371 Market Risk Jobs - Page 13

Strategy Responsible to manage Regulatory reporting function and its deliverables in accordance with Regulatory requirements and provider greater insights across all Liquidity metrics submitted to the stakeholders. Work across Group, Country, Business and Change teams with an aim to improve accuracy of reporting and drive initiatives to optimize Liquidity and RWA thereby contributing to improve Group RoTE. Business Strong functional content across Basel framework (Basel II, III and IV); Liquidity metrics computation and methodologies, with key drivers Good understanding on Banking Products and able to co-relate to Risk Weighted Assets / Regulatory Reporting Candidate must be familiar with the use of SQL to interrogate and extract the data for analysis. Understanding of Moodys reporting platforms is an advantage. SAS and/or Python knowledge is an added benefit. Candidate must be familiar with regulatory requirements for data management - BCBS 239 and PRA requirements Processes Ensure the operational efficiency, accuracy and completeness of the reports are monitored with appropriate KPIs. Establish robust control and governance on the reporting process including the requirements to manage report quality and operational control. This includes expected data quality monitoring required in the reporting standards for regulatory reporting. Continuously strive for process improvement with standardisation, simplification and automation. Key Responsibilities People Talent Collaborate with various teams to resolve Liquidity issues; transition changes into BAU efficiently that is aligned with the regulatory and bank s technology objectives. Build relationships to improve collaboration across Change, Technology and Business teams to implement changes into Liquidity CoE Risk Management Candidate needs to be able to articulate the Liquidity metrics and drive the discussion with Senior stakeholders across Finance, Risk, Treasury and Business to meet the requirements. Provide Consultation/Support in dealing with business queries relating to Liquidity metrics , all other internal and external Liquidity regulatory reports Governanc Monitor and ensure that appropriate Change governance is followed across all transformation initiatives. Represent the function at the governance forums in place for tracking change initiatives and influence decisions in respect of the change backlog, prioritisation, choice of technology tools and the operating model. Regulatory Business Conduct Display exemplary conduct and live by the Group s Values and Code of Conduct. Take personal responsibility for embedding the highest standards of ethics, including regulatory and business conduct, across Standard Chartered Bank. This includes understanding and ensuring compliance with, in letter and spirit, all applicable laws, regulations, guidelines and the Group Code of Conduct. Lead the team to achieve the outcomes set out in the Bank s Conduct Principles: [Fair Outcomes for Clients; Effective Financial Markets; Financial Crime Compliance; The Right Environment. ] Effectively and collaboratively identify, escalate, mitigate and resolve risk, conduct and compliance matters. Key stakeholders GPO/GPM, Liquidity Group Regulatory Reporting - Head and Reporting Leads Credit and Market Risk functions - Functional Heads and Leads Liquidity Change Management - Head and Leads across Liquidity Change Country Regulatory Reporting - CFO, Financial Controller and Country Leads Partner within BSM Liquidity, GFS team and Stakeholders to Build domain expertise in the areas of Balance Sheet Management, Liquidity Risk Management, Interest Rate Risk Management, Fund Transfer Pricing, Benchmarking Stress Test Data Framework, and the relevant policies, procedures, and practice guides, and regulatory reporting guidelines including Basel III. Other Responsibilities Embed Here for good and Group s brand and values in team; Perform other responsibilities assigned under Group, Country, Business or Functional policies and procedures; Multiple functions (double hats); Skills and Experience Strong functional content across Basel framework (Basel II, III and IV); Capital metrics computation and methodologies, with key drivers Good understanding on Banking Products and able to co-relate to Risk Weighted Assets / Regulatory Reporting Candidate must be familiar with the use of SQL to interrogate and extract the data for analysis. SAS and/or Python knowledge is an added benefit Candidate must be familiar with regulatory requirements for data management - BCBS 239 and PRA requirements Stakeholder engagement (across geographies) People leadership and management Technical skills like Advanced Excel (including macro) and Python / R Knowledge on Balance Sheet Management systems like Moody s, Oracle, QRM Qualifications MBA (Fin) or Masters in Finance/Accountancy/Economics or affiliated subjects; Undergraduate degree in Science / Engineering / Commerce. Chartered Accountants: Risk Management or related Professional Certification will be an added advantage. Minimum of 14 years of Liquidity Regulatory Reporting. Strong knowledge of Liquidity regulations and metrics; Proficient in analytics to drive deep understanding of Liquidity; Collaboration mindset; able to deliver solutions to improve BAU. About Standard Chartered Were an international bank, nimble enough to act, big enough for impact. For more than 170 years, weve worked to make a positive difference for our clients, communities, and each other. We question the status quo, love a challenge and enjoy finding new opportunities to grow and do better than before. If youre looking for a career with purpose and you want to work for a bank making a difference, we want to hear from you. You can count on us to celebrate your unique talents and we cant wait to see the talents you can bring us. Our purpose, to drive commerce and prosperity through our unique diversity, together with our brand promise, to be here for good are achieved by how we each live our valued behaviours. When you work with us, youll see how we value difference and advocate inclusion. Together we: Do the right thing and are assertive, challenge one another, and live with integrity, while putting the client at the heart of what we do Never settle, continuously striving to improve and innovate, keeping things simple and learning from doing well, and not so well Are better together, we can be ourselves, be inclusive, see more good in others, and work collectively to build for the long term What we offer In line with our Fair Pay Charter, we offer a competitive salary and benefits to support your mental, physical, financial and social wellbeing. Core bank funding for retirement savings, medical and life insurance, with flexible and voluntary benefits available in some locations. Time-off including annual leave, parental/maternity (20 weeks), sabbatical (12 months maximum) and volunteering leave (3 days), along with minimum global standards for annual and public holiday, which is combined to 30 days minimum. Flexible working options based around home and office locations, with flexible working patterns. Proactive wellbeing support through Unmind, a market-leading digital wellbeing platform, development courses for resilience and other human skills, global Employee Assistance Programme, sick leave, mental health first-aiders and all sorts of self-help toolkits A continuous learning culture to support your growth, with opportunities to reskill and upskill and access to physical, virtual and digital learning. Being part of an inclusive and values driven organisation, one that embraces and celebrates our unique diversity, across our teams, business functions and geographies - everyone feels respected and can realise their full potential. www. sc. com/careers 29321

Our Quant Analysts use their computer science expertise to deliver robust, high-performance software and quantitative analytics. They create and develop real-time pricing models, risk models, and infrastructure for the Banks modelling and analytics library to enable pricing, intraday risk reporting, and portfolio-level analytics. They work on diverse markets projects, including dedicated applications to support individual teams, to processes that handle millions of trades, or have thousands of users. About the Markets team Our Markets team provides clients with risk management, financing, and investment expertise through the provision of bespoke solutions across asset classes. They do this by building trusted relationships across industries and sectors. About Corporate Investment Banking (CIB) For more than 170 years we ve support clients with their transaction banking, financial markets, corporate finance and borrowing needs and provide solutions to nearly 20, 000 clients in the world s fastest-growing economies and most active trade corridors. Key Responsibilities You ll work on diverse markets projects and dedicated applications to support individual teams to process millions of trades and thousands of users. We re looking for highly qualified individuals to deliver robust, high-performance software and quantitative analytics to support pricing and risk management requirements. Develop portfolio risk measurement methodologies, including quantifying credit and market risk exposures and economic capital. Partner with Traders to develop statistical arbitrage strategies. Use value at risk techniques to measure the risk of loss on a portfolio of assets. Develop mathematical models for pricing, hedging and securities risk measurement. Build, test, implement, enhance and maintain, sophisticated quant mathematical models for pricing, risk management, market and asset class analysis. Research alternative models and numeral techniques, including models published in industry or academic publications. Support the design and delivery of CORTEX, including platform adoption, application development, ePricing, the multi-curve framework. Skills and Experience Financial forecasting, modelling and analysis. Risk management, financial risk, and credit risk and operational risk. Balance sheet management. Experienced in using and adapting to client behaviors and preferences. Financial Services regulatory experience. Data analysis and visualisation. Industry knowledge. Sustainable finance. About Standard Chartered Were an international bank, nimble enough to act, big enough for impact. For more than 170 years, weve worked to make a positive difference for our clients, communities, and each other. We question the status quo, love a challenge and enjoy finding new opportunities to grow and do better than before. If youre looking for a career with purpose and you want to work for a bank making a difference, we want to hear from you. You can count on us to celebrate your unique talents and we cant wait to see the talents you can bring us. Our purpose, to drive commerce and prosperity through our unique diversity, together with our brand promise, to be here for good are achieved by how we each live our valued behaviours. When you work with us, youll see how we value difference and advocate inclusion. Together we: Do the right thing and are assertive, challenge one another, and live with integrity, while putting the client at the heart of what we do Never settle, continuously striving to improve and innovate, keeping things simple and learning from doing well, and not so well Are better together, we can be ourselves, be inclusive, see more good in others, and work collectively to build for the long term What we offer In line with our Fair Pay Charter, we offer a competitive salary and benefits to support your mental, physical, financial and social wellbeing. Core bank funding for retirement savings, medical and life insurance, with flexible and voluntary benefits available in some locations. Time-off including annual leave, parental/maternity (20 weeks), sabbatical (12 months maximum) and volunteering leave (3 days), along with minimum global standards for annual and public holiday, which is combined to 30 days minimum. Flexible working options based around home and office locations, with flexible working patterns. Proactive wellbeing support through Unmind, a market-leading digital wellbeing platform, development courses for resilience and other human skills, global Employee Assistance Programme, sick leave, mental health first-aiders and all sorts of self-help toolkits A continuous learning culture to support your growth, with opportunities to reskill and upskill and access to physical, virtual and digital learning. Being part of an inclusive and values driven organisation, one that embraces and celebrates our unique diversity, across our teams, business functions and geographies - everyone feels respected and can realise their full potential. www. sc. com/careers 29100

