371 Market Risk Jobs - Page 5

About The Role Skill required: Financial Planning & Analysis - Financial Planning and Analysis (FP&A) Designation: Finance Process & Ops Analyst Qualifications: Any Graduation Years of Experience: 3 to 5 years About Accenture Combining unmatched experience and specialized skills across more than 40 industries, we offer Strategy and Consulting, Technology and Operations services, and Accenture Song all powered by the worlds largest network of Advanced Technology and Intelligent Operations centers. Our 699,000 people deliver on the promise of technology and human ingenuity every day, serving clients in more than 120 countries. Visit us at www.accenture.com What would you do You will be aligned with our Finance Operations vertical and will be helping us in determining financial outcomes by collecting operational data/reports, whilst conducting analysis and reconciling transactions.Financial planning, reporting, variance analysis, budgeting and forecastingFinancial planning and analysis (FP&A) refers to the processes designed to help organizations accurately plan, forecast, and budget to support the company s major business decisions and future financial health. These processes include planning, budgeting, forecasting, scenario modeling, and performance reporting. What are we looking for EducationBachelors degree in Finance, Accounting, Economics, Business Administration, or a related field.Professional finance qualification (e.g., CFA, ACA, ACCA, CIMA) preferred.ERP/ any certification requirdExperience with ERP systems (e.g., SAP, Oracle, Microsoft Dynamics).Familiarity with reporting tools (e.g., BlackLine, Hyperion, Tableau).Advanced Excel:Strong skills in Excel (pivot tables, macros, VLOOKUPs) for data analysis and reporting. Good to have skills1. Retail Industry Knowledge:Familiarity with the retail business model, including seasonal trends and customer behavior.Understanding of SKU-level analysis and inventory management impact on profitability.Workable understanding of Accounting standards (Global) and processes with atleast 3 years of experience in FP&AExperience in identifying and analyzing cost-saving opportunities in retail operations. Roles and Responsibilities: 1. Budgeting and Forecasting:Preparation and analysis of annual budgets, quarterly forecasts, and financial projections.Strong understanding of drivers influencing retail revenue and costs.2. Financial Modeling:Ability to create and maintain detailed financial models for business planning.Proficiency in scenario analysis and "what-if" modeling for retail-specific variables like seasonal demand and inventory turnover.3. Variance Analysis:Analyzing variances between actuals and forecasts/budgets.Strong ability to identify trends and provide actionable insights.5. Data Analysis and Management Reporting:Prepare & analyse monthly, quarterly and annual financial reports with Tier 1 commentary on financial outcomesPrepare powerpoint presentations, maintain excel templates & support ad-hoc reportingProficiency in data visualization tools (e.g., Power BI, Tableau).6. Accounting Knowledge:Understanding of P&L statements, balance sheets, and cash flow statements.Familiarity with accounting principles (GAAP/IFRS) relevant to retail.Soft Skills1. Analytical Thinking:Ability to interpret complex data and derive actionable insights.2. Communication:Clear and concise communication of financial insights to non-financial stakeholders.Preparing and presenting reports tailored to various audiences.3. Collaboration and Teamwork:Working effectively across functions (sales, supply chain, operations) to gather data and align goals.4. Problem-Solving:Anticipating challenges and proposing practical solutions, especially in cost management and profitability improvement.5. Attention to Detail:Ensuring accuracy in financial reports and models. Qualification Any Graduation

About this role BlackRock is a global leader in investment management, risk management and advisory services for institutional and retail clients. BlackRock helps clients around the world meet their goals and overcome challenges with a range of products that include separate accounts, mutual funds, iShares (exchange-traded funds), and other pooled investment vehicles. BlackRock also offers risk management, advisory and enterprise investment system services to a broad base of institutional investors through BlackRock Solutions . Th firm has a major presence in global markets, including North and South America, Europe, Asia, Australia and the Middle East and Africa. Job Profile The role sits in Data Operations within Data & AI which is a centralized data group dedicated to ensuring that all information required for the investment management process including positions, security data, pricing, risk, cash, net asset value (NAV), performance and compliance are delivered through the Green Package consistently, accurately and on a timely basis. Candidates for this role will be part of our Production Delivery team. Production Delivery is a team that is responsible for the timely and accurate delivery of Risk and Performance Analytics Reporting to our clients through the release of the Green Package (GP) product. The GP is a comprehensive suite of reports and tools which allow portfolio management teams to manage market risk and make sound investment decisions. Production Delivery is a fast paced and challenging environment with team members who all share an interest in Finance and Technology. Responsibilities: Ideally 1-2 Years Experience Use technical skills to ensure the accuracy of large analytical data sets, automate processes with scripts and efficiently query information from a vast database. Exhibit attention to detail while delivering Green Package analytics and be accountable of timely delivery of reports to clients in accordance with Service Level Agreements. Engage in meetings with end-users of the Green Package product from all levels within the company from Portfolio and Risk Managers to Operations teams and also with our external Clients. Support client requests related to the Green Package analytics. Be a Student of the Markets by following the global markets on a daily basis to understand how macro-economic factors can affect the Green Package analytics and portfolios management s risk and investment decisions. Project work: engaging with other internal teams to think creatively and deliver innovative solutions to our complex client demands. Show desire to work in a constantly evolving, changing, and challenging environment. Good to have the understanding of Fixed Income, Equity, Derivatives and Alternatives products and how they are modeled and traded in Aladdin. Qualifications: Excellent problem-solving and critical-thinking skills and an ability to identify problems, design and articulate solutions and implement change. Must possess strong verbal and written communication skills and be able to develop good working relationships with stakeholders. Have a Tech IQ with basic understanding of SQL and Unix. Other Technical skills (Python and PERL) are preferred but not necessary. Must be detail orientated, possess initiative and work well under pressure. Knowledge of financial products in Fixed Income, Equities and Derivatives, and familiarity with Risk analytics such as Durations, Spreads, Beta and VaR would be an advantage. Degree in Finance, Engineering or Technology would be preferred. Given that the nature of this role is Finance and Technology (FinTech) centric, we would like candidates who demonstrate an aptitude for learning these aspects of the job. Good Spoken and Written Communication skills, should be able to converse freely with global counterparts Flexible to work in shifts and/or split weekends and holidays. Developmental Value: Candidates will gain exposure to working directly with our stakeholders such as Portfolio Management Group, Risk & Quantitative Analysis, Client Reporting Teams and BlackRock Solutions Aladdin Clients. Candidates will have the opportunity to develop knowledge on the constantly evolving Aladdin investment technology, improve on their finance knowledge and technical skills. Candidates will have the opportunity to participate in projects that will push them to think outside the box in order to solve numerous complex issues. Our benefits . Our hybrid work model . At BlackRock, we are all connected by one mission: to help more and more people experience financial well-being. Our clients, and the people they serve, are saving for retirement, paying for their children s educations, buying homes and starting businesses. Their investments also help to strengthen the global economy: support businesses small and large; finance infrastructure projects that connect and power cities; and facilitate innovations that drive progress. This mission would not be possible without our smartest investment - the one we make in our employees. It s why we re dedicated to creating an environment where our colleagues feel welcomed, valued and supported with networks, benefits and development opportunities to help them thrive. For additional information on BlackRock, please visit @blackrock | Twitter: @blackrock | LinkedIn: www. linkedin. com/company/blackrock BlackRock is proud to be an Equal Opportunity Employer. We evaluate qualified applicants without regard to age, disability, family status, gender identity, race, religion, sex, sexual orientation and other protected attributes at law.

