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Define and document QP framework including: Policy / standards / procedures Control design incl. assessment of overlaps with existing MRM and bank controls (TADs/EUDA) Templates to support independent reviews KIs / reporting Application of above to pilots and finalise framework Support defining operating processes and documentation to conduct initial reviews post publication of framework

About The Role :: In Scope of Position based Promotions (INTERNAL only) Job Title:Quant Analyst Corporate Title:Associate Location:Mumbai, India Role Description Group Strategic Analytics: Analytics and technology are seen as central to all the main units of the bank, including Investment Bank, Corporate Bank and to Risk and Control functions. The Strategic Analytics team combines expertise in quantitative analytics, modelling, pricing and risk management with deep understanding of system architecture and programming. The primary output is a scalable and flexible Front Office pricing and risk management system with consistent interface to both the Middle Office and Back Office. The consistency in analytics and the technology platform ensures that no arbitrage can exist between various parts of the Bank as well as rational allocation of constrained resources, including risk budget, balance sheet, funding, and capital. 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 Treasury Strat's The candidate is required to work in collaboration with London/New York/Frankfurt team on various quantitative and regulatory driven projects. Candidate is required to understand the business problem, gather information required for the implementation and provide an end-to-end optimized solution on a scalable platform. Implementation of the project needs to be done in Python and C++ programming language. Candidate should possess a very good English communication skill in order to coordinate and communicate their work effectively with various stakeholders spread across globe. Role Responsibilities Development of complex processes, framework or risk analysis as well as improvements Implement, enhance and maintain existing framework to measure market risks across the bank Understand and decipher business problem to convert into manageable smaller problem statements Coordinate and gather information from various stakeholders for deeper understanding of the business Design an automated solution which is optimized and scalable Develop and design tables and databases required for the storage of the data Develop applications/libraries for the implementation of the solution Remediation of regulatory as well as external and internal findings against the MR HS models in line with the assigned tasks Constant awareness and understanding of the key market risks taken by the business areas and communication to senior management and with ex external stakeholders, challenge the business within assigned areas when required Quality assurance (e.g. 4 eyes principle reviews) Education/ Qualifications: Strong educational background in Engineering/Science, Economics, Statistics or other numerate discipline preferably from good colleges in India e.g. IIT, NIT, ISI etc. Good knowledge of financial instruments and markets across all asset classes Knowledge of financial pricing models, risk models would be desirable Experience with applied econometrics (Hypothesis testing, PCA, Linear/Non-Linear Regression etc) will be a plus Certification courses like CFA/FRM/CQF Your skills and experience Competencies: Programming Skills At least 4 years experience in Python/C++ programming Good knowledge of OOPs programming concepts ( Class, Pointers, Data structure stacks, queue) Experience in pulling data from various Market data sources. Independent handling and mitigating methodological or process weaknesses identified by regulators, auditors and internal model validation team Strong communication skills and presentation ability with attention to detail Good problem solving instincts and strong analytical skills Personal characteristics: Ability to work independently as well as flexibly within intra or inter-departmental groups. Continuous advancement of own skills and knowledge Can-Do attitude & Able to cope well under pressure and tight deadlines. 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.

Evaluate credit worthiness of corporate clients Utilize various risk models (PD, LGD, EAD) to assess portfolio level credit risk Use statistical models -Value at risk, Monte Carlo simulation, Stress testing & Scenario Analysis Required Candidate profile 5+ yrs of exp in credit risk analysis/corporate lending Expert in statistical tools/Python/MATLAB Strong in ETL data pipeline, Power-BI /Tableau CFA/FRM will be an added advantage

Evaluate credit worthiness of corporate clients Utilize various risk models (PD, LGD, EAD) to assess portfolio level credit risk Use statistical models -Value at risk, Monte Carlo simulation, Stress testing & Scenario Analysis Required Candidate profile 5+ yrs of exp in credit risk analysis/corporate lending Expert in statistical tools/Python/MATLAB Strong in ETL data pipeline, Power-BI /Tableau CFA/FRM will be an added advantage

