65 Ccar Jobs - Page 2

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 us and our teams Please visit our company website for further information: https://www.db.com/company/company.htm We strive for a culture in which we are empowered to excel together every day. This includes acting responsibly, thinking commercially, taking initiative and working collaboratively. Together we share and celebrate the successes of our people. Together we are Deutsche Bank Group. We welcome applications from all people and promote a positive, fair and inclusive work environment.

About The Role : In Scope of Position based Promotions (INTERNAL only) Job 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 The Role : Job TitleSenior Engineer, AVP LocationPune, India Role Description We are looking for an Axiom developer for US regulatory reporting delivery. He'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 10+ yrs with 6+ 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 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 Competencies - Experienced in development of credit risk models for BASEL reporting, PD, LGD, EAD and/ stress testing or should be well versed with understanding of these concepts Skilled in development of internal and external risk models by computing standard metrics Skilled in developing and analyzing product-specific solutions within banking domain varying across underwriting/monitoring loan portfolios, developing collections scorecards, loss forecasting amongst others Ability to work with key stakeholders across businesses, client portfolio teams to derive insights and calibrate model performance Ability to present the findings of the analysis to stakeholders and hold presentations for a larger audience Ability to drive discussions with the stakeholders and present the findings / summary of the project activities

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.

As a Portfolio Risk - Cards CCAR Model Development Associate within the Portfolio Risk Modeling team, you will have the opportunity to support and develop regulatory models, execute and prepare model surveillance, and provide insights for various regulatory requirements. You will use your expertise in performance assessment methods and metrics for various types of risk models used in portfolio Risk, regulatory modeling, and forecasting methods. You will be responsible for the development of stress test models as part of the annual CCAR/CECL exercise. This role will allow you to utilize your experience with econometric/statistical modeling, data manipulation, query efficiency techniques, reporting, and automation. We value intellectual curiosity and a passion for promoting solutions across organizational boundaries. Job Responsibilities: Design, develop, test, and validate statistical models for Cards’ Unsecured Lending portfolio risk forecast and model performance monitoring Utilizing graduate-level research and analytical skills to perform data extraction, sampling, and statistical analyses using logistic regression, multinomial regression, multivariate analysis, discriminant analysis, time series analysis, panel data analysis, Survival Hazard Rate Models etc. Efficiently design and produce programs to streamline and create repeatable procedures for model development, validation, and reporting Process, cleanse, and verify the integrity of data used for analysis Perform deep dive analysis to address ad hoc inquiries Required qualifications, capabilities, and skills MS, Engineering or PhD degree in a quantitative discipline Minimum 6+ years of hands-on work and research experience of advanced analytical skills in the areas of statistical modeling and data mining Proficiency in advanced analytical languages such as SAS, R, Python, PySpark Experience utilizing SQL in a relational database environment such as DB2, Oracle, or Teradata Ability to deliver high-quality results under tight deadlines Strong multi-tasking skills with demonstrated ability to manage expectations and deliver results Preferred qualifications, capabilities, and skills Knowledge of regulatory modeling (IFRS9/CECL/CCAR preferred)

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: 8 - 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_0425 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_0425 ] as subject

Qualification : Education: Graduate/Master degree in computer science, statistics, econometrics, mathematics, computational finance, or similar Deep knowledge in Quantitative methods econometrics/ statistics.? Strong in Regression analysis, Time series Analysis, optimization.? Knowledge of Risk Models and Optimization algorithms.? Good working knowledge of SAS, Python and SQL, Machine learning, exploratory data analysis Responsibilities will include: Monitor and validate aggregate model risk in alignment with banks risk strategy You will lead a team of Model validators, who use their predictive and AI Modeling knowledge to review and validate a wide variety of the models Manage a grwoing Model Validation team responsible for independent first line validation of predictive and generative AI models Perform independent validations of financial, statistical, and behavioral models commensurate with their criticality ratings Assist with the validation and review of models regarding their theoretical soundness, testing design, and points of weakness 5) Interpret data to recognize any potential risk exposure Development of challenger models that help validate existing models and assist with outcome analysis Ensure compliance with the model risk monitoring framework Evaluate governance for Model Risk Management by reviewing policies, controls, risk assessments, documentation standards, and validation standards Exposure to CCAR/CECL/IRB Models are preffered Evaluate the Banks compliance with SR 11-7 regulatory guidance

