12 Dfast Jobs

The Senior Analyst position at Deutsche Bank in Mumbai, India, falls within the Model Risk Management team, focusing on managing model risk globally in accordance with the bank's risk appetite. The key responsibilities of this role include performing independent model validation, early identification and mitigation of Model Risks, supporting the design of Model Risk metrics, and implementing a strong Model Risk Management and governance framework. This role encompasses validation applicable to various estimation approaches within the Deutsche Bank Combined US Operations (CUSO) across different business units and risk types. Your core responsibility as a Senior Analyst will be to validate Stress testing models under the CCAR PPNR umbrella for DB USA. Understanding different aspects of the bank's business within Corporate Banking, Private Banking, and Investment Banking is crucial. The role may require flexibility in moving across different risk areas within the US model validation team. Key tasks include model performance testing, scenario analysis, sensitivity analysis, conceptual assessment of model assumptions, and developing challenger models. To excel in this role, you should have 2-3 years of professional experience in model development/validation or related areas, with previous experience in stress testing being a plus. Knowledge and experience in working with B/PPNR models, financial statement analysis, statistical techniques, and proficiency in software packages like R and Python are essential. Strong analytical skills, report drafting abilities, and good presentation and communication skills are also required. Candidates with Mathematics, Statistics, Economics, Engineering, or MBA backgrounds are preferred, and certifications like CFA or FRM would be beneficial. Deutsche Bank offers a flexible scheme with benefits such as best-in-class leave policy, parental leaves, childcare assistance benefit, sponsorship for certifications, Employee Assistance Program, comprehensive insurance coverage, and health screening. Training, coaching, and a culture of continuous learning are provided to support your career development. The bank encourages a positive, fair, and inclusive work environment, promoting collaboration and celebrating the successes of its people. Visit the company website for more information: https://www.db.com/company/company.htm.,

Senior Analyst, MoRM (DIPL), NCT Position Overview In Scope of Position based Promotions (INTERNAL only) Job Title - Senior Analyst, MoRM (DIPL), NCT Location - Mumbai, India Role Description Model Risk Management's mission is to manage, independently and actively, model risk globally in line with the bank's risk appetite with responsibility for: Performing robust independent model validation Ensuring early and proactive identification of Model Risks Effectively managing and mitigating Model Risks Supporting the design of Model Risk metrics Implementing a strong Model Risk Management and governance framework Supporting bank-wide Model Risk-related policies and practices. This role spans all aspects of validation applicable to the portfolio of estimation approaches within the Deutsche Bank Combined US Operations (CUSO) across all relevant business units and risk types. What we'll offer you As part of our flexible scheme, here are just some of the benefits that you'll 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 Stress testing models used within the larger CCAR PPNR umbrella for DB USA. It's important and incumbent to have an understanding of different aspects of bank's business within different business segments of Corporate Banking, Private Banking, Investment banking. However, the role might necessitate model validator to be flexible in moving around different risk areas within US model validation team, outside of core area of responsibility. Key tasks include, but not limited to model performance testing, scenario analysis, sensitivity analysis, and conceptual assessment of model assumptions/limitations/weaknesses. Developing challenger models including independent data collection and by performing complex analysis and testing. Follow regulatory guidelines and the Bank's policies and procedures for model risk management, especially CCAR-specific guidelines. Bringing efficiency by automating processes and uplifting frameworks. Your skills and experience 2-3 years of professional experience in model development/ validation or related areas. Previous experience in stress testing (DFAST/CCAR/ICAAP) would be a plus. The candidate should possess knowledge and experience in working with B/PPNR models across various lines of business, including Corporate Banking, Private Banking, Investment Banking, and Treasury Functions. Ability to analyse and understand financial statements (Balance sheet, Income statement) will be advantageous. Experience and knowledge of Statistical techniques, strong analytical skills with experience in relevant software packages, e.g., R and Python Candidate needs to have experience of report drafting reports and should be able to independently compile model validation reports, follow-through on mitigation of validation findings, and documentation thereof. Good presentation & communication skills Candidates with Mathematics/Statistics/Economics/Engineering/ MBA or allied background holding Graduate/Post-Graduate degrees are preferred. CFA / FRM certification will be a plus for the role. Candidates having experience / strong knowledge in Business Intelligence tools like Power BI, Tableau, Automation through MS-Access / VBA, supporting framework development, designing presentations will be a plus for the role. How 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: We strive for a 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.