Job designation- Customer Support Associate (Chat and Voice Process ) Job Responsibilities- To resolve customer issues over the chat& provide resolutions to the customer over the chat. Job Location -Noida Hiring model- 100% Work from Office Job Criteria: Good communication skills required in ENGLISH & HINDI Undergraduate/graduate ll Fresher/experience are eligible 6 days working with 1 Rotational week off 24*7 flexible shifts Immediate joiners required Package and other Benefits: Salary Package: 1.90 LPA to3LPA PF & ESIC How to Apply? Interested candidates directly visit at the location Contact person:- "HarmanPreet"- 8750763379 "Mohini"- 8448716839 "Prateeksha"- 9068094671 "Himanshi"- 7983513155

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_0325 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_0325 ] as subject

Requirement Manager [ 6-8 years of experience Senior Manager [8-10 years of experience] Skill sets Functional: Working knowledge & experience in Risk, Stress testing, Traded risk, Counterparty credit risk, Basel 3.1 etc. Technical: Advance excel, SAS, Python. Should be able to handle, manage & analyse big data-set (data massaging, data transformation etc). Location: Bangalore office. Work from office: Twice a week JD Brief overview The candidate for this position will be part of CCR (Counterparty Credit Risk) stress testing team involved in the execution of enterprise-wide stress tests for CCR work stream and ensure the timely delivery of the stress test results by conducting the CCR stress test, collaborating on methodology definition, maintaining documentation and governance standards. Support the Head, Traded Credit Risk in the Global Counterparty Credit Risk Forum (GCCRF) and on board to the hub team CCR stress testing modules for countries. They will execute stress tests CCR and CCP stress test to meets to meet regulatory requirements and manage all governance related aspects of enterprise-wide stress testing from Execution perspective. Responsible for driving process improvements and best practices automate manual processes for more efficiency and productivity and own quantitative changes and change requests. For Group exercises, execution of CCR runs for stress results, deliver a high-quality Structured Template Data (STDF) Templates, as per the requirements set out by the Prudential Regulation Authority (PRA) in the Bank of England (BoE) stress test. Involvement in other similar ST requirements issued by the likes of the Hong Kong Monetary Authority (HKMA) or Monetary Authority of Singapore (MAS) Ensure that the stress testing methods employed are compliant with EST procedures and any deviation is properly documented and approved. Ensure compliance with the Operational Risk Framework requirements and that quantitative controls are in place and executed in full. Manage all correspondence via their nominated work stream leads, support functions and stakeholders. Roles and Responsibilities Ensure the CCR stress test execution of EWST exercises (Group ICAAP and BoE stress test) within agreed timelines. This includes owning the end-to-end process from performing the stress test and support presenting the final deck for stakeholders sign-off. Ensure the CCR stress test execution of country exercises within agreed timelines. This includes owning the end-to-end process from performing the stress test and presenting the final deck for stakeholders sign-off. Support presentation of the EWST stress results for internal review & challenge and subsequently the Accountable Executive within the agreed timelines for challenge and sign-offs. Manage communication with all internal and external stakeholders like senior management on CCR stress testing related queries. Support in presenting the CCP (Central Counterparty) and CCR stress results at the working group and committee level for reporting of losses/impairments, CCR RWA, CVA RWA and excess EL. Take a more front ending role in country tests for CCP (Central Counterparty) and CCR stress results at the working group and committee level for reporting of losses/impairments, CCR RWA, CVA RWA and excess EL. Report, monitor and perform regular and ad-hoc investigation on stress test results and wrong way risk for the Derivatives portfolio. Review, update and maintain EWST and traded risk models/methodologies related to CCR stress testing. E.g. CCP stress test model, stress CVA RWA model and etc. to ensure they are compliant with regulatory and internal audit and governance requirements. Co-ordinate with MTCR (Market and Traded Credit Risk) CCRM (Counterparty Credit Risk Models) and Risk infrastructure team to review stress sensitivities/scenarios and implement stress tests aligned with regulatory requests. Provide input, insight and management to ensure that strategic infrastructure programs will deliver to the CCR business vision. Ensure that any CCR stress testing related policies and procedures, model standards, specifications documents, templates and processes are kept up-to-date. Adhere to the completeness of Operational Risk Control activities and comply with internal audit and governance standards including EUC policy, procedure documentation and etc. Develop internal relationships with the wider Enterprise Risk function, Country Risk Function and externally with the other teams within the Risk function including Traded Risk, Risk Measurement, Risk infrastructure and governance. Deliver a high quality Structured Template Data (STDF) Templates, as per the requirements set out by the Prudential Regulation Authority (PRA) in the Bank of England (BoE) stress test Ensure compliance with governance related aspects of EST production and delivery.

