65 Ccar Jobs

Experience of 3+ years working with financial products and market risk while employed at an asset management firm or risk technology vendor. Solid working knowledge of all financial products with an emphasis on MBS, ABS and structured products. Strong knowledge of key market risk analytics including DV01/CS01/OAS/option Greeks and Value at Risk (VaR).

Job Information Job Opening ID ZR_2032_JOB Date Opened 27/10/2023 Industry Technology Job Type Work Experience 3-5 years Job Title Market Risk City Chennai Province Tamil Nadu Country India Postal Code 600001 Number of Positions 4 Experience of 3+ years working with financial products and market risk while employed at an asset management firm or risk technology vendor. Solid working knowledge of all financial products with an emphasis on MBS, ABS and structured products. Strong knowledge of key market risk analytics including DV01/CS01/OAS/option Greeks and Value at Risk (VaR). check(event) ; career-website-detail-template-2 => apply(record.id,meta)" mousedown="lyte-button => check(event)" final-style="background-color:#2B39C2;border-color:#2B39C2;color:white;" final-class="lyte-button lyteBackgroundColorBtn lyteSuccess" lyte-rendered=""> I'm interested

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

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 WHAT'S 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 world's most recognizable companies. Accenture will continually invest in your learning and growth and will support you in expanding your knowledge. You'll 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 Accenture's 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. Qualifications 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 Requirements: 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.

About The Role : Job Title Model Validation Senior Specialist- Derivative Pricing, AVP 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 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 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.

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.

We are seeking a highly skilled and motivated CCAR/CECL Modeler to join our team. In this role, you will develop and deploy regulatory models used for regulatory reporting and financial forecasting. The ideal candidate should have expertise in statistical modeling, data analysis, and financial risk assessment, with a strong emphasis on understanding CCAR and CECL requirements. Responsibilities: Conducting specific aspects of the model development life cycle, which involves data acquisition, assessing data integrity, model development, documentation, and implementation assistance. Obtain, clean, and verify data used in model development, ensuring data integrity and quality. Design, develop, test, and validate statistical models for forecasting credit losses and assessing portfolio risk Provide comprehensive documentation for models and present findings to stakeholders Qualifications: 3-5+ years of experience in analytics, preferably in Banking and Financial Services. Hands-on experience working on regulatory models. Proficient in various statistical techniques, including regression, time series analysis. Understanding of credit risk, portfolio risk, and regulatory frameworks (e.g., CCAR, CECL). Excellent problem-solving and analytical skills, with the ability to work on complex projects and deliver high-quality results. Proficiency in programming languages such as Python Strong communication skills, both written and verbal, with the ability to convey complex ideas to stakeholders.

SUMMARY Job Role: Credit Risk Business Analyst Location: Pune Experience: 6+ years Must-Have: 6 years of relevant experience in Credit Risk Business Analysis and Risk Analysis. Job Description The Credit Risk Business Analyst is responsible for evaluating, monitoring, and reporting on counterparty credit risk exposure within trading activities. This role involves close collaboration with traders, risk managers, and other stakeholders to ensure effective risk measurement and management in alignment with regulatory requirements and internal risk tolerance. Key Responsibilities Counterparty Credit Risk (CCR) Assessment & Monitoring: Evaluate and monitor counterparty credit risk exposure for derivatives, securities financing transactions (SFTs), and other trading activities. Utilize methodologies such as the Standardized Approach for Counterparty Credit Risk (SA-CCR) and Potential Future Exposure (PFE) to quantify risk. Assess counterparty financials, credit ratings, and market behavior to gauge default risk. Conduct stress testing and scenario analysis to evaluate potential adverse impacts on counterparty risk exposure. Assist in establishing and monitoring counterparty risk limits, ensuring adherence to internal risk policies. Collaborate with market risk teams to assess the impact of market movements (e.g., interest rates, FX rates, volatility) on counterparty exposure. Identify and monitor exposure concentration risks across products, counterparties, and sectors. Support pre-trade risk analysis by evaluating potential counterparty risk for new transactions and trading strategies. Ensure compliance with Basel III/IV, SA-CCR, and other relevant counterparty risk regulations. Prepare risk reports for internal stakeholders and regulators, offering clear insights into counterparty risk profiles. Support regulatory capital calculations and reporting, ensuring accurate assessment of risk-weighted assets (RWA). Requirements Requirements: 6+ years of experience in Credit Risk Business Analysis and Risk Analysis Knowledge of methodologies such as SA-CCR and PFE Familiarity with Basel III/IV regulations and other relevant counterparty risk regulations

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.