Strategy Responsible to manage Regulatory reporting function and its deliverables in accordance with Regulatory requirements and provider greater insights across all Liquidity metrics submitted to the stakeholders. Work across Group, Country, Business and Change teams with an aim to improve accuracy of reporting and drive initiatives to optimize Liquidity and RWA thereby contributing to improve Group RoTE. Business Strong functional content across Basel framework (Basel II, III and IV); Liquidity metrics computation and methodologies, with key drivers Good understanding on Banking Products and able to co-relate to Risk Weighted Assets / Regulatory Reporting Candidate must be familiar with the use of SQL to interrogate and extract the data for analysis. Understanding of Moodys reporting platforms is an advantage. SAS and/or Python knowledge is an added benefit. Candidate must be familiar with regulatory requirements for data management - BCBS 239 and PRA requirements Processes Ensure the operational efficiency, accuracy and completeness of the reports are monitored with appropriate KPIs. Establish robust control and governance on the reporting process including the requirements to manage report quality and operational control. This includes expected data quality monitoring required in the reporting standards for regulatory reporting. Continuously strive for process improvement with standardisation, simplification and automation. Key Responsibilities People Talent Collaborate with various teams to resolve Liquidity issues; transition changes into BAU efficiently that is aligned with the regulatory and bank s technology objectives. Build relationships to improve collaboration across Change, Technology and Business teams to implement changes into Liquidity CoE Risk Management Candidate needs to be able to articulate the Liquidity metrics and drive the discussion with Senior stakeholders across Finance, Risk, Treasury and Business to meet the requirements. Provide Consultation/Support in dealing with business queries relating to Liquidity metrics , all other internal and external Liquidity regulatory reports Governanc Monitor and ensure that appropriate Change governance is followed across all transformation initiatives. Represent the function at the governance forums in place for tracking change initiatives and influence decisions in respect of the change backlog, prioritisation, choice of technology tools and the operating model. Regulatory Business Conduct Display exemplary conduct and live by the Group s Values and Code of Conduct. Take personal responsibility for embedding the highest standards of ethics, including regulatory and business conduct, across Standard Chartered Bank. This includes understanding and ensuring compliance with, in letter and spirit, all applicable laws, regulations, guidelines and the Group Code of Conduct. Lead the team to achieve the outcomes set out in the Bank s Conduct Principles: [Fair Outcomes for Clients; Effective Financial Markets; Financial Crime Compliance; The Right Environment. ] Effectively and collaboratively identify, escalate, mitigate and resolve risk, conduct and compliance matters. Key stakeholders GPO/GPM, Liquidity Group Regulatory Reporting - Head and Reporting Leads Credit and Market Risk functions - Functional Heads and Leads Liquidity Change Management - Head and Leads across Liquidity Change Country Regulatory Reporting - CFO, Financial Controller and Country Leads Partner within BSM Liquidity, GFS team and Stakeholders to Build domain expertise in the areas of Balance Sheet Management, Liquidity Risk Management, Interest Rate Risk Management, Fund Transfer Pricing, Benchmarking Stress Test Data Framework, and the relevant policies, procedures, and practice guides, and regulatory reporting guidelines including Basel III. Other Responsibilities Embed Here for good and Group s brand and values in team; Perform other responsibilities assigned under Group, Country, Business or Functional policies and procedures; Multiple functions (double hats); Skills and Experience Strong functional content across Basel framework (Basel II, III and IV); Capital metrics computation and methodologies, with key drivers Good understanding on Banking Products and able to co-relate to Risk Weighted Assets / Regulatory Reporting Candidate must be familiar with the use of SQL to interrogate and extract the data for analysis. SAS and/or Python knowledge is an added benefit Candidate must be familiar with regulatory requirements for data management - BCBS 239 and PRA requirements Stakeholder engagement (across geographies) People leadership and management Technical skills like Advanced Excel (including macro) and Python / R Knowledge on Balance Sheet Management systems like Moody s, Oracle, QRM Qualifications MBA (Fin) or Masters in Finance/Accountancy/Economics or affiliated subjects; Undergraduate degree in Science / Engineering / Commerce. Chartered Accountants: Risk Management or related Professional Certification will be an added advantage. Minimum of 14 years of Liquidity Regulatory Reporting. Strong knowledge of Liquidity regulations and metrics; Proficient in analytics to drive deep understanding of Liquidity; Collaboration mindset; able to deliver solutions to improve BAU. About Standard Chartered Were an international bank, nimble enough to act, big enough for impact. For more than 170 years, weve worked to make a positive difference for our clients, communities, and each other. We question the status quo, love a challenge and enjoy finding new opportunities to grow and do better than before. If youre looking for a career with purpose and you want to work for a bank making a difference, we want to hear from you. You can count on us to celebrate your unique talents and we cant wait to see the talents you can bring us. Our purpose, to drive commerce and prosperity through our unique diversity, together with our brand promise, to be here for good are achieved by how we each live our valued behaviours. When you work with us, youll see how we value difference and advocate inclusion. Together we: Do the right thing and are assertive, challenge one another, and live with integrity, while putting the client at the heart of what we do Never settle, continuously striving to improve and innovate, keeping things simple and learning from doing well, and not so well Are better together, we can be ourselves, be inclusive, see more good in others, and work collectively to build for the long term What we offer In line with our Fair Pay Charter, we offer a competitive salary and benefits to support your mental, physical, financial and social wellbeing. Core bank funding for retirement savings, medical and life insurance, with flexible and voluntary benefits available in some locations. Time-off including annual leave, parental/maternity (20 weeks), sabbatical (12 months maximum) and volunteering leave (3 days), along with minimum global standards for annual and public holiday, which is combined to 30 days minimum. Flexible working options based around home and office locations, with flexible working patterns. Proactive wellbeing support through Unmind, a market-leading digital wellbeing platform, development courses for resilience and other human skills, global Employee Assistance Programme, sick leave, mental health first-aiders and all sorts of self-help toolkits A continuous learning culture to support your growth, with opportunities to reskill and upskill and access to physical, virtual and digital learning. Being part of an inclusive and values driven organisation, one that embraces and celebrates our unique diversity, across our teams, business functions and geographies - everyone feels respected and can realise their full potential. www. sc. com/careers 29316

Strategy Responsible to manage Regulatory reporting function and its deliverables in accordance with Regulatory requirements and provider greater insights across all Liquidity metrics submitted to the stakeholders. Work across Group, Country, Business and Change teams with an aim to improve accuracy of reporting and drive initiatives to optimize Liquidity and RWA thereby contributing to improve Group RoTE. Business Strong functional content across Basel framework (Basel II, III and IV); Liquidity metrics computation and methodologies, with key drivers Good understanding on Banking Products and able to co-relate to Risk Weighted Assets / Regulatory Reporting Candidate must be familiar with the use of SQL to interrogate and extract the data for analysis. Understanding of Moodys reporting platforms is an advantage. SAS and/or Python knowledge is an added benefit. Candidate must be familiar with regulatory requirements for data management - BCBS 239 and PRA requirements Processes Ensure the operational efficiency, accuracy and completeness of the reports are monitored with appropriate KPIs. Establish robust control and governance on the reporting process including the requirements to manage report quality and operational control. This includes expected data quality monitoring required in the reporting standards for regulatory reporting. Continuously strive for process improvement with standardisation, simplification and automation. People Talent Collaborate with various teams to resolve Liquidity issues; transition changes into BAU efficiently that is aligned with the regulatory and bank s technology objectives. Build relationships to improve collaboration across Change, Technology and Business teams to implement changes into Liquidity CoE Key Responsibilities Risk Management Candidate needs to be able to articulate the Liquidity metrics and drive the discussion with Senior stakeholders across Finance, Risk, Treasury and Business to meet the requirements. Provide Consultation/Support in dealing with business queries relating to Liquidity metrics , all other internal and external Liquidity regulatory reports Governance Monitor and ensure that appropriate Change governance is followed across all transformation initiatives. Represent the function at the governance forums in place for tracking change initiatives and influence decisions in respect of the change backlog, prioritisation, choice of technology tools and the operating model. Regulatory Business Conduct Display exemplary conduct and live by the Group s Values and Code of Conduct. Take personal responsibility for embedding the highest standards of ethics, including regulatory and business conduct, across Standard Chartered Bank. This includes understanding and ensuring compliance with, in letter and spirit, all applicable laws, regulations, guidelines and the Group Code of Conduct. Lead the team to achieve the outcomes set out in the Bank s Conduct Principles: [Fair Outcomes for Clients; Effective Financial Markets; Financial Crime Compliance; The Right Environment. ] Effectively and collaboratively identify, escalate, mitigate and resolve risk, conduct and compliance matters. Key stakeholders GPO/GPM, Liquidity Group Regulatory Reporting - Head and Reporting Leads Credit and Market Risk functions - Functional Heads and Leads Liquidity Change Management - Head and Leads across Liquidity Change Country Regulatory Reporting - CFO, Financial Controller and Country Leads Partner within BSM Liquidity, GFS team and Stakeholders to Build domain expertise in the areas of Balance Sheet Management, Liquidity Risk Management, Interest Rate Risk Management, Fund Transfer Pricing, Benchmarking Stress Test Data Framework, and the relevant policies, procedures, and practice guides, and regulatory reporting guidelines including Basel III. Other Responsibilities Embed Here for good and Group s brand and values in team; Perform other responsibilities assigned under Group, Country, Business or Functional policies and procedures; Multiple functions (double hats); Skills and Experience Strong functional content across Basel framework (Basel II, III and IV); Capital metrics computation and methodologies, with key drivers Good understanding on Banking Products and able to co-relate to Risk Weighted Assets / Regulatory Reporting Candidate must be familiar with the use of SQL to interrogate and extract the data for analysis. SAS and/or Python knowledge is an added benefit Candidate must be familiar with regulatory requirements for data management - BCBS 239 and PRA requirements Stakeholder engagement (across geographies) People leadership and management Technical skills like Advanced Excel (including macro) and Python / R Knowledge on Balance Sheet Management systems like Moody s, Oracle, QRM Qualifications MBA (Fin) or Masters in Finance/Accountancy/Economics or affiliated subjects; Undergraduate degree in Science / Engineering / Commerce. Chartered Accountants: Risk Management or related Professional Certification will be an added advantage. Minimum of 14 years of Liquidity Regulatory Reporting. Strong knowledge of Liquidity regulations and metrics; Proficient in analytics to drive deep understanding of Liquidity; Collaboration mindset; able to deliver solutions to improve BAU. About Standard Chartered Were an international bank, nimble enough to act, big enough for impact. For more than 170 years, weve worked to make a positive difference for our clients, communities, and each other. We question the status quo, love a challenge and enjoy finding new opportunities to grow and do better than before. If youre looking for a career with purpose and you want to work for a bank making a difference, we want to hear from you. You can count on us to celebrate your unique talents and we cant wait to see the talents you can bring us. Our purpose, to drive commerce and prosperity through our unique diversity, together with our brand promise, to be here for good are achieved by how we each live our valued behaviours. When you work with us, youll see how we value difference and advocate inclusion. Together we: Do the right thing and are assertive, challenge one another, and live with integrity, while putting the client at the heart of what we do Never settle, continuously striving to improve and innovate, keeping things simple and learning from doing well, and not so well Are better together, we can be ourselves, be inclusive, see more good in others, and work collectively to build for the long term What we offer In line with our Fair Pay Charter, we offer a competitive salary and benefits to support your mental, physical, financial and social wellbeing. Core bank funding for retirement savings, medical and life insurance, with flexible and voluntary benefits available in some locations. Time-off including annual leave, parental/maternity (20 weeks), sabbatical (12 months maximum) and volunteering leave (3 days), along with minimum global standards for annual and public holiday, which is combined to 30 days minimum. Flexible working options based around home and office locations, with flexible working patterns. Proactive wellbeing support through Unmind, a market-leading digital wellbeing platform, development courses for resilience and other human skills, global Employee Assistance Programme, sick leave, mental health first-aiders and all sorts of self-help toolkits A continuous learning culture to support your growth, with opportunities to reskill and upskill and access to physical, virtual and digital learning. Being part of an inclusive and values driven organisation, one that embraces and celebrates our unique diversity, across our teams, business functions and geographies - everyone feels respected and can realise their full potential. www. sc. com/careers 29315