The FX Risk Management Team is a middle-office team responsible for managing Forex exposure across multiple divisions, including Trading, Finance, and Overheads. The team identifies FX exposure, develops hedging strategies, and executes FX trades with internal traders. This role involves frequent interaction with commercial traders, the deals desk, and operators, highlighting forex risks, market opportunities, and updating the FX P&L in a timely manner. The team also manages the allocation of FX hedges to underlying exposures and oversees the settlement of derivatives at maturity with the back office. Additionally, the FX team collaborates with Treasury to manage liquidity in foreign currency accounts, minimizing exposure and costs related to interest rates and overdrafts. Experience : 4-6 years of relevant experience, with a strong understanding of Foreign Exchange markets, Interest Rates, Cash/Liquidity Management, and Risk Management. A minimum of 2-3 years of experience in FX trade execution is preferred. Qualifications : CA or MBA in Finance and FRM certification are preferred. Soft Skills : Ability to work under pressure with tight deadlines, flexibility, and a proactive attitude. Teamwork : Strong team-player qualities and a dynamic personality with energy and drive. Technical Skills : Proficiency in Excel. Familiarity with multiple systems is a plus. Communication : Excellent English communication skills, both written and verbal. Key Responsibilities: The role is responsible for identifying, analyzing, mitigating, and managing the back-office activities associated with Foreign Exchange Risk arising from Trafigura’s Trading and Investment business. Collaborate with Traders, Operations, and the Deals Desk to identify FX risks. Understand FX exposure and currency regulations, developing hedging strategies for new geographies and business lines. Execute FX trades with internal brokers. Monitor markets for key events, opportunities, and early signs of distress, providing timely updates to management and traders. Allocate hedge P&L to underlying exposures and assess hedge effectiveness. Work closely with the Derivatives Back Office to agree on daily settlements and resolve discrepancies. Partner with Treasury to manage liquidity in foreign currency accounts and reduce exposure and costs associated with interest rates and overdrafts. Support FX reconciliations and assist in the development of FX systems to improve processes. Trading floor, Deals Desk, Trade Finance, Operational Treasury, Banks and Brokers, Internal Broker Back Office

Urgent Requirement of Consultant -IVF for a IVF Chain of Corporate Hospital Qualification-MBBS, MS/MD, FRM/ART Experience - 3 to 5 Years Location -Lajpat Nagar-Delhi & Lucknow Contact person-Dilip Khandelwal Mo. No.-9654280889

Urgent Requirement of a Consultant & Center Head-IVF for a IVF Chain of Corporate Hospital Qualification-MBBS, MS/MD, FRM/ART Experience - 3 to 5 Years Location -Ahmedabad, Varanasi & Ranchi Contact person-Dilip Khandelwal Mo. No.-9654280889

# Female with 7+ yrs exp. in credit risk management within Bank/NBFC #Strong comm, analytical & research skills #Thorough knolwedge of financial services regulatory environment #Portfolio monitoring #Proven success in implementing system upgrades Required Candidate profile *CA/Finance PG degree with tech upgrades & system development exp. *Collaborates with internal teams & stakeholders *Reduces non-compliance incidents *Timely review & update of credit risk policies