Function: BCM Data & Advanced Analytics With a startup spirit and 115,000+ curious and courageous minds, we have the expertise to go deep with the worlds biggest brandsand we have fun doing it. We dream in digital, dare in reality, and reinvent the ways companies work to make an impact far bigger than just our bottom line. We’re harnessing the power of technology and humanity to create meaningful transformation that moves us forward in our pursuit of a world that works better for people. Now, we’re calling upon the thinkers and doers, those with a natural curiosity and a hunger to keep learning, keep growing., People who thrive on fearlessly experimenting, seizing opportunities, and pushing boundaries to turn our vision into reality. And as you help us create a better world, we will help you build your own intellectual firepower. Welcome to the relentless pursuit of better. Inviting applications for the role of Manager/ Assistant Manager, Behavioral Modeler (Development/Validation) In this role, you will be responsible for Development or Validation of Behavioral Models (models in the area of Financial Crime like Fraud or AML, Marketing Campaigns, Adjudication models etc.) for banking and financial institutions. Responsibilities also include staying abreast on modeling policies, crafting whitepapers, and preparing artifacts for model development and validation. Responsibilities You will be primarily working as a consultant for the centralized advanced analytics team of a banking or financial firm as Behavioral Model Development/Validation and Researcher Specialist. The role will require interacting with various business units including their risk, finance, controllership stakeholders etc. You will also be responsible for coordinating with auditors and model development or validation teams to ensure the Enterprise Modeling Governance standards are followed; Your activities will include, but will not be limited to the following: Provide analytical support for recommending actions to mitigate risk and use judgment-based decision-making regarding policies and procedures. Assess the quality of the data for model development as well as inputs to the model, providing recommendations to improve the data quality at the source. Developing Machine Learning based models and/or statistical and mathematical models, rule fine tuning/optimization, testing, reviewing, and performing validation activities and prepare end to end model documentation. Propose recommendations to improve monitoring systems and capabilities based on identified risk and control gaps. Conducting in-depth research on existing and emerging policies related to behavioral modeling and contributing to the creation of whitepapers. Researching and contributing to artifacts creation as required in a consulting role. Qualifications we seek in you! Minimum qualifications Experience in developing, validating models and risk management of behavioral models (preferably in financial crime like AML or Fraud models, additional expertise in marketing campaign models or adjudication models using machine learning techniques are preferred) Hands-on experience application of AI, ML, Deep Learning techniques (Neural Networks, RNN, CNN, LSTM, Decision Tree, Random Forest, SVM, Naive Bayes etc.) for development of predictive models Statistical modeling experience including regression, time series, Markov TPM, survival techniques etc. Detailed knowledge of data analysis / analytics / mining techniques Hands on expertise in SQL, ETL, SAS, Python, R working with large data sets. Strong scripting and automation experience using SAS/Python/R etc. Master’s degree in a quantitative discipline (Statistics/Economics/Finance/Data Science etc.) Strong client management and communication/presentation skills – written & verbal. Self-driven, proactive, “can-do” attitude. Ability to work under ambiguity and with minimal supervision. Strong project management experience and demonstrated expertise of communicating and coordinating across multiple business units. Strong project management orientation with ability to work under time-sensitive commitments. Lead projects and teams - provide thought leadership, technical guidance, training, and oversight. Preferred qualifications Strong networking, negotiation and influencing skills. Prior experience in financial crime, machine learning models