Strategy Responsible to manage Regulatory reporting function and its deliverables in accordance with Regulatory requirements and provider greater insights across all Liquidity metrics submitted to the stakeholders. Work across Group, Country, Business and Change teams with an aim to improve accuracy of reporting and drive initiatives to optimize Liquidity and RWA thereby contributing to improve Group RoTE. Business Strong functional content across Basel framework (Basel II, III and IV); Liquidity metrics computation and methodologies, with key drivers Good understanding on Banking Products and able to co-relate to Risk Weighted Assets / Regulatory Reporting Candidate must be familiar with the use of SQL to interrogate and extract the data for analysis. Understanding of Moodys reporting platforms is an advantage. SAS and/or Python knowledge is an added benefit. Candidate must be familiar with regulatory requirements for data management - BCBS 239 and PRA requirements Processes Ensure the operational efficiency, accuracy and completeness of the reports are monitored with appropriate KPIs. Establish robust control and governance on the reporting process including the requirements to manage report quality and operational control. This includes expected data quality monitoring required in the reporting standards for regulatory reporting. Continuously strive for process improvement with standardisation, simplification and automation. Key Responsibilities People Talent Collaborate with various teams to resolve Liquidity issues; transition changes into BAU efficiently that is aligned with the regulatory and bank s technology objectives. Build relationships to improve collaboration across Change, Technology and Business teams to implement changes into Liquidity CoE Risk Management Candidate needs to be able to articulate the Liquidity metrics and drive the discussion with Senior stakeholders across Finance, Risk, Treasury and Business to meet the requirements. Provide Consultation/Support in dealing with business queries relating to Liquidity metrics , all other internal and external Liquidity regulatory reports Governanc Monitor and ensure that appropriate Change governance is followed across all transformation initiatives. Represent the function at the governance forums in place for tracking change initiatives and influence decisions in respect of the change backlog, prioritisation, choice of technology tools and the operating model. Regulatory Business Conduct Display exemplary conduct and live by the Group s Values and Code of Conduct. Take personal responsibility for embedding the highest standards of ethics, including regulatory and business conduct, across Standard Chartered Bank. This includes understanding and ensuring compliance with, in letter and spirit, all applicable laws, regulations, guidelines and the Group Code of Conduct. Lead the team to achieve the outcomes set out in the Bank s Conduct Principles: [Fair Outcomes for Clients; Effective Financial Markets; Financial Crime Compliance; The Right Environment. ] Effectively and collaboratively identify, escalate, mitigate and resolve risk, conduct and compliance matters. Key stakeholders GPO/GPM, Liquidity Group Regulatory Reporting - Head and Reporting Leads Credit and Market Risk functions - Functional Heads and Leads Liquidity Change Management - Head and Leads across Liquidity Change Country Regulatory Reporting - CFO, Financial Controller and Country Leads Partner within BSM Liquidity, GFS team and Stakeholders to Build domain expertise in the areas of Balance Sheet Management, Liquidity Risk Management, Interest Rate Risk Management, Fund Transfer Pricing, Benchmarking Stress Test Data Framework, and the relevant policies, procedures, and practice guides, and regulatory reporting guidelines including Basel III. Other Responsibilities Embed Here for good and Group s brand and values in team; Perform other responsibilities assigned under Group, Country, Business or Functional policies and procedures; Multiple functions (double hats); Skills and Experience Strong functional content across Basel framework (Basel II, III and IV); Capital metrics computation and methodologies, with key drivers Good understanding on Banking Products and able to co-relate to Risk Weighted Assets / Regulatory Reporting Candidate must be familiar with the use of SQL to interrogate and extract the data for analysis. SAS and/or Python knowledge is an added benefit Candidate must be familiar with regulatory requirements for data management - BCBS 239 and PRA requirements Stakeholder engagement (across geographies) People leadership and management Technical skills like Advanced Excel (including macro) and Python / R Knowledge on Balance Sheet Management systems like Moody s, Oracle, QRM Qualifications MBA (Fin) or Masters in Finance/Accountancy/Economics or affiliated subjects; Undergraduate degree in Science / Engineering / Commerce. Chartered Accountants: Risk Management or related Professional Certification will be an added advantage. Minimum of 14 years of Liquidity Regulatory Reporting. Strong knowledge of Liquidity regulations and metrics; Proficient in analytics to drive deep understanding of Liquidity; Collaboration mindset; able to deliver solutions to improve BAU. About Standard Chartered Were an international bank, nimble enough to act, big enough for impact. For more than 170 years, weve worked to make a positive difference for our clients, communities, and each other. We question the status quo, love a challenge and enjoy finding new opportunities to grow and do better than before. If youre looking for a career with purpose and you want to work for a bank making a difference, we want to hear from you. You can count on us to celebrate your unique talents and we cant wait to see the talents you can bring us. Our purpose, to drive commerce and prosperity through our unique diversity, together with our brand promise, to be here for good are achieved by how we each live our valued behaviours. When you work with us, youll see how we value difference and advocate inclusion. Together we: Do the right thing and are assertive, challenge one another, and live with integrity, while putting the client at the heart of what we do Never settle, continuously striving to improve and innovate, keeping things simple and learning from doing well, and not so well Are better together, we can be ourselves, be inclusive, see more good in others, and work collectively to build for the long term What we offer In line with our Fair Pay Charter, we offer a competitive salary and benefits to support your mental, physical, financial and social wellbeing. Core bank funding for retirement savings, medical and life insurance, with flexible and voluntary benefits available in some locations. Time-off including annual leave, parental/maternity (20 weeks), sabbatical (12 months maximum) and volunteering leave (3 days), along with minimum global standards for annual and public holiday, which is combined to 30 days minimum. Flexible working options based around home and office locations, with flexible working patterns. Proactive wellbeing support through Unmind, a market-leading digital wellbeing platform, development courses for resilience and other human skills, global Employee Assistance Programme, sick leave, mental health first-aiders and all sorts of self-help toolkits A continuous learning culture to support your growth, with opportunities to reskill and upskill and access to physical, virtual and digital learning. Being part of an inclusive and values driven organisation, one that embraces and celebrates our unique diversity, across our teams, business functions and geographies - everyone feels respected and can realise their full potential. www. sc. com/careers 29323