As a Senior Associate in the Market Risk Middle Office team, you will play a crucial role in supporting market risk functions, including VaR, FSI Stress, Stress VaR, Regulatory Capital, Default Exposure, and Volcker risk measures. JPMorganChase, one of the oldest financial institutions, offers innovative financial solutions to millions of consumers, small businesses and many of the world s most prominent corporate, institutional and government clients under the J.P. Morgan and Chase brands. Our history spans over 200 years and today we are a leader in investment banking, consumer and small business banking, commercial banking, financial transaction processing and asset management The Market Risk Middle Office (MRMO) is part of the Firmwide Market Risk Reporting, Middle Office, and Project Services within Corporate Risk. MRMO is responsible for Market Risk data control and analysis, covering processes like Value-at-Risk, FSI Stress, Stress VaR, Regulatory Capital, Default Exposure, and Volcker. This position in the Market Risk Middle Office team in India is crucial for supporting market risk functions, including VaR, FSI Stress, Stress VaR, Regulatory Capital, Default Exposure, and Volcker risk measures.. Job Responsibilities Serve as a subject matter expert in Market Risk, providing support for all daily processes. Assist in developing the teams comprehensive operating framework, including establishing and implementing tracking and escalation processes. Foster effective partnerships with Technology, Market Risk Operate, Market Risk VaR & Capital, MRQR, and Market Risk Reporting teams, acting as a consensus builder. Ensure all processes are executed efficiently, effectively, and promptly to meet service level agreements (SLAs). Cultivate critical relationships within the Market Risk Middle Office team. Enhance key controls and continuously monitor and evaluate the environment to address control gaps and deficiencies. Dive into the details and understand the workings of all processes within your responsibilities for successful execution. Support special projects and initiatives within the risk management function. Identify opportunities for process enhancements and automation in middle office functions. Required qualifications, capabilities and skills Minimum 6 + years of relevant work experience in risk management within a financial organization Undergraduate or Master s degree in a relevant discipline Strong analytical background with sound understanding of financial products across asset classes like Credit, Rates, Equities, and Commodities. Excellent verbal and written communication skills, with an ability to deliver effective presentations to senior management Demonstrated ability to partner effectively across different businesses and functional areas Ability to work efficiently under pressure Independent and strong critical thinking skills, with thorough attention to detail Resourcefulness, and ability to multitask effectively. Working knowledge of Python, Alteryx, Tableau, and LLM Preferred qualifications, capabilities, and skills Proficiency in analytical tools such as Python, Alteryx & Tableau 2+ years of Knowledge of market risk reporting and management Familiarity with regulatory frameworks and requirements related to market risk.

You will be a Risk and Compliance Analyst at S&C GN-CFO&EV within Accenture, operating at Management Level 11. Your primary locations could be Gurgaon, Mumbai, Bangalore, Pune, or Hyderabad. The ideal candidate for this role must possess expertise in risk modeling, with additional skills in credit risk, market risk, and liquidity risk being advantageous. You should have 1-3 years of relevant experience and hold an MBA in Finance, CA, or CMA qualification. In this role, you will provide advisory services to financial and non-financial institutions on various aspects of risk management, including risk strategy, transformation programs, enterprise risk, portfolio management, and fraud and financial crime risk compliance. Your responsibilities will involve collaborating with global deal teams to shape and develop client deals, leveraging your risk-related subject matter expertise. Additionally, you will play a key role in shaping thought leadership on risk management topics, contributing to Accenture's viewpoints on emerging risk trends. Your day-to-day activities will include project management, team leadership, and engaging with diverse stakeholders across different functions and regions. You will be expected to demonstrate a strong understanding of risk management processes, possess problem-solving capabilities to address complex business issues, and exhibit excellent written and verbal communication skills. Furthermore, you will be involved in various practice development initiatives, including staffing, quality management, capability building, and knowledge sharing. To excel in this role, you should showcase exceptional analytical skills, a quick learning aptitude, and the ability to thrive in a fast-paced consulting environment. Building and maintaining strong relationships with Accenture's global Risk Management teams will be crucial for mutual growth and collaboration. Your success will be driven by your ability to deliver client satisfaction, generate insights on industry trends, and effectively communicate your recommendations to stakeholders.,

About KPMG in India KPMG entities in India are professional services firm(s). These Indian member firms are affiliated with KPMG International Limited. KPMG was established in India in August 1993. Our professionals leverage the global network of firms, and are conversant with local laws, regulations, markets and competition. KPMG has offices across India in Ahmedabad, Bengaluru, Chandigarh, Chennai, Gurugram, Jaipur, Hyderabad, Jaipur, Kochi, Kolkata, Mumbai, Noida, Pune, Vadodara and Vijayawada. KPMG entities in India offer services to national and international clients in India across sectors. We strive to provide rapid, performance-based, industry-focused and technology-enabled services, which reflect a shared knowledge of global and local industries and our experience of the Indian business environment. Roles And Responsibilities Model Validation, Model Development (Market Risk): Proven experience in market risk, risk modeling or model validation. Assess the model's conceptual soundness and methodology. Models Value at Risk, Counterparty Risk Exposure models, Pricing of plain vanilla and exotic derivatives, FVA, PVA, IPV, Pricing of Credit derivatives , FRTB (SA & IMA), Stress Test Models - CCAR etc. Produce high quality model validation reports, with a particular focus on noting limitations, weaknesses, and assumptions. Strong understanding of regulations and guidelines like SR 11-7 or other equivalent guidelines for model risk management. Assess the models conceptual soundness and methodology. Check appropriateness of input data, the model assumptions and parameters, the accuracy of the model calibration, as well as qualitative or expert adjustments etc. Review outcome, impact, or benchmark analysis, or develop/ validate a benchmark model (as applicable) Assess model risk, perform model robustness analysis, and identify and evaluate model limitations. Programming skills like: SAS, R, Python. Expertise in at least one of these programming languages would be an added advantage. Fair understanding of SQL. Proficient in Microsoft Word, Excel, Visio, and PowerPoint and Latex Equal employment opportunity information ,

