowledge. Youll be part of a diverse and vibrant team collaborating with talented individuals from various backgrounds and disciplines continually pushing the boundaries of business capabilities, fostering an environment of innovation. What you would do in this role Engagement Execution Work independently/with minimal supervision in client engagements that may involve model development, validation, governance, strategy, transformation, implementation and end-to-end delivery of risk solutions for Accentures clients. Ability to manage workstream of large projects / small projects with responsibilities of managing quality of deliverables for junior team members. Demonstrated ability of managing day to day interactions with the Client stakeholders Practice Enablement Guide junior team members. Support development of the Practice by driving innovations, initiatives. Develop thought capital and disseminate information around current and emerging trends in Risk. Qualification Who we are looking for 7 - 12 years of relevant Risk Analytics experience at one or more Financial Services firms, or Professional Services / Risk Advisory with significant exposure to one or more of the following areas: Development, validation, and audit of: Credit Risk- PD/LGD/EAD Models, CCAR/DFAST Loss Forecasting and Revenue Forecasting Models, IFRS9/CECL Loss Forecasting Models across Retail and Commercial portfolios Credit Acquisition/Behavior/Collections/Recovery Modeling and Strategies, Credit Policies, Limit Management, Acquisition Frauds, Collections Agent Matching/Channel Allocations across Retail and Commercial portfolios Regulatory Capital and Economic Capital Models Liquidity Risk Liquidity models, stress testing models, Basel Liquidity reporting standards Anti Money Laundering AML scenarios/alerts, Network Analysis Operational risk AMA modeling, operational risk reporting Conceptual understanding of Basel/CCAR/DFAST/CECL/IFRS9 and other risk regulations Experience in conceptualizing and creating risk reporting and dashboarding solutions. Experience in modeling with statistical techniques such as linear regression, logistic regression, GLM, GBM, XGBoost, CatBoost, Neural Networks, Time series ARMA/ARIMA, ML interpretability and bias algorithms etc. Programing Languages - SAS, R, Python, Spark, Scala etc., Tools such as Tableau, QlikView, PowerBI, SAS VA etc. Strong understanding of Risk function and ability to apply them in client discussions and project implementation. Academic : Masters degree in a quantitative discipline mathematics, statistics, economics, financial engineering, operations research or related field or MBA from top-tier universities. Strong academic credentials and publications, if applicable. Industry certifications such as FRM, PRM, CFA preferred. Excellent communication and interpersonal skills. Accenture is an equal opportunities employer and welcomes applications from all sections of society and does not discriminate on grounds of race, religion or belief, ethnic or national origin, disability, age, citizenship, marital, domestic or civil partnership status, sexual orientation, gender identity, or any other basis as protected by applicable law.

Roles and Responsibilities Develop and implement data governance frameworks, policies, and procedures to ensure compliance with regulatory requirements. Collaborate with stakeholders to identify business needs and develop solutions that meet those needs while ensuring data quality and integrity. Design and maintain databases using SQL to support reporting, analysis, and decision-making across the organization. Provide expert guidance on data management best practices, including data governance analytics, risk reporting, model risk assessment, and regulatory reporting. Ensure effective communication of complex technical concepts to non-technical stakeholders through clear documentation and presentations. Desired Candidate Profile 5-10 years of experience in a similar role within an investment banking/venture capital/private equity firm or related industry. Strong understanding of Basel II/III regulations and their impact on financial institutions' operations. Proficiency in CAR/CCAr/IFRS9/IFRS17 standards for regulatory reporting purposes. Experience working with large datasets using SQL; ability to design efficient queries for extracting insights from complex datasets.

Roles and Responsibilities Develop credit risk models using SAS, SQL, and statistical modeling techniques to predict defaults, losses, and other credit-related metrics. Collaborate with cross-functional teams to design and implement effective credit risk strategies that meet business objectives. Conduct stress testing and scenario analysis to identify potential risks and opportunities for growth. Provide data insights and recommendations to stakeholders on loss forecasting, scorecards, and portfolio performance. Desired Candidate Profile 2+ years of experience in Credit Risk Modelling/Analytics or related field. Strong expertise in Basel II/III regulations, CECL/CCAR requirements under IFRS9 framework. Proficiency in programming languages such as Python/R/SAS; strong understanding of machine learning algorithms an added advantage.