As an integral part of Citi Cards" success, strong and effective Risk Management is crucial for serving customers while safeguarding Citis interests. The NA Cards Risk Management division consists of highly qualified professionals located globally. The role within the Credit Loss / Loan Loss Reserve Forecasting and Stress Testing team involves managing the net credit loss and loan loss reserve forecast on a portfolio exceeding $200 billion. This includes collaborating with the Finance teams to develop forecasts for credit losses and loan loss reserves under different macro-economic and business conditions. Specifically focusing on NA Cards and Personal Installment Loan (PIL) Credit Loss / Loan Loss Reserve Forecasting and Stress Testing, the individual will also be involved in Comprehensive Capital Analysis & Review (CCAR/DFAST) for specific sub-portfolios. The individual in this position is expected to demonstrate strong leadership skills and leverage technical and business acumen to deliver high-quality results. Collaboration with various departments such as Modeling, Finance, Risk Policy, Governance, Global CCAR office, and External Auditors is essential. Key responsibilities include executing quarterly loss / loan loss reserve forecasting and stress testing processes for NA Cards portfolios, cross-functional collaboration on analytics, reviewing and challenging existing models, understanding reserves calculation, partnering with Finance team, creating presentations, establishing standardized documentation, coordinating with Global CCAR Office, driving process efficiencies through automation, and managing information controls. Qualifications for the role include a Bachelors degree in a quantitative discipline, 8+ years of work experience in financial services or management consulting, strong understanding of risk management, knowledge of credit card industry and regulatory activities, hands-on experience with forecasting models, proficiency in analytical packages and MS Office, ability to provide innovative solutions, and strong written and oral communication skills. Leadership competencies required for the position include driving changes to achieve business targets, interacting with senior executives, influencing management at all levels, developing partnerships, displaying flexibility, leading by example, appreciating diverse backgrounds, demonstrating strong ethics, building cross-functional relationships, and contributing to a positive work environment. Citi is an equal opportunity and affirmative action employer that values diversity and encourages qualified applicants to apply for career opportunities. If you require a reasonable accommodation due to a disability, you can review Accessibility at Citi.,

MoRM Americas Model Validation Specialist - Associate Position Overview In Scope of Position based Promotions (INTERNAL only) Job Title: MoRM Americas Model Validation Specialist - Associate Location: Mumbai, India Role Description Model Risk Management's 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 you'll 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. It's important for incumbent to grasp and understand Investment Banking side of the bank's 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 Bank's 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: We strive for a 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.

URGENT HIRING || MARKET RISK || BANGALORE LOC- Bangalore EXP- 2-5 years CTC- Upto 28lpa SKILLS- Market risk, Model development & validation, CCAR, DFAST, CECL, SAS, R PYTHON, regulatory requirement, VAR Drop your CV's at rashibimaginators@gmail.com