Natixis Corporate & Investment Banking (CIB) is the corporate and investment banking arm of Group BPCE, the second largest financial institution in France. Natixis Global Services India (NGSI) is a wholly owned subsidiary of Natixis SA and is fully integrated into Natixis CIB, serving as the new innovation and technology hub in the APAC region. As a center of expertise, NGSI focuses on delivering operational services such as Global Financing Operations, Global Market Operations, Information Technology, and other functions. The primary goal of NGSI is to support the Natixis CIB Asia Pacific client experience strategy and enhance operational efficiencies through innovative technological solutions while ensuring platform resiliency. The role entails various responsibilities and duties, including but not limited to: - Developing, implementing, and maintaining a robust model risk governance framework. - Enhancing model risk management policies, procedures, standards, and templates. - Conducting quality assurance assessments of APAC model validations against MRM policies and SR11-7. - Designing and implementing first level controls around model risk management processes. - Assisting in other model governance activities. - Collaborating with LOD1 on controls related to model development, implementation, and ongoing monitoring. - Facilitating internal audit, regulatory exams, and internal controls. - Maintaining awareness of regulatory developments and industry best practices. - Adhering to the MRM policy, procedures, and handbooks. The ideal candidate should possess the following qualifications: - A Master's Degree in Finance, Economics, Mathematics, Quantitative discipline, or Statistics. - Minimum of 5 years of experience in the banking industry with at least 3 years in Model Risk Management (model governance, model validation, model design, or quantitative). - Experience with Market Risk pricing and valuation models is preferred. - Proficiency in programming languages such as VBA XL, Python, and SAS. - Knowledge of banking and financial regulations in the MRM area, including familiarity with regulatory bodies like the Federal Reserve Bank and the Office of the Comptroller of the Currency Supervisory Letter 11-7. Knowledge of European and international regulations is a plus. - Strong organizational and analytical skills are essential. - Excellent written and verbal communication skills. - Ability to collaborate and work closely with business stakeholders at all levels of seniority. - Capability to thrive in a fast-paced environment and meet established deadline requirements. - Self-motivated with the ability to work independently. In summary, the role at Natixis Global Services India offers a challenging opportunity to contribute to the development and maintenance of a robust model risk governance framework within the dynamic environment of Natixis CIB Asia Pacific. The ideal candidate should possess the necessary qualifications, experience, and skills to excel in this role.,

The position of Risk Methodology Specialist at Deutsche Bank as an Assistant Vice President involves contributing to the bank's balance sheet and income statement modelling methodologies to support various end uses such as stress testing, interest rate risk in the banking book, liquidity, and planning. As an AVP, you will be responsible for managing relationships with Business/Risk/Treasury/Finance model stakeholders, executing model development protocols, critically evaluating information from multiple sources, and working independently with team leads/teams/management. The role requires a candidate with very good English communication skills to effectively coordinate and communicate with stakeholders globally. The candidate should possess people skills and be able to handle complex situations. The responsibilities also include contributing to model development, authoring model documentation, analyzing assumptions, weaknesses, and compensating controls, creating proof of concept case studies, and exploring alternative modelling approaches. The ideal candidate should have experience in model development for Banking or Capital Markets at a top-tier bank or consulting firm. Solid banking business knowledge, strong experience in R Studio and/or Python, and a degree from a top-tier institution with a quantitative concentration are essential. The role demands strong quantitative skills, including knowledge and modeling experience in areas such as PPNR, Credit Risk, Market risk, and relevant interdependencies. Proficiency in at least one programming language, strong written and verbal communication skills, and behavioral skills like Collaboration, Teamwork, Integrity, Trust, and Fairness, among others, are crucial for this role. Educational qualifications include a University graduate or equivalent degree in finance, economics, mathematics, statistics, or engineering. Masters qualifications or above would be considered an advantage. Deutsche Bank offers training, development, coaching, and a culture of continuous learning to aid progression. The bank promotes a positive, fair, and inclusive work environment where employees are empowered to excel together every day. If you are looking to excel in your career in a dynamic and supportive environment, this role at Deutsche Bank might be the right fit for you.,

As part of Risk Management and Compliance, you are at the center of keeping JPMorgan Chase strong and resilient. You help the firm grow its business in a responsible way by anticipating new and emerging risks, and using your expert judgement to solve real-world challenges that impact our company, customers and communities. Our culture in Risk Management and Compliance is all about thinking outside the box, challenging the status quo and striving to be best-in-class. Market Risk Reporting (MRR) Mumbai is part of Risk Reporting & Middle Office, a group within Corporate Risk, is responsible for reporting and analysis of market risk measures shared with internal Risk Management & external regulators; monitoring controls and the quality of risk data; and execution of strategic reporting projects. As part of MRR, you will have the opportunity to develop knowledge of market risk and technology systems, including intelligent solutions tools, to embed you into the groups strong focus on driving high standards of data quality, development through technology innovation, capturing evolving risks and promoting a robust and risk and control environment. Key Responsibilities: Deliver high quality reporting with effective visualization of key firmwide risks and exposures Manage daily feeds, maintain and update reporting templates and procedure documentation, sustain and review data sources including the maintenance of data queries and other aspects of reporting infrastructure Identify data quality issues and liaise with appropriate stakeholders for resolution Demonstrate effective collaboration with cross functional stakeholders (Market Risk Coverage, Upstream Data Providers, Controls, Technology ) Contribute to business resiliency initiatives for robust and continued reporting Contribute to expansion of additional reporting requirements Demonstrate ability to execute strategic automation projects from design, implementation to delivery Develop understanding of the products and business activities that generate Market Risk Participate in and support diversity, equity, inclusion and respect Minimum Skills, Experience and Qualifications We are looking for someone excited to join our organization. If you meet the minimum requirements below, you are encouraged to apply to be considered for this role. Overall experience of 3+ years in Risk & Finance is preferred Strong analytical skills and control mindset Self-motivated B.E/ BTech/ MBA from a premier college or institute. Proficient in Microsoft Office Suite (Word, Excel, PowerPoint) Experience with data science and visualization tools such as Alteryx & Tableau Ability to troubleshoot/enhance coding languages such as Python and VBA,