SUMMARY Job Role: Credit Risk Business Analyst Location: Pune Experience: 6+ years Must-Have: 6 years of relevant experience in Credit Risk Business Analysis and Risk Analysis. Job Description The Credit Risk Business Analyst is responsible for evaluating, monitoring, and reporting on counterparty credit risk exposure within trading activities. This role involves close collaboration with traders, risk managers, and other stakeholders to ensure effective risk measurement and management in alignment with regulatory requirements and internal risk tolerance. Key Responsibilities Counterparty Credit Risk (CCR) Assessment & Monitoring: Evaluate and monitor counterparty credit risk exposure for derivatives, securities financing transactions (SFTs), and other trading activities. Utilize methodologies such as the Standardized Approach for Counterparty Credit Risk (SA-CCR) and Potential Future Exposure (PFE) to quantify risk. Assess counterparty financials, credit ratings, and market behavior to gauge default risk. Conduct stress testing and scenario analysis to evaluate potential adverse impacts on counterparty risk exposure. Assist in establishing and monitoring counterparty risk limits, ensuring adherence to internal risk policies. Collaborate with market risk teams to assess the impact of market movements (e.g., interest rates, FX rates, volatility) on counterparty exposure. Identify and monitor exposure concentration risks across products, counterparties, and sectors. Support pre-trade risk analysis by evaluating potential counterparty risk for new transactions and trading strategies. Ensure compliance with Basel III/IV, SA-CCR, and other relevant counterparty risk regulations. Prepare risk reports for internal stakeholders and regulators, offering clear insights into counterparty risk profiles. Support regulatory capital calculations and reporting, ensuring accurate assessment of risk-weighted assets (RWA). Requirements Requirements: 6+ years of experience in Credit Risk Business Analysis and Risk Analysis Knowledge of methodologies such as SA-CCR and PFE Familiarity with Basel III/IV regulations and other relevant counterparty risk regulations

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

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 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.

About The Role : In Scope of Position based Promotions (INTERNAL only) Job Title Model Validation Specialist Associate Location Mumbai, 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; Establishing Model Risk metrics; Designing and implementing a strong Model Risk Management and governance framework; Supporting bank-wide Model Risk-related policies. 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 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 core responsibility will be to validate IB Stress testing models used within the larger CCAR PPNR umbrella for DB USA. Its important for incumbent to grasp and understand Investment Banking side of the banks business. 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 3-6 years of professional experience in model development/ validation or related areas. Previous experience in stress testing (DFAST/CCAR/ICAAP) would be a plus. Ability to analyse and understand financial statements (Balance sheet, Income statement) will be advantageous. Candidate needs to have decent knowledge about financial products and the associated risk factors. Candidate needs to have above average report drafting skills and should be able to independently compile model validation reports, follow-through on mitigation of validation findings, and documentation thereof. Very strong data management and analysis skills with experience in relevant software packages, e.g., R and Python. 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. 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 : 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.

Role & responsibilities Managing multiple projects in multiple geographies Handling teams of multiple projects across different areas of analytics, risk management etc. Handling pre sales meetings with clients Keeping track of latest regulatory updates & preparing offering on them Client Handling - Understanding client requirements, problems etc. Preparing presentation and presenting it to Senior Management Liaison with clients for understanding their problems & providing appropriate solution Preparing presentations and other documents as per client requirements Doing independent research to come up with innovative solutions/ideas Provide thought leadership and hands-on experience for ongoing initiatives Train and guide team of consultants Will be responsible of different project ranging from: Part of Center of Excellence” of Credit Risk Modeling IFRS 9 Model Development & Validation Development/Validation of PD (Application & Behavioral Scorecard), LGD and EAD Retail Models Developing/Validation Rating Models for Corporate banking portfolios Stress Testing Models Develop/validate models like Collection, Propensity, Maturity, Pricing, etc. Advanced Analytics Solution (Machine Learning, Digital Lending etc.) Development of acquisition fraud scorecard Loss Forecasting Developing/Validating Rating Models for Corporate banking portfolios Developing/Reviewing ICAAP & RAROC Models A

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 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.

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

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 Develop credit risk or fraud risk models using Python, 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 5+ years of experience in Credit Risk Modelling/ Fraud Modeling or related field. Strong expertise in PD, LGD Model Development ,Basel II/III regulations, CECL/CCAR requirements under IFRS9 framework. Proficiency in programming languages such as Python/R/SAS/SQL; strong understanding of machine learning algorithms an added advantage.