Ready to shape the future of work At Genpact, we don&rsquot just adapt to change&mdashwe drive it. AI and digital innovation are redefining industries, and we&rsquore leading the charge. Genpact&rsquos AI Gigafactory, our industry-first accelerator, is an example of how we&rsquore scaling advanced technology solutions to help global enterprises work smarter, grow faster, and transform at scale. From large-scale models to agentic AI, our breakthrough solutions tackle companies most complex challenges. If you thrive in a fast-moving, tech-driven environment, love solving real-world problems, and want to be part of a team that&rsquos shaping the future, this is your moment. Genpact (NYSE: G) is an advanced technology services and solutions company that delivers lasting value for leading enterprises globally. Through our deep business knowledge, operational excellence, and cutting-edge solutions - we help companies across industries get ahead and stay ahead. Powered by curiosity, courage, and innovation, our teams implement data, technology, and AI to create tomorrow, today. Get to know us at genpact.com and on LinkedIn, X, YouTube, and Facebook. Inviting applications for the role of Manager- Market Risk- Business Analyst In this role, role you will be responsible to provide a single point end to end accountability for the project oversight, reporting to project management team, establish working relationship with technology partners etc. We are seeking an experienced Agile Business Analyst (BA) Manager /Senior Manager to join our team for Market Risk. The ideal candidate will have a strong background in market risk VaR, FRTB, back testing and PnL attribution and market risk stress testing. Responsibilities . Conduct impact assessments and define business solutions to support regulatory enhancements and internal risk transformation programs. . Support implementation of enhancements to risk models, reporting frameworks, and attribution methodologies. . Participate in the design and execution of testing strategies including functional testing, back testing, and model validation. . Perform detailed analysis of risk and PnL data to support attribution analysis and ensure data integrity across systems. . Collaborate on the migration of legacy models and platforms to modernized risk infrastructure. . Independently manage medium to large projects through the lifecycle and use BA tools proficiently (business requirement documents, functional specification documents, data matrix, Workflow Diagrams etc.) . Run test management processes for medium to large scale projects (Test Strategy/Approach documentation, managing User Acceptance Testing, building test plans and test scenarios, building implementation plans.) . Assist our stakeholder businesses with their tactical/strategic solution requirements, services and/or program. . Must be able to work with Technology, Risk Management, Risk Middle Office, and Front Office to identify and maximize opportunities that help in delivery of projects and to improve product, service and program business processes. . Must have the ability to work with a team and train people on various subjects, structure the project . governance model and also work together with regional counterparts to devise induction framework for all the resources entering into the project. . Prepare project reports (weekly project update, monthly status update, highlighting risks, resource . utilization, analyses trend, recommends adjustments that address or capitalize on these changes.) Qualifications we seek in you! Minimum Qualifications . Relevant of experience as a Business Analyst within Market Risk or Risk Technology in an investment bank or similar financial institution. . Strong understanding of market risk concepts such as VaR, sensitivities, stress testing, back testing, and PnL attribution. . Familiarity with regulatory frameworks such as Basel (2.5/III) and capital calculation methodologies is a plus. . Knowledge of capital regulations (FRTB and Standardized approaches) . Sound understanding of financial products and risk methodology across all asset classes. . Ability to operate in both agile and waterfall style project methodologies and have an understanding of deliverables required for each methodology. . Attention to detail and high-quality standards of documentation, processes and control environment. . Experience in the full E2E systems delivery lifecycle (SDLC). . Detailed knowledge of all Microsoft Office products, i.e. Word, Excel, Power Point, Project and Visio. . Proficiency in data analysis, virtualization and BI solutions - SQL, Python, Denodo, Dremio, PowerBI , Alteryx, Tableau etc. . Excellent Communication, Organization and Documentation Skills. . Flexibility (Openness to Change) - Adapts effectively to changing plans, domains and priorities Is open and flexible when faced with changing project constraints. . Deals comfortably with ambiguity - Stays on target to complete goals regardless of obstacles or adverse circumstances. . Rigorous follow ups through on all commitments to achieve results. . Excellent and demonstrable understanding of &ldquobest practice approaches to functional testing especially User Acceptance Testing. . Ability to identify any inefficiencies in processes and suggest ideas for automation and/or operating . model changes. Preferred Qualifications/ Skills . Relevant experience: Proven experience as a business analyst within market risk or risk technology in an investment bank or similar financial institution. . Market risk expertise: Strong understanding of market risk concepts, including value at risk (VaR), sensitivities, stress testing, back testing, and profit and loss (PnL) attribution. . Regulatory knowledge: Familiarity with regulatory frameworks such as Basel 2.5/III and capital calculation methodologies. Knowledge of capital regulations like the Fundamental Review of the Trading Book (FRTB) and standardized approaches is advantageous. . Financial product understanding: Sound knowledge of financial products and risk methodology across all asset classes. . Project methodologies: Ability to operate in both agile and waterfall project methodologies, with a clear understanding of deliverables required for each approach. . Attention to detail: High-quality standards in documentation, processes, and control environments. . Systems delivery lifecycle: Experience in the full end-to-end systems delivery lifecycle (SDLC). . Technical proficiency: Detailed knowledge of Microsoft Office tools (Word, Excel, PowerPoint, Project, Visio). Proficiency in data analysis, virtualization, and business intelligence solutions such as SQL, Python, Denodo, Dremio, Power BI, Alteryx, and Tableau. . Communication and organization: Excellent communication, organization, and documentation skills. . Adaptability: Flexibility to adapt effectively to changing plans, domains, and priorities. Open to change when faced with shifting project constraints. . Ambiguity management: Ability to deal comfortably with ambiguity and stay focused on achieving goals despite obstacles or adverse circumstances. . Follow-through: Rigorous follow-up on commitments to achieve results. . Testing expertise: Demonstrable understanding of best practices for functional testing, especially user acceptance testing (UAT). . Process improvement: Ability to identify inefficiencies in processes and suggest ideas for automation or operating model changes. Why join Genpact . Be a transformation leader - Work at the cutting edge of AI, automation, and digital innovation . Make an impact - Drive change for global enterprises and solve business challenges that matter . Accelerate your career - Get hands-on experience, mentorship, and continuous learning opportunities . Work with the best - Join 140,000+ bold thinkers and problem-solvers who push boundaries every day . Thrive in a values-driven culture - Our courage, curiosity, and incisiveness - built on a foundation of integrity and inclusion - allow your ideas to fuel progress Come join the tech shapers and growth makers at Genpact and take your career in the only direction that matters: Up. Let&rsquos build tomorrow together. Genpact is an Equal Opportunity Employer and considers applicants for all positions without regard to race, color, religion or belief, sex, age, national origin, citizenship status, marital status, military/veteran status, genetic information, sexual orientation, gender identity, physical or mental disability or any other characteristic protected by applicable laws. Genpact is committed to creating a dynamic work environment that values respect and integrity, customer focus, and innovation. Furthermore, please do note that Genpact does not charge fees to process job applications and applicants are not required to pay to participate in our hiring process in any other way. Examples of such scams include purchasing a %27starter kit,%27 paying to apply, or purchasing equipment or training.

SUMMARY Job Role: Credit Risk Business Analyst Location: Pune Experience: 6+ years Must-Have: 6 years of relevant experience in Credit Risk Business Analysis and Risk Analysis. Job Description The Credit Risk Business Analyst is responsible for evaluating, monitoring, and reporting on counterparty credit risk exposure within trading activities. This role involves close collaboration with traders, risk managers, and other stakeholders to ensure effective risk measurement and management in alignment with regulatory requirements and internal risk tolerance. Key Responsibilities Counterparty Credit Risk (CCR) Assessment & Monitoring: Evaluate and monitor counterparty credit risk exposure for derivatives, securities financing transactions (SFTs), and other trading activities. Utilize methodologies such as the Standardized Approach for Counterparty Credit Risk (SA-CCR) and Potential Future Exposure (PFE) to quantify risk. Assess counterparty financials, credit ratings, and market behavior to gauge default risk. Conduct stress testing and scenario analysis to evaluate potential adverse impacts on counterparty risk exposure. Assist in establishing and monitoring counterparty risk limits, ensuring adherence to internal risk policies. Collaborate with market risk teams to assess the impact of market movements (e.g., interest rates, FX rates, volatility) on counterparty exposure. Identify and monitor exposure concentration risks across products, counterparties, and sectors. Support pre-trade risk analysis by evaluating potential counterparty risk for new transactions and trading strategies. Ensure compliance with Basel III/IV, SA-CCR, and other relevant counterparty risk regulations. Prepare risk reports for internal stakeholders and regulators, offering clear insights into counterparty risk profiles. Support regulatory capital calculations and reporting, ensuring accurate assessment of risk-weighted assets (RWA). Requirements Requirements: 6+ years of experience in Credit Risk Business Analysis and Risk Analysis Knowledge of methodologies such as SA-CCR and PFE Familiarity with Basel III/IV regulations and other relevant counterparty risk regulations

About Us At ANZ, were shaping a world where people and communities thrive, driven by a common goal: to improve the financial wellbeing and sustainability of our millions of customers. About the Role ANZ is currently hiring for two roles in the Markets Risk Methodology team a Quantitative Analyst, and a Senior Quantitative Analyst. As a Quantitative Analyst / Senior Quantitative Analyst for MARKETS RISK METHODOLOGY (MRM) in our Global Markets Risk team, you ll play a key role in development, enhancement, and ownership of market risk models and methodologies supporting Traded Market Risk (TMR), Non-Traded Market Risk (NTMR) and Counterparty Credit Risk (CCR) - including regulatory capital models and internal risk metrics (e.g., VaR, RNIV, Stress Testing). You are expected to support or lead complex methodological changes or capital reform initiatives and act as a trusted advisor on market risk measurement practices, ensuring the modelling framework remains fit-for-purpose and appropriately calibrated to evolving market conditions and regulatory requirements. The role requires expertise in quantitative modelling, regulatory frameworks, and risk analytics, with a strong focus on ensuring model integrity, accuracy, and compliance. Banking is changing and we re changing with it, giving our people great opportunities to try new things, learn and grow. Whatever your role at ANZ, you ll be building your future, while helping to build ours. Role Location: Bengaluru Role Type: Permanent, Fulltime What will your day look like? As a Senior Quantitative Analyst , you will: Lead the design, development, and implementation of market risk models for regulatory capital and internal risk metrics (e.g. VaR, RNIV, Stress Testing). Support / lead regulatory and strategic change programs by delivering methodology components that underpin accurate capital and risk measurement. Partner with Finance / Treasury / Front Office to ensure alignment of methodology with business economics and accurate reflection of risk in financial reporting. Keep abreast of changes in operating environment and regulations (APRA or International regulation as required) and provide strategic advice to the Head of Traded Market Risk (TMR) / Head of Non-Traded Market Risk (NTMR) / Head of Counterparty Credit risk (CCR) / Group General Manager Markets Risk. Lead model change initiatives, including remediation of regulatory findings, internal reviews, and audit observations. Ensure full compliance with model governance, internal controls, and risk policies, including documentation and sign-off processes. What will you bring? To grow and be successful in this role, you will ideally bring the following: 8+ years (Quantitative Analyst) / 10+ years (Senior Quantitative Analyst) of experience in financial markets, with strong exposure to traded products across multiple asset classes and risk types, particularly in Traded Market Risk (TMR) and Counterparty Credit Risk (CCR). Deep quantitative and technical expertise, ideally supported by an advanced degree (e.g. Master s or PhD) in Quantitative Finance, Financial Engineering, Mathematics, Physics, or a related discipline. Strong programming and computational finance skills, with proficiency in language commonly used for model development or analysis (e.g. Python, R, C++, MATLAB). Comprehensive understanding of market risk concepts and methodologies, including Value-at-Risk (VaR), Expected Shortfall, Stress Testing, Monte-Carlo simulation, PFE, XVA. Strong knowledge of regulatory capital frameworks, particularly Capital Adequacy: Market Risk; experience with model governance and regulatory submission processes. Excellent communication, interpersonal, and stakeholder management skills, with the ability to clearly explain complex quantitative topics to non-technical audiences, influence decisions, and represent Risk in senior-level discussions. Demonstrated ability to work cross-functionally, engaging effectively with Risk, Front Office, Finance, Technology, Audit, and Regulators. Proven leadership and mentoring capability, with experience guiding junior quants or managing contributors as part of larger project delivery. Experience in regulatory engagement and audit interactions, including ability to lead responses to regulatory reviews, internal audits, and model validation challenge. Familiarity with risk system architecture, including data pipelines, risk engines, and market data infrastructure. Industry certifications (e.g. FRM, CQF) are advantageous but not essential. You re not expected to have 100% of these skills. At ANZ a growth mindset is at the heart of our culture, so if you have most of these things in your toolbox, we d love to hear from you. So why join us? From the moment you join ANZ, youll be doing meaningful work that will shape a world where people and communities thrive. But its not just our customers wholl feel your impact. youll feel it too. Because at ANZ, youll have the resources, opportunities, and support you need to take the next big step in your career. Were a diverse bunch at ANZ in different roles, different locations, doing different things. Thats why we have a range of flexible working arrangements, so our people can make work, work for them. We also provide a range of benefits including access to health and wellbeing services and discounts on selected products and services from ANZ and more. At ANZ, youll be part of an organisation where the different backgrounds, perspectives and life experiences of our people are celebrated. Thats because were committed to building a workplace that reflects the diversity of the communities we serve. We welcome applications from everyone and encourage you to talk to us about any adjustments you may require to our recruitment process or the role itself. If you are a candidate with a disability or access requirement, let us know how we can provide you with additional support. To find out more about working at ANZ, visit https://www.anz.com.au/careers . You can apply for this role by visiting ANZ Careers and searching for reference number 97004. Job Posting End Date 06/06/2025 , 11.59pm, (Melbourne Australia)