About the role: Manage the deliverables of day-to-day reporting coverage and ensure appropriate analysis, timeliness and consistency across various reporting dimensions Develop, display and disseminate a thorough understanding of daily position and market changes that impact various risks of the portfolio Service ad-hoc analytical requests from stakeholders in the best possible manner Contribute towards improvement of risk reports and reporting processes through fast developed IT solutions. Identify and initiate projects and processes that aid in improving the measurement and attribution of Risk Metrics like VaR/Stress/Shortfall etc that lies within the team s scope Support dedicated initiatives and projects to improve risk infrastructure and risk reporting landscape Collaborate closely with the Financial Risk Reporting team in Bangalore and Zurich to ensure delivery of high-quality analytical work Communicate with Credit Underwriting, Asset Management, Treasury and other businesses, primarily in the weekly Financial Market and Credit risk councils. Clearly articulate actionable feedback on events, exposures and issues that impact Swiss Res risk profile About the team: The Financial Risk Aggregation and Analytics (FRAA) team within Solvency and Financial Risk Management (SFRM) is in charge of collecting and aggregating Swiss Res firm-wide financial market and credit risks. The team produces various analytics and periodic reports to the internal and external stakeholders with strong focus on analysis, timeliness and quality. FRAA works closely with Market Risk Managers, Credit Risk Managers, Credit Underwriters, Asset Managers and Treasury and aligns the reporting needs in a fast changing environment. FRAA focuses on strong IT capabilities for efficient implementation of reporting processes. About you: Good academic track record in Engineering, Finance or Mathematics (Bachelors/Masters) or a professional designation such as CFA, FRM or CQF. 7-8 years of experience in the financial services or insurance sector with a good understanding of financial products (fixed income, equities and derivatives) and counterparty credit risk. Deep understanding of Interest Rate products will be an advantage Solid IT & analytical skills with exposure to at least one scripting language (e.g. Python, R), data modeling, SQL. A good understanding of Palantir products would be a plus. Good communication skills, positive attitude and an ability to articulate technical topics in simple terms Good organizational skills, ability to handle multiple priorities and meet deadlines A flair to understand the trends and developments in the global financial markets About Swiss Re Swiss Re is one of the world s leading providers of reinsurance, insurance and other forms of insurance-based risk transfer, working to make the world more resilient. We anticipate and manage a wide variety of risks, from natural catastrophes and climate change to cybercrime. We cover both Property & Casualty and Life & Health. Combining experience with creative thinking and cutting-edge expertise, we create new opportunities and solutions for our clients. This is possible thanks to the collaboration of more than 14,000 employees across the world. If you are an experienced professional returning to the workforce after a career break, we encourage you to apply for open positions that match your skills and experience. Keywords: Reference Code: 134571

Job Duties Counterparty Credit Risk Reporting (CCRR) Counterparty Credit Risk Reporting is responsible for generating risk reports used for identifying, assessing, and mitigating risks associated with counterparties, including financial institutions, corporations, and other entities. The role involves supporting counterparty credit risk managers by providing risk reports that monitor counterparty credit risk metrics on a timely manner. Which covers generating Financial Markets Credit Exposure reports covering risk metrics like Potential Future Exposure (PFE)/ Derivative Loan Exposure (DLE)/ Current exposure etc. Team monitors pre-settlement, settlement and post settlement risk. Risk reporting involves daily, weekly, bi-weekly, monthly and quarterly reporting that is circulated within the bank and also reporting that goes for regulatory submission. Global, regional, local and legal entity wise reporting are handled by the reporting team members. OTC, SFT and ETD products exposure monitoring is done on a daily basis. Reporting team monitors risk exposures against limit and Risk Appetite. Team works closely with risk managers for excess remediation and risk reporting queries. Reports prepared by the team provides meaningful aggregation for users to review the top and regional data where required. CCR Reporting team and team members are also responsible for preparing reports across various financial market products like Asset Backed Securities across desks for monitoring risk against the portfolio limits. Risk reports to monitor repo and reverse repo products to capture all Fixed Income Securities financing trades covered under Repo/Reverse Repo/Stock Borrowing/Stock Lending Businesses are generated by the team on a daily basis. Reporting team also monitors risk appetite across FM for Secured Financing business monitoring Cash out on a bi-weekly basis. Counterparty credit risk stress monitoring reports are also handled by the team to monitor CCR NCE Increase and covers global and topical scenario. CCR Localised Stress Dashboard is used to monitor the Red, Amber, and EANPP counterparties from Localised Scenarios on a weekly basis. CCR reporting team members will work closely with RFO, FM Operations and Risk Data Quality teams etc to ensure accurate risk reporting, data sourcing and approval of risk numbers. Team also monitors SCB s exposure to various clearing houses and clearing brokers Top 100 Counterparty Credit Exposure Reporting is a weekly/ monthly reporting requirement from PRA which handled by the team. The data is collated by PRA on behalf of European Banking Authority which is keen on understanding the movement of funds between large Corporate Groups, FIs and Government bodies because of transactions done on Global Market Products Apart from above mentioned risk reporting team covers an array of different exposure management and MIS reports that reach a gamut of TRM personnel and often under scrutiny and changes. The production and distribution of daily, weekly & monthly Counterparty Credit Risk reports, within defined KPI targets and record keeping of any data adjustments made. Qualification/Desired Skills Post-Graduation in Finance with relevant 3+ yrs experience Risk Certifications from established institutions is recommended FRM Certified candidates will be preferred Any technical Certification in MS Office Advanced tools / SQL / Tableau / SAS/ will be preferred Strong knowledge in banking products across asset classes (FX/Rates/ Equity/ Credit and Commodities) Strong knowledge in Counterparty credit risk and Market risk Strong knowledge in Data Analytics (Including ML capabilities) Awareness of trading environment, macroeconomic fundamentals, market moves & potential impact on exposures. Excellent communication skills - verbal and written Ability to work under pressure Have excellent attention to detail Be able to work in a global team Expertise in programming language is not required but good to have Strong knowledge in MS Excel, Access Documentation skills Working knowledge of the Group s businesses, governance structure and approach to risk management