Location -Gurgaon Time 1 pm to 10pm Both sides cab available Looking for candidate who can develop models related to credit Risk Model, FICO Model. Ensure models are accurately tuned and meet regulatory and business requirements. Prepare detailed reports and presentations on fraud trends, model performance, and recommendations for improvement. Communicate findings to stakeholders and senior management effectively. Create and maintain comprehensive Model Development Reports (MDRs) summarizing validation activities, methodologies, and results. Conduct thorough assessments of financial crime models to identify strengths, weaknesses, and areas for improvement. Perform detailed data analysis to evaluate the accuracy and reliability of fraud-related findings. Identify any discrepancies or anomalies in the data provided by financial crime vendors. Ensure all documentation adheres to regulatory and organizational standards. Collaborate with model development, and compliance teams to address any concerns or issues identified during the validation process. Stay abreast of industry best practices and regulatory changes related to credit reporting and scoring Bachelors/ masters degree in Statistics, Economics or a related field (FRM is a plus). 1 -5 years of experience in Model validation and monitoring of Fraud/Financial crime models. Familiarity with fraud detection systems and vendors such as FICO, VISA and STAR is a plus. Hands-on experience in programming languages like SQL, Python and advanced excel. Excellent communication and interpersonal skills. Please share your profile at jyoti.gupta@nlbtech.in

Role & responsibilities - ECL: Calculation: To calculate ECL for LC, MM, MEG, SEG, SCF, DIG SCF, CMG-Insti, CMG Retail, Digital, Unsecured, Mortgage. Automation: To implement ECL Automation project using Python. Build and maintain ECL model and documentation: Development of Probability of Default models used in the computation of ECL for organization (secured and unsecured) portfolios in accordance with Ind AS 109/IFRS 9 guidelines. Design, develop, test and validate statistical models for the entire product suite. Responsible for the documentation of PD, LGD models and the ECL Policy. Computation: Responsible for enhancing and developing the Internal Capital Adequacy Assessment Process (ICAAP) in the organization. This involves stress testing of risk in excess of the Pillar 1 requirement including credit risk, liquidity risk, IRBB, operational risk and strategic risk. Model Development: Development of stress testing models in compliance with the regulatory guidelines. Documentation Responsible for the documentation of ICAAP. Risk Appetite Statement/Enterprise Risk: Computation of various risk types on the basis on key risk metrics. Aggregate the various risk types to compute an Enterprise Risk score. Build Model and maintain documentation and track necessary deliverables 3. VAR: Model Development: Design, develop and test VAR Models. Model Validation: Perform Back-testing and sensitivity analysis of VAR model. Documentation: Prepare and maintain documentation for the VAR mode 4. Sensitivity Analysis on various portfolio cuts: Statutory/Internal Audit: To support Audit closure for LC, MM, MEG, SEG, SCF, DIG SCF, CMG-Insti, CMG Retail, Digital, Unsecured, Mortgage. RBI Audit: To help in closing RBI audit.

Job Purpose: Review the Bank's current stress scenario design and suggest enhancements and calibration improvements as appropriate. Determine appropriate product bucketing and shocks for each. Work with system teams to implement stress scenarios in Summit and test to ensure correct implementation. Build dashboard to calculate scenario P&L and P&L as percentage of portfolio size; design and build other dashboards and necessary. Document the Bank's stress scenarios from both a calibration point of view and, in conjunction with system team, implementation point of view. Document process for adding new scenarios to Summit. Develop documentation to support optimization of the set of risk metrics used for the investment book. Work with technology team to enhance the calculation of risk analytics for instruments in the investment portfolio. Develop appropriate analytics for new products, such as ETFs, ABS, and work with systems team to support in Summit. Create documentation of analytics methodologies and processes. Work with other teams at IDB to develop tools to analyze P&L. Desired Skills and experience Education: Strong quantitative background with minimum of masters degree. Experience designing and implementing stress testing for trading portfolios at banks. Familiarity with fixed income risk and valuation systems; familiarity with Summit preferred. Knowledge of calculation of basic fixed income analytics. At least 10 years of experience in finance, capital markets, risk management and/or portfolio management with exposure to stress testing and fixed income analytics. Outstanding analytical and problem-solving skills. Strong communication skills, including the ability to draft well-written, coherent analyses and documents for senior management. Behavioral Competencies Analytical Thinking : The ability to analyse complex data and make informed decisions based on the analysis. Problem-Solving Skills : The capability to identify issues and develop effective solutions. Communication Skills : Strong communication skills, including the ability to draft well-written, coherent analyses and documents for senior management. Collaboration : The ability to work effectively with other teams and departments to achieve common goals. Adaptability : The capacity to adapt to changing circumstances and new challenges. Attention to Detail : A keen eye for detail to ensure accuracy in all tasks and documentation.