We are seeking a Senior Financial Data Analyst to collaborate closely with vendors, internal teams, and clients to provide high-quality data solutions, address inquiries, and resolve issues efficiently. The role requires a strong understanding of financial instruments, market risk, and portfolio management, along with scripting experience in SQL and Python for data processing and automation. This project focuses on managing vendor data configuration for new and existing clients while supporting the rollout of new financial indices across multiple asset classes. It involves acquiring, mapping, normalizing, and automating financial data processes to ensure seamless integration with internal systems. By leveraging analytical skills and effective communication, this project aims to enhance risk analytics capabilities and ensure data accuracy for investment decision-making. This role requires on-site presence in the office 2-3 days per week . Responsibilities: Own day-to-day vendor data configuration requirements of new and existing clients. Contribute to all aspects of rolling out multiple concurrent new indices, across various assets and strategies. This includes vendor data acquisition, data mapping and normalization, process testing and automation, and quality control. Provide high-quality client services externally and internally. Address inquiries and resolve problems from external clients and internal partners. Understand risk analytics of fixed income, equity, and alternative products. Analyze index methodologies, collaborate with vendors, and build custom solutions for the business. Qualifications 6+ years of shown experience, preferably in financial services. Experience in Python and SQL. Strong experience managing and implementing complex solutions. Strong understanding of financial instruments, market risk, and portfolio management. Experience working with large financial datasets and databases. Financial background with experience in investment banking, asset management, or financial services. Excellent analytical and problem-solving skills. Strong communication and teamwork abilities. Excellent verbal and written communication skills combined with an ability to connect across different functions and levels to convey complex concepts simply and clearly. We offer: Culture of Relentless Performance : join an unstoppable technology development team with a 99% project success rate and more than 30% year-over-year revenue growth. Competitive Pay and Benefits : enjoy a comprehensive compensation and benefits package, including health insurance, language courses, and a relocation program. Work From Anywhere Culture : make the most of the flexibility that comes with remote work. Growth Mindset : reap the benefits of a range of professional development opportunities, including certification programs, mentorship and talent investment programs, internal mobility and internship opportunities. Global Impact : collaborate on impactful projects for top global clients and shape the future of industries. Welcoming Multicultural Environment : be a part of a dynamic, global team and thrive in an inclusive and supportive work environment with open communication and regular team-building company social events. Social Sustainability Values : join our sustainable business practices focused on five pillars, including IT education, community empowerment, fair operating practices, environmental sustainability, and gender equality. * Miratech is an equal opportunity employer and does not discriminate against any employee or applicant for employment on the basis of race, color, religion, sex, national origin, age, disability, veteran status, sexual orientation, gender identity, or any other protected status under applicable law.

Project Role : Application Developer Project Role Description : Design, build and configure applications to meet business process and application requirements. Must have skills : Murex Front Office Finance Good to have skills : Murex Back Office Workflows Minimum 7.5 year(s) of experience is required Educational Qualification : 15 years full time education Summary: As an Application Developer, you will design, build, and configure applications to meet business process and application requirements. You will play a crucial role in developing and implementing solutions that enhance business operations and drive efficiency. Roles & Responsibilities: - Key liaison with Front Office user base and working with traders/end users to understand their requirements and provide timely solutions - Hands-on Knowledge on Rate Curves Setup - Hands-on knowledge in MX Market Risk - Configure from scratch all FO Modules PreTrade, E-tradepad, Events, Simulation, Market Data etc. - Performing detailed P&L, cash flow analysis and understanding of RFR Instruments post Libor Transformation - POC for all FO Queries from the User side. - Train the traders/end users on Mx.3 FO functionality Professional & Technical Skills: - 8+yrs of exp in Murex system-Front office modules of Mx 3.1 platform - Deep Understanding of Treasury Product like FX,MM,FI,IRS,Murex FO & risk modules - Experience on scalable, resilient transaction processing system in the Financial markets - Strong analytical & logical approach to problem solving & system development, trade lifecycle across FO,BO& MO tiers - Perform Requirement Analysis in FO space for various asset classes, initial analysis of existing production data/test cases suite - Analyse/understand product requirement & offer solution/support to facilitate rollouts - Know FO business to design & build pricing/booking capabilities in Murex system - Participate with internal business partners on cross functional project to provide STP solution for pricing, distribution & execution capabilities Additional Information: - Give STP solution-pricing, distribution/execution capabilities on cross functional project - This position is based at our Bengaluru office. - A 15 years full-time education is required. Additional Locations: Pune, Hyderabad, Mumbai , chennai, Gurugram, Kolkata, Bhubaneswar

Type of role : Team Managing Reports to : CRO Key Job Responsibilities : - Purpose : To lead the design, implementation, and oversight of the Enterprise Risk Management frameworks, ensuring effective risk identification, mitigation, and alignment with organizational objectives. - ERM Framework : Enhance and implement ERM policies, taxonomy, and governance aligned with regulatory requirements. Perform framework effectiveness review. - Risk Identification : Oversee enterprise-wide risk identification, assessment, and prioritization across all categories. - Operational Risk Management : Manage operational risks, including third-party dependencies, cybersecurity, and business continuity. - Financial Risk - Should understand, review and challenge financial risk matters like ECL, Market Risk, and ICAAP etc. - Risk Appetite & Governance : Define and monitor risk appetite thresholds, ensuring alignment with business goals. - Monitoring & Reporting : Implement risk dashboards and heatmaps for real-time monitoring; report key risks to the Board, critical stakeholders and CRO. - Resilience & Mitigation : Build organizational resilience through change management, controls, and mapping interdependencies. - Regulatory Compliance : Ensure compliance with regulatory standards, including ICT and operational risk frameworks. - Risk Culture : Drive strong risk-aware culture through training and accountability frameworks. - Strategic Integration : Partner with business units to integrate risk considerations into strategic decision-making and growth plans. - Leadership & Oversight : Lead cross-functional collaboration, manage risk committees, and drive continuous improvement. Should be able to deal with Rating Agencies, Regulator, Auditors. Essential Capabilities : - Solution Oriented : Critical thinking, bias for solution and execution. - Strong influencing skills : Ability to build deep and influential partnerships with stakeholders.

Notice Period - 0 to 90 Days Job objectives / Description -Good knowledge and experience on latest Summit FT Architecture on V6 and above Good business knowledge of Capital Markets Experience in Summit Modules: Documentation, Accounting, Credit Risk Management, Market Risk, Management, Trade Processing, STP, Payments and Settlements Location - Mumbai,Gurugram,Hyderabad,Bengaluru,Pune,Chennai