: Job TitleDWS Risk Manager, AVP LocationBangalore, India Role description DWS Group (DWS) is one of the world's leading asset managers with some EUR of assets under management (as of 30 June 2022). Building on more than 60 years of experience, it has a reputation for excellence in Germany, Europe, the Americas and Asia. DWS is recognised by clients globally as a trusted source for integrated investment solutions, stability and innovation across a full spectrum of investment disciplines. We offer individuals and institutions access to our strong investment capabilities across all major asset classes and solutions aligned to growth trends. Our diverse expertise in Active, Passive and Alternatives asset management as well as our deep environmental, social and governance focus complement each other when creating targeted solutions for our clients. Our expertise and on-the-ground-knowledge of our economists, research analysts and investment professionals are brought together in one consistent global CIO View, which guides our investment approach strategically. The Risk platform is the independent risk oversight function of DWS. Model Risk is part of the Risk function and is designed to provide governance and control to manage a variety of models used in the Firm and associated risks. The Model Risk team works as a global organization with team members in New York, London and Frankfurt with a focus around validating, testing and overseeing the usage of models related to Corporate Risk (liquidity/economic capital) and Investment Risk for Liquid and Illiquid investment strategies. What well offer you 100% reimbursement under childcare assistance benefit (gender neutral) Sponsorship for Industry relevant certifications and education Accident and Term life Insurance Your key responsibilities: Conducting model validations on the DWS models, both in-house and vendor models, based on regulatory guidance, internal policy and procedures and best industry practice and communicate findings and recommendations to model owners and prepare the model validation reports. Working closely with Investment teams on topics including model assumptions and limitations to ensure models remain fit for purpose. Carry out independent model reviews on complex topics in accordance with business needs and regulatory requirements. Review ongoing model monitoring reports, identify potential model risk and document the findings to key stakeholders while evaluating the corrective actions. Assist in building benchmark models used across the model validation team, design back testing or other methodologies to test the conceptual soundness of model assumptions. Your skills and experience: Previous quantitative risk management, model validation or model development experience from across the Investments, Consulting or Banking industry with sound experience of validating or developing valuation or risk models across asset classes such as FX, Rates and Equities Strong quantitative skills across programming languages such as R, SQL, C++, SAS, Python, MATLAB. Expertise in at least one of Python or C++ is essential. Good understanding of valuation methods, capital markets, portfolio theory and risk management Excellent verbal and written communications skills -- previous experience of writing either technical documentation related to model validation or development or independent peer-reviewed research articles. Educated to post-graduate degree level in a quantitative field such physics, mathematics, statistics, economics or engineering, or with relevant industry experience / professional qualification. How well support you . . About us and our teams Please visit our company website for further information: https://www.db.com/company/company.htm We at DWS are committed to creating a diverse and inclusive workplace, one that embraces dialogue and diverse views, and treats everyone fairly to drive a high-performance culture. The value we create for our clients and investors is based on our ability to bring together various perspectives from all over the world and from different backgrounds. It is our experience that teams perform better and deliver improved outcomes when they are able to incorporate a wide range of perspectives. We call this #ConnectingTheDots.

: In Scope of Position based Promotions (INTERNAL only) Job Title Senior Analyst, MoRM (DIPL) Corporate TitleAVP LocationMumbai, India Role Description Model Risk Managements mission is to manage, independently and actively, model risk globally in line with the bank's risk appetite with responsibility for: Performing robust independent model validation; Ensuring early and proactive identification of Model Risks; Effectively managing and mitigating Model Risks; Supporting the design of Model Risk metrics; Implementing a strong Model Risk Management and governance framework; Supporting bank-wide Model Risk-related policies and practices. This role spans all aspects of validation applicable to the portfolio of estimation approaches within the Deutsche Bank Combined US Operations (CUSO) across all relevant business units and risk types. What well offer you : 100% reimbursement under childcare assistance benefit (gender neutral) Sponsorship for Industry relevant certifications and education Accident and Term life Insurance Your key responsibilities The core responsibility will be to validate Stress testing models used within the larger CCAR PPNR umbrella for DB USA. Its important and incumbent to have an understanding of different aspects of banks business within different business segments of Corporate Banking, Private Banking, Investment banking. However, the role might necessitate model validator to be flexible in moving around different risk areas within US model validation team, outside of core area of responsibility. Key tasks include, but not limited to model performance testing, scenario analysis, sensitivity analysis, and conceptual assessment of model assumptions/limitations/weaknesses. Developing challenger models including independent data collection and by performing complex analysis and testing. Follow regulatory guidelines and the Banks policies and procedures for model risk management, especially CCAR-specific guidelines. Bringing efficiency by automating processes and uplifting frameworks. Your skills and experience 2-3 years of professional experience in model development/ validation or related areas. Previous experience in stress testing (DFAST/CCAR/ICAAP) would be a plus. The candidate should possess knowledge and experience in working with B/PPNR models across various lines of business, including Corporate Banking, Private Banking, Investment Banking, and Treasury Functions. Ability to analyse and understand financial statements (Balance sheet, Income statement) will be advantageous. Experience and knowledge of Statistical techniques, strong analytical skills with experience in relevant software packages, e.g., R and Python Candidate needs to have experience of report drafting reports and should be able to independently compile model validation reports, follow-through on mitigation of validation findings, and documentation thereof. Good presentation & communication skills Candidates with Mathematics/Statistics/Economics/Engineering/ MBA or allied background holding Graduate/Post-Graduate degrees are preferred. CFA / FRM certification will be a plus for the role. Candidates having experience / strong knowledge in Business Intelligence tools like Power BI, Tableau, Automation through MS-Access / VBA, supporting framework development, designing presentations will be a plus for the role. How well support you . . .