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.

CCAR , Stress Testing

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.

About The Role : In Scope of Position based Promotions (INTERNAL only) Job TitleModel Validation Specialist- Derivative Pricing, AS 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 Credit, Securitization and Research domains. 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 especially 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 The Role : Job Title Associate, 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; 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 TitleAssociate, 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; 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 TitleTreasury Model Validation Specialist Corporate TitleAssistant Vice President LocationMumbai, India Role Description Model Risk Management (MoRM) is responsible for the management of model risk in DB Group. This includes the independent validation of risk models as well as the identification, monitoring & controlling of model risk. Our aim is to identify, aggregate, manage and mitigate model risk across all risk types (market, credit, liquidity, operational and business risk). MoRM is located in Frankfurt, London, New York, Berlin, Bonn and Mumbai. For our team Treasury Model Validation, being responsible for the validation of all models owned by Deutsche Bank Treasury and legal entities like BHW, which includes IRRBB (Interest Rate Risk in the Banking Book) and liquidity risk models, we are looking for a model validation specialist located in Mumbai. 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 Challenge, analyse, test, and independently validate mathematical and statistical risk models used by DB Treasury (mainly interest rate risk and liquidity models). Design and implementation of challenger models. Creation of validation reports and communication of validation results in various fora. Collaborating in the development and maintenance of an internal Python library to improve the efficiency of testing and documentation. Engaging with the due diligence aspects of the New Product Approval Process, and oversight of model governance for Treasury products. Your skills and experience Graduate degree in mathematics or mathematical finance, statistics, physics, or a comparable education or equivalent qualification (PhD or equivalent is not required but would be beneficial). At least 3 years of experience for AVP in model validation, other quantitative risk management role or Front Office quantitative discipline or experience in academic research. Strong understanding in financial markets (especially of risk management models, methodologies, and regulations for banking book), demonstrated by qualifications and experience. Prior experience with Interest Rate Risk / Liquidity risk will be very useful. Strong analytical skills & proven ability to structure and solve problems independently. Experience with programming languages and using related tools (e.g. Python, LaTeX). The ability to explain complex mathematical concepts and results to stakeholders. Self-motivated and solution-oriented team player. Excellent written and verbal skills in English. 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 Specialist- Derivative Pricing 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; 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.

The Senior Manager - Model Validation role at IndusInd Bank involves overseeing key operations, ensuring compliance, and driving business growth. Responsibilities include managing customer interactions, improving service efficiency, and coordinating with various teams to achieve operational excellence. The ideal candidate should possess strong analytical skills, excellent communication, and a proactive approach to problem-solving. Prior experience in a similar role is preferred. Candidates must demonstrate leadership qualities and adaptability to dynamic banking environments. This position offers a great opportunity to grow within the banking sector.

The Head Model Validation role at IndusInd Bank involves overseeing key operations, ensuring compliance, and driving business growth. Responsibilities include managing customer interactions, improving service efficiency, and coordinating with various teams to achieve operational excellence. The ideal candidate should possess strong analytical skills, excellent communication, and a proactive approach to problem-solving. Prior experience in a similar role is preferred. Candidates must demonstrate leadership qualities and adaptability to dynamic banking environments. This position offers a great opportunity to grow within the banking sector.

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.