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 : Job TitleEngineer, Associate LocationPune, India Role Description: We are looking for an Axiom developer for US regulatory reporting delivery. You'll be part of a cross-functional team thats responsible for the full software development life cycle, from conception to deployment. As an Axiom developer, one should be comfortable designs, implements, and documents end to end solutions, which include the use of Axiom v9, V10 and Oracle database, UNIX, Control-M Candidate should also be a team player with a knack for product understanding. 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 AxiomSL Controller View configuration and implementation experience, including creation of data sources, data models, shorthand, portfolios, aggregations, reports, and workflows. Experience in Software Design & Development, and in supporting, troubleshooting, and resolving both user and system related issues with financial system reporting environments (e.g., AxiomSL, Oracle, data warehouses, Unix, Control-M etc.) Ability to adapt to changing business needs and requirements. Quantitative, analytical, problem solving and decision-making skills. Action oriented; drive continuous improvement in an agile environment. Organized self-starter with the ability to work independently and think creatively in a fast-paced environment. Attention to detail which includes follow up and/or escalation of issues when necessary. Strong verbal and written communication skills Ability to understand and interpret client requests/needs, and respond to questions with clear and effective answers, and give cohesive presentations. Proven team player, willing to assist others as needed to ensure that group deadlines are met, and quality standards are achieved. Participate in Agile Scrum ceremonies. Work closely with Functional Analysis and Quality Assurance teams and other developers in the team for completion of task in hand Your skills and experience IT Exp of 5-8 yrs of relevant AxiomSL development experience Proficiency in development of regulatory reports using Axiom Controller v10. Familiarity with US regulatory reports such as, IHC, CCAR, FRY9C,14Q,14A, FR2900, TIC etc. Proficiency in RDBMS (Oracle 12C, 18g or 19c) Proficiency in performance tuning of SQL queries Working knowledge of Unix shells scripting. Experience of US FED, FINMA, Treasury (TIC) Regulatory submission Understand Axiom v10 Axiom architecture and in-depth knowledge of Freeze, archival, signoff, branch dependency, favourites etc. Experience in Google Cloud platform Agile methodology delivery experience 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 this role: Wells Fargo is seeking a Risk Analytics Consultant In this role, you will: Participate in less complex analysis and modeling initiatives, and identify opportunity for process production, data reconciliation, and model documentation improvements within Risk Management Review and analyze programing models to extract data, and manipulate databases to provide statistical and financial modeling, and exercise independent judgment to guide new and existing projects with medium risk deliverables Coordinate and consolidate the production of monthly, quarterly, and annual performance reports for more experienced management Present recommendations for resolving data reconciliation, production, and database issues Exercise independent judgment while developing expertise in policy governance, risk projects, and regulatory requests Collaborate and consult with peers, managers, experienced managers, compliance, including various lines of business Required Qualifications: 2+ years of Risk Analytics experience, or equivalent demonstrated through one or a combination of the following: work experience, training, military experience, education. Desired Qualifications: Financial services experience, in lending, underwriting, servicing. Excellent understanding of Capital markets focusing on counterparty credit risk, CCAR and stress testing. Experience in programming languages such as SAS, SQL, Teradata. Knowledge and understanding of databases and data mining techniques Ability to articulate complex concepts in a clear manner Ability to interact with all levels of an organization and collaborate to build successful relationships Ability to be flexible and adjust plans quickly to meet changing business needs Strong organizational, multi-tasking, and prioritizing skills Ability to take initiative and work independently with minimal supervision in a structured environment Exposure to Wells Fargo origination, servicing and reporting platforms such as MSP, SHAW, and AFS. Exposure to Wealth Management systems Cattalos, STOC, ClientLink, and Optimist. Support the WIM CRO Credit Risk team with risk analytics activities across consumer, mortgage, and custom credit/commercial products. Leverage innovative tools to collect, analyze, and interpret large amounts of data across multiple data environments Identify trends and patterns to inform sound business decisions. Effectively utilize analytical tools to create visualizations and share insights. Learn about many aspects of WIM business through partnerships with various groups including credit policy, underwriting, and servicing. Combine technical skills with business skills to help support the team with end-to-end quality assurance initiatives. Provide quantitative support of credit policy through analysis and impact assessment of prospective quality assurance findings. Develop recurring reporting and ad hoc analysis packages to monitor various product sets across WIM for management.