: Job Title: Corporate Bank NFR Financial Crime Risk, Sanctions Oversight, VP LocationMumbai, India Corporate TitleVP Role Description The Financial Crime Risk Management Function is a Global front office function within Corporate Bank Non Financial Risk (CB NFR). The primary objective to support the Corporate Bank by creating a robust control framework as part of the first line of defence. The teams mandate is to identify non-financial risks such as regulatory, conduct and systemic risks, define mitigation processes for those risks, as well as to develop, implement and monitor Level 1 controls. In addition to working closely with the Product, Relationship & Transaction Management, Coverage and Sales desks, the groups reach and interaction will be broad, including engagement within Corporate Bank (CB) and those functions forming the 2nd Line of defence within the 3 Lines of Dfense (3LoD) program. You will be in the CB NFR function in Financial Crime Risk Management focusing on Sanctions risk oversight. You will also be participating in Cross CB NFR projects from time to time. What well offer you 100% reimbursement under childcare assistance benefit (gender neutral) Sponsorship for Industry relevant certifications and education Accident and Term life Insurance Your key responsibilities Support the Sanctions Business Sanctions Delegate in running Governance framework for Sanctions Oversight (Setup of forums, information flow and escalation/decision making points) Support the functions face-off to relevant 2LOD AFC team on upcoming regulatory and policy changes and implementation of changes related to Sanctions policy/procedures across CB businesses. Produce and maintain relevant procedures covering CB division along with nuances for CB products/functions (ICM, Bizbanking, TF&L, SES, TAS, CCM, Txn Filtering and Surveillance). Support Governance Meetings, validate existing risk items, update progress status and work with relevant stakeholders on key risk items, mitigation factors adopted/ to be adopted Aid in proactively managing and facing off to Audit/ CT&A on findings and observations Execute on the findings book of work in CB for Financial Crime incl Sanctions risk related items and ensure appropriate governance Challenge and quality check inputs from businesses for Sanctions Financial Crimes Risk Assessment (FCRA) Monitor, track and drive resolution of action items coming out of the Sanctions FCRA results. Procure and compile metrics for risk management. Drive/Participate in Data Analytics and MI generation to identify potential trends and risk landscape Participate in Global/regional projects & initiatives on the back of regulatory developments, policies changes affecting CB Play a proactive role in developing best practices on business process re-engineering and multi-initiative management Develop professional working relationships with colleagues, the business and respective supporting teams. Your skills and experience At least 10 years of proven experience in non-financial risk management domain (knowledge of Sanctions risk is and Corporate banking business/products is advantageous) Strong background/knowledge of Financial Crime risk topics balanced with Client Centricity. Strong leadership and management abilities to lead front-to-back risk remediations / regulatory programs and to engage with senior stakeholders across LOD. Excellent analytical, decision-making & problem solving skills. Highly motivated to drive change, self-reliant, adaptable with a structured way of working with high willingness to take responsibility, and ability to deliver highest level of quality under time pressure. Strong team player, would have led and worked in virtual global teams and in a matrix organization Excellent communication and presentation skills How well support you 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.

: In Scope of Position based Promotions (INTERNAL only) Job Title: Risk Reporting Specialist, AS LocationPune, India Role Description Market Valuation and Risk Management (MVRM) is responsible for managing market risk and ensuring fair value assessment of Books & Records within Deutsche Bank. The primary market risk objective is to ensure that business units of the bank optimize the risk-reward relationship and do not expose it to unacceptable losses. We work closely with risk takers, risk managers and control and support groups in the process to ensure these objectives can be met. Market Data Strategy and Analytics (MDSA) is a function within MVRM that is responsible and accountable for the procurement, analysis and governance of historical market data used as inputs in the key risk metric (eg Value at Risk, Economic Capital, Credit Counterparty Risk, Portfolio Stress Test). What well offer you : . 100% reimbursement under childcare assistance benefit (gender neutral). Sponsorship for Industry relevant certifications and education. . . Accident and Term life Insurance. Your Key Responsibilities Applying experience and subject matter expertise to perform RTB tasks such as VaR/SVaR impact analysis for both Hist Sim Sensi Based and Hist Sim Full Reval, continuous improvement of processes and coordination of changes in market data. Perform data quality checks to ensure the completeness and accuracy of EOD data / time series are at par to use for risk calculations. Take part actively in weekly Scenario Set generation for VaR/SVaR/Economic capital calculation and ensure Scenario sets are released within the cut-off time. Analyzing impacts of time-series changes on group level VaR/SVaR and ability to communicate/coordinate effectively to wider audiences. Liaising with Market risk managers, FO quant, change teams and Methodology to perform deep dives on data challenges in new market risk models/methodology changes/RNIV and implementation of new regulations such as FRTB and IHC examination. Actively take apart in proxy decision making and come up with appropriate proxy choices for a time- series. Perform Stressed-period-selection and analyze results for accuracy and reliability. Help specify requirements and test functionality for new feed set up, processes and ability to coordinate with Risk-IT for seamless implementation of new data requirements and process enhancements. Your skills and experience 3-5 years experience in investment banking, Market Risk, specifically in controlled production environments. Good knowledge of financial instruments and markets across all asset classes Strong analytical skills with basic knowledge of Numerical techniques and applied econometrics. Basic knowledge of Derivatives Pricing & Risk calculation, VaR, PFE Hands-on experience of using external data sources such as Bloomberg, MarkIT & Reuters. Basic knowledge in Web-based technology will be a plus. Programming skills in at least any one of C/C++, Java, Python, MatLab etc will be a plus. Education | Certification (Recommended) Engineering or bachelors degree in finance from an accredited college or university with excellent project experience and grades in quantitative and numerical coursework. Certification in Financial Risk Management will be a plus. Business Competencies Communication - Experienced Industry Knowledge - Experienced Risk Management Basic Innovation Basic Managing Complexity - Basic Technical Competencies Risk Management Experienced Financial Product Knowledge - Experienced How well support you 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.

: Job Title: Investment Risk Senior Risk Analyst LocationMumbai, India Role Description Today, markets face a whole new set of pressures but also a whole lot of opportunity too. Opportunity to innovate differently. Opportunity to invest responsibly. And opportunity to make change. Join us at DWS, and you can be part of an industry-leading firm with a global presence. You can lead ambitious opportunities and shape the future of investing. You can support our clients, local communities, and the environment. Were looking for creative thinkers and innovators to join us as the world continues to transform. As whole markets change, one thing remains clear; our people always work together to capture the opportunities of tomorrow. Thats why we are Investors for a new now. As investors on behalf of our clients, it is our role to find investment solutions. Ensuring the best possible foundation for our clients financial future. And in return, well give you the support and platform to develop new skills, make an impact and work alongside some of the industrys greatest thought leaders. This is your chance to achieve your goals and lead an extraordinary career. About DWS Investment Risk The Chief Risk Office within DWS is an independent function responsible for protecting the business as well as being a trusted adviser and partner for supporting sustainable business growth. As part of the Chief Risk Office, the Investment Risk team is in charge of independent oversight of investment risk of DWS fiduciary portfolios. In this role, it designs and executes the risk programs to identify, measure, control and manage market, liquidity, sustainability, and counterparty risk of fiduciary portfolios. What well offer you 100% reimbursement under childcare assistance benefit (gender neutral) Sponsorship for Industry relevant certifications and education Accident and Term life Insurance Your key responsibilities Support the design, maintenance and enhancement of portfolio stress test analyses to identify extreme market scenarios and quantify potential losses across various investment strategies for the liquid product range Support the review of the market risk stress testing framework, including but not limited to the maintenance and enhancement of the scenario inventory and investment strategies, as well as perform regular and ad-hoc limit calibration. Participate in the development and enhancement of the market risk governance across DWS liquid product ranges and relevant regulations Support decision-making and approval processes around the risks taken by DWS or its managed products Perform ad-hoc market risk analyses, identifying material risk drivers and discuss results with the Portfolio Management Team, DWS Senior Management and other DWS stakeholders. Collaborate with other DWS functions and ensure adequate representation of the risk requirements within global projects and initiatives Your skills and experience University degree in Finance, Mathematics or a quantitative field At least 3 years of experience, ideally in risk management or portfolio management Chartered Financial Analyst (CFA) or Financial Risk Manager (FRM) designations a plus Experience with financial risk modelling, including financial instruments pricing and risk analytics Experience within the asset management industry, with various asset classes and investment strategies Proactive mind-set to implement process improvements and new solutions Experience with BlackRock Solutions Aladdin or similar systems preferred Strong programming skills in object-oriented languages, ideally Python and SQL Fluent in English, German is a plus How well support you About us and our teams Please visit our company website for further information: https://www.db.com/company/company.htm