Roles and Responsibilities : Collaborate with cross-functional teams to gather requirements for regulatory reports, including CCAR and CARD. Develop and maintain relationships with stakeholders to understand their needs and provide solutions that meet business objectives. Analyze data from various sources, such as JIRA, to identify trends and areas for improvement in financial reporting. Ensure compliance with regulatory guidelines by reviewing and testing reports against relevant regulations. Job Requirements : 6-12 years of experience in a similar role within the banking industry. Strong understanding of agile methodologies (e.g., Scrum) and ability to work collaboratively across functions. Proficiency in creating complex financial models using tools like Excel or specialized software (e.g., Alteryx). Experience working with large datasets, including extracting insights from structured/unstructured data.

: In Scope of Position based Promotions (INTERNAL only) Job Title- Market Risk Analysis and Control, AVP Location- Pune, India Role Description Market and Valuation Risk Management (MVRM) provides an independent view of market risks and valuation to Deutsche Banks senior management. Market risk team manages Deutsche Banks Market Risk position in an independent and neutral way. The Market Risk Analysis and Control (MRAC) Production 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. The team operates a business/asset class and risk metric aligned organizational matrix supported by central functions. Functionally the team is organized as follows: Asset Class Teams own the front to back process for the asset class, infrastructure optimization, market data optimization, MRM management interface. This team is divided by business e.g. Equity, Credit, FX, Rates, Emerging Markets, and Treasury etc. Metric Production and Analysis - risk position data validation, calculation and reporting of all official market risk exposures and metrics, provision of analysis and commentary across all relevant risk metrics Strategic Production implementation of FRTB calculations, processes, controls and reporting Run the Bank (RTB) Change - continuous improvement, business process reengineering, stability and process optimisation, test execution management Data Quality and Operational Governance - data standards, completeness and accuracy, BCBS compliance, governance, documentation (KOP) Reporting strategic reporting and related data requirements, optimisation of reporting inventory and production, branding and quality of key reports COO organisational development, audit management, regulatory liaison You will be exposed to risk management techniques viz. analysis/computation of VaR, SVaR, IRC, Backtesting for a diverse range of derivative products. The team is also proficient in combining this risk knowledge with best in class automation and visualization skills including python/VBA/Tableau to provide value added analytical outputs to its stakeholders 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 This role is within Market Risk Analysis and Control Pune to focus on a number of activities across Metric Production and Analysis, Data Quality and Reporting for individual asset classes and Deutsche Bank as a whole. You will be a part of the Market Risk Analysis and Control (MRAC) function within MVRM and will be responsible for the VaR Production team which operates at a business/asset class and risk metric aligned organizational matrix supported by central functions. The primary responsibilities will be: Manage the team of Risk & VaR validation, mapping and related control along with hands-on involvement in production where necessary. Enabling the team in Running of daily, weekly and month risk metrics like VaR, SVaR, IRC etc Review of various risk metrics at a business & portfolio level and control on KPI Generation and review of critical risk reports across different risk metrics VaR/ SVaR, PST, IRC/CVA Work closely with other MRAC 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. Support the analysis and communication of business portfolio level topics to senior management and their committees Your skills and experience University degree in Finance, Economics, Mathematics or other quantitative subject. More than 10 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) Proficiency in Python/VBA, Tableau, MS Office tools is desired for the role Good understanding of Market Risk workflows e.g. VaR, RNiV, Economic Capital, IRC. Excellent communication skills; ability to articulate technical and financial topics with global stakeholders and the team A reliable team player with the motivation to work in a dynamic, international and diverse environment Able to multi-task and deliver under tight deadlines A committed and motivated individual for self-development and growth Manage expectations of the team and groom the team to achieve departmental objectives alongside personal development. How well support you 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 Title Model Validation Analyst - Derivative Pricing 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 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 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 including Front 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 a high level language primarily Python. 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 well support you 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.

