3 Exposure Calculation Jobs

The Risk Data Validation & Control (RDV&C) team at Deutsche Bank is seeking a Risk Data Validation & Control (RDV&C) professional to join their team in Pune, India. As part of the Credit Risk Data Unit (CRDU) team within Group Finance, you will be responsible for quality assurance activities related to critical, complex, and technical risks and regulatory topics that impact Deutsche Bank. Your key stakeholders will include Business Finance, Risk Management (CRM/MRM), Group Reporting, Regulatory Policy Adherence Group, and Production IT Support. As a member of the RDV&C team, you will be responsible for completing required month-end quality assurance controls, validating variances, conducting Credit Risk RWA Exposure Analysis, leveraging exposure regulatory metrics, and calculating exposure in relevant platforms. You will also be expected to navigate through complex algorithms in the risk engine to perform root cause analysis on exposure calculations and proactively manage the investigation and resolution of month-end issues on regulatory metrics. To excel in this role, you should have a good knowledge of regulatory requirements such as ECB CRR, CRD, and Basel requirements, as well as an understanding of exposure calculation under different models like SA-CCR and IMM. Additionally, knowledge of exposure metrics like EPE/EE, statistical modeling (Monte Carlo Simulation, etc.), and strong analytical skills are essential. Strong interpersonal and communication skills, an organized working approach, attention to detail, and the ability to work effectively in an international environment are also key requirements. The RDV&C team offers a range of benefits including best-in-class leave policy, gender-neutral parental leaves, childcare assistance benefit, sponsorship for industry certifications, employee assistance program, comprehensive insurance coverage, and more. Additionally, you will receive training and development opportunities, coaching and support from experts, and a culture of continuous learning to aid in your career progression. Deutsche Bank values a culture of empowerment, responsibility, commercial thinking, initiative, and collaboration. They strive for a positive, fair, and inclusive work environment where employees are encouraged to excel together every day. If you are a reliable team player with strong analytical skills and a passion for risk data validation and control, we encourage you to apply for this exciting opportunity.,

The Risk Data Validation & Control (RDV&C) team at Deutsche Bank (DB) is seeking an Associate to join their team in Pune, India. As part of the Credit Risk Data Unit (CRDU) team within Group Finance, you will be responsible for quality assurance activities related to critical risks and regulatory topics impacting the bank. Key stakeholders include Business Finance, Risk Management, Group Reporting, Regulatory Policy Adherence Group, and Production IT Support. In this role, you will be responsible for completing month-end quality assurance controls, validating variances, analyzing Credit Risk RWA Exposure, leveraging exposure regulatory metrics, and calculating exposure where necessary. You will navigate complex risk engine algorithms to conduct root cause analysis on exposure calculations, ensuring accuracy and reflecting the economics of the portfolio. Additionally, you will proactively manage data quality investigations and resolutions, liaise with stakeholders for root cause analysis, provide subject matter expertise to support Finance and Risk teams, and present regulatory metrics to senior audiences globally. The ideal candidate will have a good understanding of regulatory requirements such as ECB CRR, CRD, and Basel, exposure calculations under models like SA-CCR and IMM, exposure metrics like EPE/EE, and statistical modeling. Strong analytical skills, problem-solving abilities, experience with process change, and proficiency in Python, Advanced Excel (VBA), Microstrategy, and MS Access are preferred. At Deutsche Bank, we offer a range of benefits including best-in-class leave policies, gender-neutral parental leaves, childcare assistance benefits, sponsorship for industry certifications, employee assistance programs, insurance coverage, and more. You will receive training, coaching, and support for your career development in a culture of continuous learning and collaboration. Join us at Deutsche Bank to excel together every day, where we empower our people to act responsibly, think commercially, take initiative, and work collaboratively in a positive, fair, and inclusive environment. Visit our website for more information: https://www.db.com/company/company.htm.,

The role involves and covers the following support from a Business Analyst (BA) perspective. As a Business Analyst, you will be responsible for understanding data and data architecture, metrics, and their significance in the design and delivery of new dashboards. You should be able to identify and engage data owners. Your role will require you to translate business requirements into technical requirements and conduct process mapping, with experience in Risk Transformation. Additionally, you should possess knowledge of requirement gathering and BRD/FRD documentation. Relevant experience of controls is necessary to ensure the quality and completeness of the solution and its data. You should also have the ability to challenge current practices and enhance dashboard designs through innovative design and technology utilization. Collaboration with cross-line-of-business working groups to design dashboards and approve solutions will be part of your responsibilities. Demonstrable experience in designing dashboards to meet the needs of diverse user groups is essential, along with a solid understanding of risk management and knowledge of the latest dashboard technologies and trends. Other Desirable Experience: - Programme delivery on strategic programmes - Interaction with executive-level management - TOM development - Regulatory requirements mapping and gap analysis - Governance, Reporting, and MI/dashboarding delivery - Knowledge of Counterparty Credit Risk, Exposure calculation methodologies (simulation, aggregation, limit monitoring), and experience in implementing Modelled and Non-Modelled calculation algorithms - Previous experience in capturing and analyzing the daily movement of EAD numbers for Financing Products, calculating counterparty credit risk - Experience in validated counterparty exposure on a daily, monthly, and quarterly basis using various metrics including Exposure metrics (PFE, EPE, EEPE, EAD, etc.) and VAR computation using both Internal Model (IMM) and Standardized approaches like CEM - Hands-on Experience of Exposure Calculation (EAD/PFE) at Portfolio level for both Modeled (IMM) and Non-Modeled (CEM/SACCR, Credit VAR, CEF) transactions - Working knowledge of calculating and reporting default risk for traded products - Understanding of adjustments at the counterparty level where traded product exposure (derivatives, debt, and equity financing) was found to be erroneous and material to mitigate impact on risk monitoring, CVA, and RWA - Some exposure to credit risk reporting platforms and risk engine Skills and Qualifications: - CFA/FRM certification is a plus - Strong analytical skills and statistical background,