About us* Bank of America is one of the world s leading financial institutions, serving individual consumers, small and middle-market businesses, and large corporations with a full range of banking, investing, asset management and other financial and risk management products and services. We are committed to attracting and retaining top talent across the globe to ensure our continued success. Along with taking care of our customers, we want to be the best place for people to work and aim at creating a work environment where all employees have the opportunity to achieve their goals. We are a part of the Global Business Services which delivers technology and operations capabilities to all Bank of America lines of business (LOB) and enterprise functions. Our employees help our customers and clients at every stage of their financial lives, helping them connect to what matters most. This purpose defines and unites us. Every day, we are focused on delivering value, convenience, expertise and innovation for individuals, businesses, and institutional investors we serve worldwide. Job Description* Global Markets Business Finance & Control (BF&C) seeks to provide a support service with particular focus on the relationship between trading risk positions and P&L components. We are looking to recruit an individual to work in the P&L production area covering the Municipal Banking and Markets (MBAM) desks. The candidate s main responsibility will be to produce and deliver the daily P&L to front office, providing a high standard of analysis and explanation around any issues faced and daily revenue drivers. The candidate will therefore have considerable interaction with the respective Front Office, Middle Office, and Finance and Trade Capture teams so good communication and time management skills are an essential requirement for this job. Responsibilities* Primary products covered will include: Bonds, P-Floats, Rites, CDS, TRS and Loans Production and reporting of daily P&L to Front Office & Senior Management Reconcile actual P&L with trader estimates and provide flash/actual variance analysis Working closely with the trading desks on position, P&L or other issues on an ad-hoc basis Front-to-Back analysis & reconciliations of front office PnL and balance sheet to firm sub-ledgers Assist with execution of month-end controls ensuring management vs financial P&L variances are within thresholds Analyze traders risk positions and understand and apply the Greeks (Delta, Vega Gamma) vs daily market moves Would be typical own set of books / cost center and Business Units Liaise with various business partners such as Technology, Market Risk, Credit Risk, Operations and Finance to resolve issues / queries Development & continuous improvement of existing processes & workflow Testing / UAT for systems work ranging from minor system releases to major system implementations Remediation of issues in an autonomous yet timely manner considering the principles of control and the need to mitigate operational risk Requirements* Education* Qualified Chartered Accountant/CPA /CFA / MBA from Tier I/II institute Certifications If Any CFA / FRM certified candidates would be preferred Advanced education and/or enhanced technical qualifications are a plus Ability to use Access or VBA would enhance the candidate s attractiveness significantly Experience Range* 2-7 years of experience in Global Markets Foundational skills* Prior BFC experience for >2 years is mandatory Proficiency in MS Office Suite; expert knowledge of Excel, Word, PowerPoint. Knowledge of Visual Basic, Access databases and macros will be an added advantage. The right individual will have strong people skills and can multi-task to manage the challenges of Finance processes yet have the awareness to escalate potential issues to their supervisor in a timely manner Candidate must have a proven track record of communicating effectively with personnel from various areas within an organization and at different management levels Must be proactive and be a highly motivated and self-starter. Reactive and/or passive individuals need not apply Desired skills Alteryx / Python / Tableau knowledge would be an added advantage Must be proactive and be a highly-motivated self-starter Effective communication skills with English proficiency Demonstrated ability to work in a high pressure environment Takes initiative and challenges existing processes and procedures in a proactive manner Strong team player Ability to analyze issues independently and derive solutions Analytical skills Inherent sense of principles of control through experience and sound judgment Reliability Work Timings* 1:30 PM to 10:30 PM Job Location* Gurugram/Mumbai/Hyderabad

Join our collaborative environment, where you'll contribute to the Portfolio Management and Governance process by creating, managing, and analyzing a broad array of data and analytics. Dont miss this opportunity to be part of a dynamic team and promote innovation in customer experiences. As an Associate in the Portfolio Management and Governance in the Data Analytics Reporting Team (DART) you will create analytical solutions by creating, managing, and analyzing a broad array of data and analytics. You will be in a position to utilize a mix of techno-functional skills and the strategic vision to help evolve our analytical tools and models across Investment Solutions. As a valued member of the team, you have the opportunity to learn and grow in a dynamic and fast-paced environment, making a tangible impact on our products and customer experiences. Job responsibilities Developing quantitative tools to enhance investment process for multi-asset portfolios. Provide day-to-day support to Portfolio Managers, including data aggregation, analytics and reporting Conducting research and ad-hoc analysis on performance attribution, risk management and portfolio construction Propose new and redesign existing process flows, models and excel based models/tools to achieve efficiencies and controls. Work with model governance groups for model review and maintenance Implement risk management techniques to mitigate portfolio risks, including monitoring and adjusting asset allocations, setting risk limits, and employing hedging strategies when necessary. Propose new and redesign existing process flows, models and excel based models/tools to achieve efficiencies and controls. Prepare and present comprehensive investment reports to clients, summarizing portfolio performance, asset allocation, and investment strategy updates. Required qualifications, capabilities, and skills 3+ years of work experience in Quantitative research / modelling or equivalent data science role in an asset/wealth management organization Under Graduate /Graduate Degree in a quantitative discipline such as mathematics, physics, statistics, engineering, etc Fluent programming skills in Python required Experience executing process automation or user tool automation projects Basic understanding of statistics is required Excellent written and verbal communication skills, with the ability to present logically, precisely and in a simple manner, complex and technical issues Ability to parse complex tasks and juggle priorities in a highly dynamic professional environment Preferred qualifications, capabilities, and skills Experience in R or Matlab good to have Hands-on experience with econometric analysis and market risk modeling is a plus Keen interest in financial markets. Certifications like PRM/FRM, CFA and CQF are a good to have

Join us as a Treasury Risk Manager This is a prominent role that will see you maintaining and developing a strong second line of defence across our Treasury function With your knowledge and experience, you ll be supporting senior colleagues in understanding, overseeing, challenging and enforcing appropriate risk mitigation techniques You can build on your existing knowledge of risk, and advance your career in this exciting, fast paced role Were offering this role at associate vice president level for the duration of twelve months What youll do As a Treasury Risk Manager, you ll be making sure that the function s activities comply with our risk appetite and risk management standards. You ll develop and deliver a suite of risk metrics, making sure that these can effectively capture the funding and liquidity risk which Treasury manages, while assessing, analysing and reporting on Treasury risk for internal and regulatory purposes. As well as this, you ll be Managing the engagement with the central Risk functions to understand their requirements and strategic developments Keeping up to date with the regulatory environment in which we operate and helping to assess or implement the changes in our risk management framework Maintaining, documenting and monitoring the organisation s policies and approach for your area of risk Working in partnership with other members of the team to review and perform calculations and provide analysis and commentary to present to stakeholders Conducting risk reverse stress tests and ad hoc risk scenario sensitivities The skills youll need We re looking for a risk professional with strong and relevant financial experience, gained from working in a risk or finance function. You ll have a good understanding of market risk with actuarial science knowledge, and good technical knowledge of risk frameworks. A financial or risk qualification, such as a CFA, FIA or FRM is a must for this role, and you ll be educated to degree level in a numerate subject with a good understanding of financial mathematics. You ll also demonstrate: An understanding of stress testing, ICAAP and strong systems knowledge Extensive analytical ability with risk management tools and techniques Excellent attention to detail Good people and relationship management skills Strong written and verbal communication skills

Join us as a Treasury Risk Manager This is a prominent role that will see you maintaining and developing a strong second line of defence across our Treasury function With your knowledge and experience, you ll be supporting senior colleagues in understanding, overseeing, challenging and enforcing appropriate risk mitigation techniques You can build on your existing knowledge of risk, and advance your career in this exciting, fast paced role Were offering this role at vice president level for the duration of twelve months What youll do As a Treasury Risk Manager, you ll be making sure that the function s activities comply with our risk appetite and risk management standards. You ll develop and deliver a suite of risk metrics, making sure that these can effectively capture the funding and liquidity risk which Treasury manages, while assessing, analysing and reporting on Treasury risk for internal and regulatory purposes. As well as this, you ll be Managing the engagement with the central Risk functions to understand their requirements and strategic developments Keeping up to date with the regulatory environment in which we operate and helping to assess or implement the changes in our risk management framework Maintaining, documenting and monitoring the organisation s policies and approach for your area of risk Working in partnership with other members of the team to review and perform calculations and provide analysis and commentary to present to stakeholders Conducting risk reverse stress tests and ad hoc risk scenario sensitivities The skills youll need We re looking for a risk professional with strong and relevant financial experience, gained from working in a risk or finance function. You ll have a good understanding of market risk with actuarial science knowledge, and good technical knowledge of risk frameworks. A financial or risk qualification, such as a CFA, FIA or FRM is a must for this role, and you ll be educated to degree level in a numerate subject with a good understanding of financial mathematics. You ll also demonstrate: An understanding of stress testing, ICAAP and strong systems knowledge Extensive analytical ability with risk management tools and techniques Excellent attention to detail Good people and relationship management skills Strong written and verbal communication skills

This is a prominent role that will see you maintaining and developing a strong second line of defence across our Treasury function With your knowledge and experience, you ll be supporting senior colleagues in understanding, overseeing, challenging and enforcing appropriate risk mitigation techniques You can build on your existing knowledge of risk, and advance your career in this exciting, fast paced role Were offering this role at vice president level for the duration of twelve months What youll do As a Treasury Risk Manager, you ll be making sure that the function s activities comply with our risk appetite and risk management standards. You ll develop and deliver a suite of risk metrics, making sure that these can effectively capture the funding and liquidity risk which Treasury manages, while assessing, analysing and reporting on Treasury risk for internal and regulatory purposes. As well as this, you ll be Managing the engagement with the central Risk functions to understand their requirements and strategic developments Keeping up to date with the regulatory environment in which we operate and helping to assess or implement the changes in our risk management framework Maintaining, documenting and monitoring the organisation s policies and approach for your area of risk Working in partnership with other members of the team to review and perform calculations and provide analysis and commentary to present to stakeholders Conducting risk reverse stress tests and ad hoc risk scenario sensitivities The skills youll need We re looking for a risk professional with strong and relevant financial experience, gained from working in a risk or finance function. You ll have a good understanding of market risk with actuarial science knowledge, and good technical knowledge of risk frameworks. A financial or risk qualification, such as a CFA, FIA or FRM is a must for this role, and you ll be educated to degree level in a numerate subject with a good understanding of financial mathematics. You ll also demonstrate: An understanding of stress testing, ICAAP and strong systems knowledge Extensive analytical ability with risk management tools and techniques Excellent attention to detail Good people and relationship management skills Strong written and verbal communication skill