Embark on a transformative journey as a Risk Model Validation at Barclays, where you'll spearhead the evolution of our digital landscape, driving innovation and excellence You'll harness cutting-edge technology to revolutionize our digital offerings, ensuring unapparelled customer experiences As a part of Risk Model Validation, you would be reviewing the stress testing models in the Trading Risk Independent Validation team of the bank To be a successful Risk Model Validation you should have experience with: Academics / Education postgraduate in a quantitative discipline, for example mathematics, physics, quantitative finance, or quantitative field Experience in mathematical skills, including in probability, statistics, differential and integral calculus, linear algebra, stochastic calculus, and numerical methods; Strong Experience on programming skills in languages / packages such as Python, C++, or Matlab Some Other Highly Valued Skills May Include The ideal candidate will have proven ability to understand several traded risk modelling approaches, including models for VaR, PFE and initial margin, and their strengths and weaknesses Exposure to the knowledge around the financial products pricing and fundamentals is a plus Exposure to the stress testing frameworks like IST or CCAR would be an added advantage You may be assessed on the key critical skills relevant for success in role, such as risk and controls, change and transformation, business acumen strategic thinking and digital and technology, as well as job-specific technical skills The role is based out of Noida location Purpose of the role To validate and approve models for specific usages both at inception and on a periodic basis, and of model changes, as well as conducting annual reviews Accountabilities Validation of models for their intended use and scope, commensurate with the complexity and materiality of the models Approval or rejection of a model or usage based on assessment of the models conceptual soundness, performance under intended use and the clarity of the documentation of the models inherent risks, limitations and weaknesses Assessment of any compensating controls used to mitigate Model risk Documentation of validation findings and recommendations in clear and concise reports, providing actionable insights for model improvement Evaluation of the coherence of model interactions and quality of Large Model Framework aggregate results that generate output for regulatory submissions or management decision making and planning Design of the framework and methodology to measure and, where possible, quantify model risk, including the assessment of framework level uncertainty Analyst Expectations To perform prescribed activities in a timely manner and to a high standard consistently driving continuous improvement Requires in-depth technical knowledge and experience in their assigned area of expertise Thorough understanding of the underlying principles and concepts within the area of expertise They lead and supervise a team, guiding and supporting professional development, allocating work requirements and coordinating team resources If the position has leadership responsibilities, People Leaders are expected to demonstrate a clear set of leadership behaviours to create an environment for colleagues to thrive and deliver to a consistently excellent standard The four LEAD behaviours are: L Listen and be authentic, E Energise and inspire, A Align across the enterprise, D Develop others OR for an individual contributor, they develop technical expertise in work area, acting as an advisor where appropriate Will have an impact on the work of related teams within the area Partner with other functions and business areas Takes responsibility for end results of a teams operational processing and activities Escalate breaches of policies / procedure appropriately Take responsibility for embedding new policies/ procedures adopted due to risk mitigation Advise and influence decision making within own area of expertise Take ownership for managing risk and strengthening controls in relation to the work you own or contribute to Deliver your work and areas of responsibility in line with relevant rules, regulation and codes of conduct Maintain and continually build an understanding of how own sub-function integrates with function, alongside knowledge of the organisations products, services and processes within the function Demonstrate understanding of how areas coordinate and contribute to the achievement of the objectives of the organisation sub-function Make evaluative judgements based on the analysis of factual information, paying attention to detail Resolve problems by identifying and selecting solutions through the application of acquired technical experience and will be guided by precedents Guide and persuade team members and communicate complex / sensitive information Act as contact point for stakeholders outside of the immediate function, while building a network of contacts outside team and external to the organisation All colleagues will be expected to demonstrate the Barclays Values of Respect, Integrity, Service, Excellence and Stewardship our moral compass, helping us do what we believe is right They will also be expected to demonstrate the Barclays Mindset to Empower, Challenge and Drive the operating manual for how we behave