Senior Analyst, MoRM (DIPL) Position Overview In Scope of Position based Promotions (INTERNAL only) Job Title: Senior Analyst, MoRM (DIPL) Location: Mumbai, India Role Description Model Risk Management's mission is to manage, independently and actively, model risk globally in line with the bank's risk appetite with responsibility for: Performing robust independent model validation Ensuring early and proactive identification of Model Risks Effectively managing and mitigating Model Risks Supporting the design of Model Risk metrics Implementing a strong Model Risk Management and governance framework Supporting bank-wide Model Risk-related policies and practices. This role spans all aspects of validation applicable to the portfolio of estimation approaches within the Deutsche Bank Combined US Operations (CUSO) across all relevant business units and risk types. What we'll offer you As part of our flexible scheme, here are just some of the benefits that you'll 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 Stress testing models used within the larger CCAR PPNR umbrella for DB USA. It's important and incumbent to have an understanding of different aspects of bank's business within different business segments of Corporate Banking, Private Banking, Investment banking. However, the role might necessitate model validator to be flexible in moving around different risk areas within US model validation team, outside of core area of responsibility. Key tasks include, but not limited to model performance testing, scenario analysis, sensitivity analysis, and conceptual assessment of model assumptions/limitations/weaknesses. Developing challenger models including independent data collection and by performing complex analysis and testing. Follow regulatory guidelines and the Bank's policies and procedures for model risk management, especially CCAR-specific guidelines. Bringing efficiency by automating processes and uplifting frameworks. Your skills and experience 2-3 years of professional experience in model development/ validation or related areas. Previous experience in stress testing (DFAST/CCAR/ICAAP) would be a plus. The candidate should possess knowledge and experience in working with B/PPNR models across various lines of business, including Corporate Banking, Private Banking, Investment Banking, and Treasury Functions. Ability to analyse and understand financial statements (Balance sheet, Income statement) will be advantageous. Experience and knowledge of Statistical techniques, strong analytical skills with experience in relevant software packages, e.g., R and Python Candidate needs to have experience of report drafting reports and should be able to independently compile model validation reports, follow-through on mitigation of validation findings, and documentation thereof. Good presentation & communication skills Candidates with Mathematics/Statistics/Economics/Engineering/ MBA or allied background holding Graduate/Post-Graduate degrees are preferred. CFA / FRM certification will be a plus for the role. Candidates having experience / strong knowledge in Business Intelligence tools like Power BI, Tableau, Automation through MS-Access / VBA, supporting framework development, designing presentations will be a plus for the role. How 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: We strive for a 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.

Model Validation Analyst - NCT Position Overview In Scope of Position based Promotions (INTERNAL only) Job Title: Model Validation Analyst - NCT Location: Mumbai, India Role Description Model Risk Management's mission is to manage, independently and actively, model risk globally in line with the bank's risk appetite with responsibility for: Performing robust independent model validation Ensuring early and proactive identification of Model Risks Effectively managing and mitigating Model Risks Supporting the design of Model Risk metrics Implementing a strong Model Risk Management and governance framework Supporting bank-wide Model Risk-related policies and practices. This role spans all aspects of validation applicable to the portfolio of estimation approaches within the Deutsche Bank Combined US Operations (CUSO) across all relevant business units and risk types. What we'll offer you As part of our flexible scheme, here are just some of the benefits that you'll 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 Stress testing models used within the larger CCAR PPNR umbrella for DB USA. It's important and incumbent to have an understanding of different aspects of bank's business within different business segments of Corporate Banking, Private Banking, Investment banking. However, the role might necessitate model validator to be flexible in moving around different risk areas within US model validation team, outside of core area of responsibility. Key tasks include, but not limited to model performance testing, scenario analysis, sensitivity analysis, and conceptual assessment of model assumptions/limitations/weaknesses. Developing challenger models including independent data collection and by performing complex analysis and testing. Follow regulatory guidelines and the Bank's policies and procedures for model risk management, especially CCAR-specific guidelines. Bringing efficiency by automating processes and uplifting frameworks. Your skills and experience 2-3 years of professional experience in model development/ validation or related areas. Previous experience in stress testing (DFAST/CCAR/ICAAP) would be a plus. The candidate should possess knowledge and experience in working with B/PPNR models across various lines of business, including Corporate Banking, Private Banking, Investment Banking, and Treasury Functions. Ability to analyse and understand financial statements (Balance sheet, Income statement) will be advantageous. Experience and knowledge of Statistical techniques, strong analytical skills with experience in relevant software packages, e.g., R and Python Candidate needs to have experience of report drafting reports and should be able to independently compile model validation reports, follow-through on mitigation of validation findings, and documentation thereof. Good presentation & communication skills Candidates with Mathematics/Statistics/Economics/Engineering/ MBA or allied background holding Graduate/Post-Graduate degrees are preferred. CFA / FRM certification will be a plus for the role. Candidates having experience / strong knowledge in Business Intelligence tools like Power BI, Tableau, Automation through MS-Access / VBA, supporting framework development, designing presentations will be a plus for the role. How 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: We strive for a 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.

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

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

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

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

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