: In Scope of Position based Promotions (INTERNAL only) Job TitleAssociate - CRO Treasury Risk Management / Capital Risk Management LocationMumbai, India Role Description CRO Treasury Risk Management (TRM) provides a holistic coverage of all the risks managed by the Treasury function, including capital risk, liquidity risk, structural interest rate and FX risks, recovery and resolution planning. TRM Capital Risk Management acts as the 2nd line of defense control function for capital risk, which defines the control framework against the risk of insufficient capital at Group and entity level as well as coordinates DBs Internal Capital Adequacy Assessment Process (ICAAP). The Economic Capital & Leverage team sets the banks economic capital adequacy framework, establishes controls for certain economic risks, and acts as second line of defence for Economic Capital Adequacy and Leverage Ratios. Economic capital adequacy framework comprises the banks principles for risk quantification approaches under the economic perspective and economic loss absorbing capacity. Controls for economic risks refer to Pillar 2 risk types such as step-in risk and insurance risk and risks related to intangible assets. What well offer you 100% reimbursement under childcare assistance benefit (gender neutral) Sponsorship for Industry relevant certifications and education Accident and Term life Insurance Your key responsibilities Support in the ongoing monitoring, reporting and escalation of DB Groups economic capital adequacy metric. Maintain a robust control environment for DB Groups economic capital models, including data quality and model risk activities. Contribute to improvement initiatives related to the models that measure the risk related to the banks earnings volatility risk, software assets portfolio and risk type diversification. Analyze the changes in DBs risk profile and the differences between economic and regulatory capital models (i.e. mutual information between Pillar 1 and Pillar 2). Coordinate disclosure (e.g. Pillar 3 report) and external engagement points (DB Group supervisors) on economic capital models. Support in the implementation of measures required by supervisors, auditors and validators. Your skills and experience Education and Experience University degree or equivalent, preferably in Finance, Business Administration or some related field. 4y+ professional experience in Banking or Consulting in Risk Management or Finance, preferably with a link to capital adequacy/ICAAP. Experience with regulatory submissions beneficial. Competencies Knowledge about key regulations on capital adequacy/ICAAP Hands-on working approach with good analytical skills and strong attention to detail. Ability to present information to senior management in an appropriate way (quality & format). Ability to independently liaise with internal stakeholders. Ability to manage multiple tasks or projects at once and within given timeframes. Confident in management of models, handling and analyzing large amount of data. Proficient in Microsoft Office and Power Point. Personal characteristics Excellent communication skills in business-fluent English, verbal and written. A team player, able to work collaboratively in a global diverse team within a complex management structure and virtual team across the globe. Focused and self-motivated with continuous improvement mind-set. Goal-oriented, positive and constructive attitude. Ability to cope well under pressure and within deadlines. How well support you . . . .

: Job TitleInvestment Risk - Risk Manager, AVP LocationMumbai/ Pune, India Role Description Today, markets face a whole new set of pressures but also a whole lot of opportunity too. Opportunity to innovate differently. Opportunity to invest responsibly. And opportunity to make change. Join us at DWS, and you can be part of an industry-leading firm with a global presence. You can lead ambitious opportunities and shape the future of investing. You can support our clients, local communities, and the environment. Were looking for creative thinkers and innovators to join us as the world continues to transform. As whole markets change, one thing remains clear; our people always work together to capture the opportunities of tomorrow. Thats why we are Investors for a new now. As investors on behalf of our clients, it is our role to find investment solutions. Ensuring the best possible foundation for our clients financial future. And in return, well give you the support and platform to develop new skills, make an impact and work alongside some of the industrys greatest thought leaders. This is your chance to achieve your goals and lead an extraordinary career. About DWS Investment Risk The Chief Risk Office within DWS is an independent function responsible for protecting the business as well as being a trusted adviser and partner for supporting sustainable business growth. As part of the Chief Risk Office, the Investment Risk team is in charge of independent oversight of investment risk of DWS fiduciary portfolios. In this role, it designs and executes the risk programs to identify, measure, control and manage market, liquidity, sustainability, and counterparty risk of fiduciary portfolios. This includes the regular monitoring, analysis, and reporting of risk to portfolio management and DWS management boards. What well offer you 100% reimbursement under childcare assistance benefit (gender neutral) Sponsorship for Industry relevant certifications and education Accident and Term life Insurance Your key responsibilities Conduct portfolio risk monitoring, analysis, and reporting across risk types (market risk, liquidity risk, and counterparty risk) and asset classes (e.g. equity, fixed income, and commodities) Support and execute data quality management and escalation processes of different risk metrics Develop and prepare reports, dashboards and memos on investment risk for management and other oversight bodies Review of new / existing product risk profiles and portfolio positions to identify potential sources of investment risk Support the development of systems and tools to automate and operationalize risk limitation, measurement, monitoring and escalation processes Contribute to global and local projects in the Liquid Investment Risk Management Team Your skills and experience University degree in Finance or quantitative field, Chartered Financial Analyst or Financial Risk Manager designations a plus At least 4 years of proven experience in the financial services industry, with experience in different risk functions (market, counterparty, credit, liquidity) preferably within a buy-side firm Proven experience analysing VaR metrics Proven experience with analytical models for financial instruments Previous experience with BlackRock Solutions Aladdin preferred Strong knowledge of risk management across a diverse set of instrument types, business mandates, and risk disciplines (market risk, liquidity risk, counterparty risk) Excellent verbal and written communications skills, with ability to communicate issues to management proactively and effectively Proactive mind-set to implement process improvements and new solutions Strong organizational skills and ability to manage competing priorities Strong working knowledge of MS Word, Excel, PowerPoint, SQL, and Python How well support you About us and our teams Please visit our company website for further information: https://www.db.com/company/company.htm