Market & Valuation Risk Management (MVRM) provides an independent view of market risks to Deutsche Bank s senior management and manages Deutsche Bank s Market Risk position in an independent and neutral way. The Market Risk Analysis and Control (MRAC) function is responsible for the provision of all official market risk metrics and core analysis in support of risk management decision making, on behalf of the Market Risk Management department. The team has a global presence with staff located in London, New York, Berlin, Singapore, Mumbai and Pune. This role is within the Market risk team in Mumbai, supporting data quality initiatives in the Data Quality and Governance team which is responsible for data governance, specifically ensuring BCBS 239 compliance for existing and new processes, Data management initiatives, automation of current manual processes, analysing and implementing governance processes for any changes in the production processes, or policies and support the compliance with BCBS239 regulation. 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 Ensuring BCBS compliant status for all process at Market Risk Driving accurate and timely completion of recertifications (Compliance standards, Process Modelling, Data management artefacts, Stress Crisis Protocols, Lineage) Performing Annual BCBS 239 Self-Assessment for Market Risk metrics across Legal Entities Analysing KPI trends, defining remediations for non-green trends, presentation of the information to management Logging of Data quality issues and tracking to remediation Liaising with multiple teams, both internal and external to identify changes required in the governance processes for any changes/updates in the metrics production process, ensuring, compliance with the RDARR framework. Assessment and documentation of tangible benefits from the change process. Evaluating production and governance processes, driving rationalization and automation. Identification of gaps in the current processes and ensure fixes are implemented. Drive to automate manual processes in the governance framework Preparation of the plan and tracking to ensure for efficient and effective execution of the changes. Present regular updates Data Management Collaborate with cross-functional teams to promote data stewardship Understand and implement Core Data Standards Assist in the documentation and maintenance of data dictionaries and metadata repositories for Market Risk Ensure Data management artefacts are documented and updated. Perform Data analysis investigate and present details of lineage, completeness, and transformations via flows and processes Compile reports Implementing the governance fora including scheduling of meetings, preparation of decks for meetings, taking minutes and following up for open actions Ad hoc reporting to support management requests Ensuring governance documentation (policies, DTP, etc) are updated regularly. Your skills and experience University degree and appropriate professional experience. Experience of working with Market Risk either from a Data Management, Risk data aggregation or risk reporting perspective. A strong understanding of the regulatory environment, frameworks and compliance requirements associated with financial services. Excellent knowledge of analysis and communication tools Excellent data analytical and problem-solving skills. Excellent communication and interpersonal skills for collaboration with stakeholders. Ability to work independently and manage multiple projects simultaneously and deliver high quality results under tight deadlines Expected to have experience working with BCBS 239, data lineage, and upstream data providers. Experience in establishing governance frameworks for effective processes & performance oversight. Experience in the usage of Industry standard data management tools such as Sparx, Collibra and Solidatus is preferable Experience in translating Core Data Standards into practical implementation 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 need

This is a prominent role that will see you maintaining and developing a strong second line of defence across our Treasury function With your knowledge and experience, you ll be supporting senior colleagues in understanding, overseeing, challenging and enforcing appropriate risk mitigation techniques You can build on your existing knowledge of risk, and advance your career in this exciting, fast paced role Were offering this role at associate vice president level for the duration of twelve months What youll do As a Treasury Risk Manager, you ll be making sure that the function s activities comply with our risk appetite and risk management standards. You ll develop and deliver a suite of risk metrics, making sure that these can effectively capture the funding and liquidity risk which Treasury manages, while assessing, analysing and reporting on Treasury risk for internal and regulatory purposes. As well as this, you ll be Managing the engagement with the central Risk functions to understand their requirements and strategic developments Keeping up to date with the regulatory environment in which we operate and helping to assess or implement the changes in our risk management framework Maintaining, documenting and monitoring the organisation s policies and approach for your area of risk Working in partnership with other members of the team to review and perform calculations and provide analysis and commentary to present to stakeholders Conducting risk reverse stress tests and ad hoc risk scenario sensitivities The skills youll need We re looking for a risk professional with strong and relevant financial experience, gained from working in a risk or finance function. You ll have a good understanding of market risk with actuarial science knowledge, and good technical knowledge of risk frameworks. A financial or risk qualification, such as a CFA, FIA or FRM is a must for this role, and you ll be educated to degree level in a numerate subject with a good understanding of financial mathematics. You ll also demonstrate: An understanding of stress testing, ICAAP and strong systems knowledge Extensive analytical ability with risk management tools and techniques Excellent attention to detail Good people and relationship management skills Strong written and verbal communication skill

Role Lead Central Risk Department Home Loans Grade DVP / VP Type of role Team Managing Reports to CRO Key Job Responsibilities : - Purpose To lead the design, implementation, and oversight of the Enterprise Risk Management frameworks, ensuring effective risk identification, mitigation, and alignment with organizational objectives. - ERM FrameworkEnhance and implement ERM policies, taxonomy, and governance aligned with regulatory requirements. Perform framework effectiveness review. - Risk IdentificationOversee enterprise-wide risk identification, assessment, and prioritization across all categories. - Operational Risk ManagementManage operational risks, including third-party dependencies, cybersecurity, and business continuity. - Financial Risk - Should understand, review and challenge financial risk matters like ECL, Market Risk, and ICAAP etc. - Risk Appetite & GovernanceDefine and monitor risk appetite thresholds, ensuring alignment with business goals. - Monitoring & ReportingImplement risk dashboards and heatmaps for real-time monitoring; report key risks to the Board, critical stakeholders and CRO. - Resilience & MitigationBuild organizational resilience through change management, controls, and mapping interdependencies. - Regulatory ComplianceEnsure compliance with regulatory standards, including ICT and operational risk frameworks. - Risk CultureDrive strong risk-aware culture through training and accountability frameworks. - Strategic IntegrationPartner with business units to integrate risk considerations into strategic decision-making and growth plans. - Leadership & OversightLead cross-functional collaboration, manage risk committees, and drive continuous improvement. Should be able to deal with Rating Agencies, Regulator, Auditors. Essential Capabilities : - Solution Oriented Critical thinking, bias for solution and execution. - Strong influencing skills Ability to build deep and influential partnerships with stakeholders. Apply Save Save Pro Insights

About The Role : Job TitleVendor Management Specialist, AS LocationMumbai, India Role Description Vendor Management is responsible for the service relationship with a vendor on a transactional level and for transactional vendor related support tasks. Work includes: Managing or performing strategic sourcing work to manage risk and optimize the value/resilience of materials/services sourcing including Establishing supplier relationship management processes and continuous improvement goals/programs Negotiating contracts and coordinating supplier integration plans with internal clients Monitoring market dynamics that impact materials/services availability and/or pricing Partnering with internal clients to identify sourcing needs, develop buyer/market profiles, identify marketplace trends, and define acceptable service levels 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 Manage end-to-end vendor service relationship, which includes but not limited to Sourcing, Contracting, Negotiation and third-party risk management Primary contact for the vendor engagement and responsibility for the vendor related risk management process Deliver the daily workload, activities and tasks of the vendor management functions to ensure all vendor remediation activities are timely completed Support the wider team by identifying the process improvement ideas and drive the key initiatives to make process more efficient Monitor and develop supplier performance and optimize relationships Collaborate closely with the businesses, respective CB Vendor & Service Owners, Procurement, and 2nd LoD functions (RTCs) Your skills and experience University degree in economics, apprenticeship in banking or equivalent qualification Several years of banking experience, preferably with Corporate Bank products General knowledge and experience of contract, service delivery, project management and performance management of Vendor performance Experienced in working with third parties and cross-functional teams and solid understanding of Non-Financial Risk Management (NFRM), Service Delivery Management (SDM) and Third-Party Management (TPM) functions Analytical skills and a problem-solving mind-set, strongly motivated and the ability to challenge and be challenged whilst maintaining the highest levels of professionalism Strong communicative skills in English (verbal and written) 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 TitleGroup Strategic Analytics Quantitative Strategist Specialist, AVP LocationMumbai, India Role Description We are seeking a highly motivated and skilled Techno- Functional specialist to join our Market Risk Strats team within GSA. This team comprised of people with technology, front office quant and market risk and methodology experience. This role offers a unique opportunity to bridge the gap between quantitative finance & technology. You will be responsible for leveraging your strong Python programming skills to develop, implement and maintain analytical tools and systems for monitoring and managing market risk. Your deep understanding of market risk metrics will be crucial in translating business requirements into technical solutions and ensuring the accuracy and efficiency of our risk management processes. Our People Our people are outstanding individuals with agile minds, from a diverse range of backgrounds and cultures. They generate fresh ideas and innovative solutions which set us apart from our competitors and add value to our clients. Group Strategic Analytics (GSA) 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 Reporting Development (Python)Design, develop, and maintain automated market risk reports, dashboards, and analytics tools using Python and relevant libraries (e.g., Pandas, NumPy, Matplotlib). Market Risk ExpertiseApply a strong understanding of market risk concepts, including VaR, stress testing, sensitivity analysis, and regulatory reporting requirements (e.g. Basel accords, CRR). Control Framework Enhancement (Python)Utilize Python to build and implement data quality checks, monitoring tools, and automated controls to strengthen the market risk control environment. Data ManagementWork with large datasets, ensuring data integrity, accuracy, and timely availability for risk reporting and analysis. Experience with data warehousing and database technologies (e.g., SQL) is a plus. Stakeholder CollaborationPartner effectively with market risk managers, front office trading desks, IT teams, and other relevant stakeholders to understand business requirements and translate them into technical solutions. Process ImprovementIdentify opportunities to streamline existing market risk processes through automation and the application of technology. DocumentationCreate and maintain clear and concise technical documentation for developed reports, tools, and processes. Project ManagementParticipate in and potentially lead projects related to market risk reporting and technology initiatives. Regulatory AwarenessStay abreast of relevant market risk regulations and incorporate them into reporting and control frameworks. Troubleshoot and resolve technical issues related to market risk systems and applications. Participate in system testing, user acceptance testing (UAT) and audit reviews. Your skills and experience Bachelor's or Master's degree in a quantitative field such as Finance, Economics, Mathematics, Statistics, Computer Science, or a related discipline. Minimum of 8-10 years of experience in a market risk role within a financial institution. Strong proficiency in Python programming with hands-on experience in developing data-driven applications, reports, and analytics. Solid understanding of market risk methodologies, models, and metrics. Experience with financial data vendors and APIs. Excellent analytical, problem-solving, and quantitative skills. Strong communication and presentation skills, with the ability to explain technical concepts to both technical and non-technical audiences. Ability to work independently and as part of a team in a fast-paced environment. Familiarity with database technologies (e.g., SQL) is desirable. 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- Risk Analyst, NCT Location- Mumbai, India Role Description Market Risk Management (MRM) provides an independent view of market risks to Deutsche Banks senior management and manages Deutsche Banks Market Risk position in an independent and neutral way. The Market Risk Analysis and Control (MRAC) function is responsible for the provision of all official market risk metrics and core analysis in support of risk management decision making, on behalf of the Market Risk Management department. The team has a global presence with staff located in London, New York, Singapore, Mumbai and Pune. The team operates a business/asset class and risk metric aligned organisational matrix supported by central functions. Functionally the team is organised as follows: Asset Class Teams own the front to back process for the asset class, infrastructure optimization, market data optimization, MRM management interface. This team is divided by business e.g. Equity, Credit, FX, Rates, Emerging Markets, and Treasury etc. Metric Production and Analysis - risk position data validation, calculation and reporting of all official market risk exposures and metrics using Historical Simulation, provision of analysis and commentary across all relevant risk metrics Strategic Production FRTB calculations, processes, controls and reporting Run the Bank (RTB) Change - continuous improvement, business process reengineering, stability and process optimisation, test execution management Data Quality and Operational Governance - data standards, completeness and accuracy, BCBS compliance, governance, documentation (KOP) Reporting strategic reporting and related data requirements, optimisation of reporting inventory and production, branding and quality of key reports COO organisational development, audit management, regulatory liaison 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 This role focuses on a number of activities across Metric Production and Analysis , Data Quality and Reporting for individual asset classes and Deutsche Bank as a whole. The primary responsibilities will be: Risk feed validation, mapping and related control Running of daily, weekly and month risk metrics like VaR, SVaR, IRC etc Review of various risk metrics at a business & portfolio level Generation and review of critical risk reports across different risk metrics VaR/ SVaR, EC, PST, IRC/CVA Work closely with other MRAC functions, MRMs and Finance teams for risk analysis and resolve issues around respective asset classes Collate and analyse data to help highlight the issues that are impacting the daily production process and contribute to initiatives to resolve them. Contribute to governance forums around BCBS239 Support testing of the banks risk models e.g Stressed Period Selection etc. Your skills and experience Grad/post-grad degree. Qualified in a numerate discipline (Engineering/Maths/Statistics) will be plus. Strong understanding of financial markets, products, derivative pricing, and methodology Excellent communication skills ability to articulate technical and financial topics with global stakeholders A reliable team player with the motivation to work in a dynamic, international and diverse environment. A committed and motivated individual for self-development and growth Keen interest in various risk frameworks and how they are interconnected for banks capital Basic experience in using large datasets with experience in relevant software packages, e.g. MS Excel, MS Access, VBA, and SQL. Experience with additional programming languages is a plus, e.g. Python, Matlab, R, or C++. Knowledge of coding in Python and SAS tool useful Able to multi-task and deliver under tight deadlines Able to work different shifts Benefits: This is an exciting opportunity to work in a diversified role with exposure to global stakeholders and multiple business lines, including investment and commercial bank exposure. The team is a small, highly skilled group with a flat and globally aligned hierarchy. As part of the Deutsche Bank Risk Division this team has access to the industrys state-of-the-art risk management models. 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.

