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EBA Stress Test – Net Interest Income - Regulatory Reporting

3 - 6 years

5 - 8 Lacs

Posted:4 hours ago| Platform: Naukri logo

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Job TitleEBA Stress Test Net Interest Income - Regulatory Reporting
Corporate TitleVice-President
LocationMumbai, India
Role Description
  • This role is responsible for supporting the end-to-end execution and regulatory reporting of the
    European Banking Authority (EBA) stress testing exercises for the net interest income, ensuring compliance with EBA guidelines and alignment with internal risk and finance frameworks.
  • The candidate will play a key role in data preparation, validation, template population, and submission of regulatory deliverables, while also contributing to process improvements and regulatory change initiatives.

  • What well offer you
    ,
  • 100% reimbursement under childcare assistance benefit (gender neutral)
  • Sponsorship for Industry relevant certifications and education
  • Accident and Term life Insurance

  • Your key responsibilities
  • Assist the lead in designing an approach, developing the process, and execution of EBA stress testing of net interest Income for the DB group.
  • Interpret and implement EBA guidelines and methodologies, ensuring alignment with internal risk frameworks.
  • Collaborate with Finance, Risk, and Business teams to gather, validate, and analyze NII data inputs.
  • Understand and assist in building models and assumptions for projecting NII under baseline and adverse scenarios.
  • Actively participate in data governance frameworksandquality assurance best practices.
  • Prepare and present detailed reports and insights to senior management and regulatory bodies.
  • Drive continuous improvement in stress testing processes, automation, and governance.
  • Actively participate and assist in leading change agenda, including UAT etc.
  • Monitor regulatory developments and assess their impact on stress testing requirements.

  • Your skills and experience

  • Basic understanding of IFRS 9, particularly in the classification and measurement of financial instruments and hedge accounting.

  • Proficient in handling big data, with experience managing large and complex datasets across multiple systems (e.g., finance, risk, treasury).

  • Advanced knowledge of core banking products, including loans, deposits, repos, and reverse repos.

  • Strong understanding of interest rate derivatives, such as swaps, caps/floors, and their impact on financial performance.

  • Proficiency in programming and ETL tools, including Python, Alteryx, and Tableau, is preferred.

  • Prior exposure to EBA stress testing, including familiarity with EBA templates, scenario assumptions, and regulatory expectations, is an advantage.

  • General understanding of macroeconomic indicators, such as GDP, inflation, unemployment, and interest rates.
  • Competent in
    statistical analysis techniques, including normal distribution, standard deviation, correlation, and regression.

  • Solid mathematical foundation, particularly in linear algebra and financial mathematics.

  • 10+ years of experiencein regulatory reporting or data analytics, preferably from BITS/IIT with additional professional qualifications such as CFA or FRM or regulatory reporting consulting background from Big 4s.

  • How well support you
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    Deutsche Bank
    Deutsche Bank

    Banking and Financial Services

    Frankfurt

    approximately 84,000 Employees

    2330 Jobs

      Key People

    • Christian Sewing

      CEO
    • Karl von Rohr

      President

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