Business Function As the leading bank in Asia, DBS Consumer Banking Group is in a unique position to help our customers realise their dreams and ambitions. As a market leader in the consumer banking business, DBS has a full spectrum of products and services, including deposits, investments, insurance, mortgages, credit cards and personal loans, to help our customers realise their dreams and aspirations at every life stage. Our financial solutions are not only the best in the business they were made just right for you. Job Purpose We are seeking a highly skilled and experienced Gold Loan Product Lead to join our Assets and Strategic Alliances team. As the Product Lead, you will play a crucial role in driving the growth and success of one of our largest asset portfolios comprising of various gold loan products and manage its P&L. You will be responsible for developing and executing strategies to maximize product profitability, enhance customer experience, and drive innovation. The ideal candidate will have a deep understanding of the gold loan industry, possess strong analytical and leadership skills, and be able to translate market insights into actionable product plans. Requirements Product Strategy and Development: Develop a comprehensive product strategy for the gold loan portfolio, including market positioning, target segments, and competitive differentiation. Conduct market research and analysis to identify customer needs, market trends, and opportunities for product enhancements or new product offerings. Define product requirements and work closely with cross-functional teams, such as national distribution, technology, operations, and marketing, to ensure successful product development and launch. Collaborate with stakeholders to prioritize features and functionalities based on customer feedback, market demand, and business objectives. Product P&L and Lifecycle Management: Define and manage the product roadmap, including the release schedule, feature prioritization, and product milestones. Monitor and analyze product performance metrics, such as revenue, profitability, customer acquisition, and retention, and develop strategies to scale the product profitably and optimize results. Conduct ongoing competitive analysis to stay abreast of industry trends and identify opportunities for product improvements. Work closely with national distribution and marketing teams to develop effective go-tomarket strategies, pricing models, and promotional campaigns. Drive the product launch process, including coordinating with cross-functional teams to ensure a successful product introduction. Cross-Functional Collaboration and Leadership: Collaborate closely with engineering, UX/UI design, and other teams to ensure the timely and high-quality delivery of product features and enhancements. Provide guidance and leadership to a team of product managers, assisting them in setting objectives, evaluating performance, and developing their skills. Foster strong relationships with key stakeholders, such as senior management, national distribution teams, and customer support, to ensure alignment and effective execution of product strategies. Act as the subject matter expert for the gold loan product line, providing insights and guidance to internal teams and external stakeholders. Compliance and Risk Management: Ensure compliance with all relevant regulatory requirements and industry best practices for gold loan products. Assess and manage product-related risks, including credit risk, market risk, and operational risk, and implement appropriate mitigation strategies working closely with key stakeholders from risk management, legal and compliance. Stay updated on regulatory changes and industry developments that may impact gold loan products and make recommendations for necessary adjustments. Required Experience Proven experience as a Product Manager or Senior Product Manager, specifically within the gold loan industry. Strong understanding of the gold loan market, including customer segments, competitive landscape, and regulatory environment. Education / Preferred Qualification Bachelors degree in business, finance, or a related field. MBA or equivalent advanced degree is preferred. Core Competencies Excellent analytical and problem-solving skills, with the ability to interpret complex data and draw actionable insights. Demonstrated success in developing and launching successful products, driving revenue growth, and improving customer satisfaction. Exceptional leadership and communication skills, with the ability to collaborate effectively with cross-functional teams and influence stakeholders. Technical Competencies Strong project management and organizational skills, with the ability to manage multiple priorities and meet deadlines. Knowledge of compliance and risk management practices in the financial services industry. Familiarity with agile development methodologies and product management tools is a plus. Work Relationship Inter-departmental coordination Teamwork and collaboration DBS India - Culture & Behaviors Drive performance through Value Based Propositions Build pride and passion to protect, maintain and enhance DBS image and reputation Enhance knowledge base, build skill sets & develop competencies Invest in team building & motivation through ideation & innovation Execute at speed while maintaining error free operations Develop a passion for performance and grow the talent pool Maintain the highest standards of honesty and integrity Apply Now We offer a competitive salary and benefits package and the professional advantages of a dynamic environment that supports your development and recognizes your achievements

Junior Python Developer Risk Department Chennai, India The Glencore Risk Department is an independent function aiming to control front-line trading. The Risk Department ensures that the risk-reward of the trading books is properly understood by Glencore senior management and that the physical exposure of the business - e.g. oil cargoes, electricity generation, gas deliveries - is correctly valued. This position requires the individual to run, maintain & transform risk reports on the risk positions embedded into the company portfolio and make sure it stays within the company s risk appetite. We are looking for a skilled analyst with proficient knowledge in python to join market risk team, the role is reporting into the Lead of Market Risk team. Key Responsibilities: Experience: 1-3 Years Collaborate with stakeholders to design, develop, and deploy Python scripts. Write and maintain clean, efficient, and well-documented code. Troubleshoot, debug, and optimize scripts for process updates. Participate in code reviews, adhere to coding standards, and contribute to process improvements. Prepare SOPs for users utilizing the code and maintaining up-to-date documentation in Confluence. Skills to present complex risk metrics to stakeholders. Understanding of the specific risks associated with commodities, including price volatility and influencing factors. Knowledge of financial markets, instruments, and commodity markets, given Glencores focus on commodities. Understanding methodologies for VaR calculation, such as Monte Carlo VaR simulation, Historical simulation, Stress test and Back-testing is added advantage. Education and Experience Requirements Strong coding skills & proficient in utilizing Pandas for efficient data handling, Matplotlib for creating high-quality visualizations, OOPS for writing organized and reusable code, and NumPy for scientific computing with large arrays and matrices essential. Familiarity with Data structure algorithm. Proficiency in Excel and VBA plus. Previous experience at Market Risk (Banks, Trading houses or Hedge funds) is an added advantage. Highly numerate, with good problem-solving and analytical skills Strong communication skills - able to convey complex ideas clearly to various groups and implement robust reports while maintaining strong relationships. Able to work collaboratively in a team while managing issues independently, ensuring analysis delivers practical business benefits under tight deadlines. Who we are Glencore is one of the world s largest global diversified natural resource companies and a major producer and marketer of more than 60 commodities that advance everyday life. Through a network of assets, customers and suppliers that spans the globe, we produce, process, recycle, source, market and distribute the commodities that support decarbonisation while meeting the energy needs of today. With over 150,000 employees and contractors and a strong footprint in over 35 countries in both established and emerging regions for natural resources, our marketing and industrial activities are supported by a global network of more than 50 offices. Glencore s customers are industrial consumers, such as those in the automotive, steel, power generation, battery manufacturing and oil sectors. We also provide financing, logistics and other services to producers and consumers of commodities. Glencore is proud to be a member of the Voluntary Principles on Security and Human Rights and the International Council on Mining and Metals. We are an active participant in the Extractive Industries Transparency Initiative. We will support the global effort to achieve the goals of the Paris Agreement through our efforts to decarbonise our own operational footprint. We believe that we should take a holistic approach and have considered our commitment through the lens of our global industrial emissions. Against a restated 2019 baseline, we are targeting to reduce our Scope 1, 2 and 3 industrial emissions by 15% by the end of 2026, 25% by the end of 2030, 50% by the end of 2035 and we have an ambition to achieve net zero industrial emissions by the end of 2050, subject to a supportive policy environment. For more information see our 2024-2026 Climate Action Transition Plan and the About our emissions calculation and reporting section in our 2023 Annual Report, available on our website at glencore.com/publications. Note*: All applications will be subject to potential background checks. You will be informed if this will be the case. Further information about the processing of your personal data will be made available during the application process. Well seek your explicit consent prior to processing the data.