: In Scope of Position based Promotions (INTERNAL only) Job TitleLead - Valuation Risk - Analytics & Control, VP LocationMumbai, India Role Description Valuation Risk is a specialist group within Market and Valuations Risk Management (MVRM) that manages a wide range of relevant risk and implementation topics to ensure integrity and control over all aspects of the valuation of the Bank's trading portfolios. This includes: Performance of monthly and intra-month Independent Price Verification (IPV), Reserves and Prudential Capital Oversight and development of valuation, reserve and Prudential Capital methodologies Analysis and management of key valuation uncertainty issues through DB's senior management Review of bespoke derivative and structured financing trades Valuations works closely with its Risk Management partners, Finance, and Trading globally What well offer you 100% reimbursement under childcare assistance benefit (gender neutral) Sponsorship for Industry relevant certifications and education Accident and Term life Insurance Your key responsibilities The primary function of the role is to have an oversight of key Valuation results while ensuring compliance to frameworks and rulebooks. Ensure effective design and efficient operation of processes and controls. Provide transparency of outcomes and insightful analysis for business and other key stakeholders. Drive/Support Change BoW (Key Deliverables), regulatory and audit remediation. Being a senior role, the candidate is required to demonstrate in-depth knowledge of Rates/credit markets in both cash and derivative product, and to have solid understanding of other product groups given the diverse scope of the Rates/credit desk trading mandate. The candidate is expected to bring well-developed stakeholder management and leadership skills in addition to infrastructural and product technical skill sets and to establish a solid commercial and valuation risk culture in partnership with senior stakeholders. Key StakeholdersSenior Risk, Valuations and Finance Management, Front Office, External and Internal auditors and Regulators. Ability to multitask and project management skills is must, ability to handle complex projects and execution oriented Your skills and experience Ideally the candidate will have several years of experience within the valuation / Market Risk departments of a large investment bank with in-depth knowledge of Rates and Currency markets. Specific exposure to IPV, reserving, pricing and modelling aspects of valuation control of trading businesses is preferred. Good working knowledge of Excel, VBA and possibly Python, hands-on experience of market data providers including Reuters, Bloomberg, ISMA and Markit Good communication skills How well support you

: In Scope of Position based Promotions (INTERNAL only) Job TitleSenior Risk Analyst, NCT LocationPune, India Role Description Market Valuation and Risk Management (MVRM) is responsible for managing market risk and ensuring fair value assessment of Books & Records within Deutsche Bank. The primary market risk objective is to ensure that business units of the bank optimize the risk-reward relationship and do not expose it to unacceptable losses. We work closely with risk takers, risk managers and control and support groups in the process to ensure these objectives can be met. Market Data Strategy and Analytics (MDSA) is a function within MVRM that is responsible and accountable for the procurement, analysis and governance of historical market data used as inputs in the key risk metric (eg Value at Risk, Economic Capital, Credit Counterparty Risk, Portfolio Stress Test). What well offer you : . 100% reimbursement under childcare assistance benefit (gender neutral). Sponsorship for Industry relevant certifications and education. . . Accident and Term life Insurance. Your Key Responsibilities Applying experience and subject matter expertise to perform RTB tasks such as VaR/SVaR impact analysis for both Hist Sim Sensi Based and Hist Sim Full Reval, continuous improvement of processes and coordination of changes in market data. Perform data quality checks to ensure the completeness and accuracy of EOD data / time series are at par to use for risk calculations. Take part actively in weekly Scenario Set generation for VaR/SVaR/Economic capital calculation and ensure Scenario sets are released within the cut-off time. Analyzing impacts of time-series changes on group level VaR/SVaR and ability to communicate/coordinate effectively to wider audiences. Liaising with Market risk managers, FO quant, Change teams and Methodology to perform deep dives on data challenges in new market risk models/methodology changes/RNIV and implementation of new regulations such as FRTB and IHC examination. Actively take apart in proxy decision making and come up with appropriate proxy choices for a time- series. Perform Stressed-period-selection and analyze results for accuracy and reliability. Help specify requirements and test functionality for new feed set up, processes and ability to coordinate with Risk-IT for seamless implementation of new data requirements and process enhancements. Your skills and experience 1-2 years experience in investment banking, Market Risk, specifically in controlled production environments. Good knowledge of financial instruments and markets across all asset classes Strong analytical skills with basic knowledge of Numerical techniques and applied econometrics. Basic knowledge of Derivatives Pricing & Risk calculation, VaR, PFE Hands-on experience of using external data sources such as Bloomberg, MarkIT & Reuters. Basic knowledge in Web-based technology will be a plus. Programming skills in at least any one of C/C++, Java, Python, MatLab etc will be a plus. Education | Certification (Recommended): Engineering or bachelors degree in finance from an accredited college or university with excellent project experience and grades in quantitative and numerical coursework. Certification in Financial Risk Management will be a plus. Business Competencies: Communication - Experienced Industry Knowledge - Experienced Risk Management Basic Innovation Basic Managing Complexity - Basic Technical Competencies: Risk Management Experienced Financial Product Knowledge - Experienced How well support you

: Job TitleMarket Risk Data Governance , AVP LocationMumbai, India Corporate TitleAVP Role Description Market & Valuation Risk Management (MVRM) 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, 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 well offer you 100% reimbursement under childcare assistance benefit (gender neutral) Sponsorship for Industry relevant certifications and education Accident and Term life Insurance Your key responsibilities 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 analysisinvestigate 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 well support you

Role: Team Manager: Market Surveillance Location: Pune Package up to 14 LPA Key Responsibilities: Monitor market activity, including trade volumes, order flows, and communications, to detect potential misconduct (e.g., insider trading or market manipulation). Conduct deep-dive investigations into alerts generated by trade and communication surveillance systems. Identify and escalate potential regulatory breaches or policy violations. Collaborate with global teams to enhance surveillance frameworks and ensure consistency across regions. Contribute to the enhancement of existing alerts and development of new surveillance tools, reports, and procedures. Provide timely reports to management, regulators, and internal stakeholders. Support projects related to regulatory audits, data quality, model effectiveness, and control environment improvements. Maintain and build strong working relationships with internal stakeholders across Compliance, Risk, and Front Office teams. Mandatory Experience: Minimum 4-6 years of experience in Market Surveillance with a strong focus on Fixed Income products. Deep understanding of trading practices, financial instruments, and market abuse typologies in the Fixed Income domain. Strong analytical and investigative skills. Excellent communication and stakeholder management abilities. Familiarity with global regulatory frameworks and guidelines Ability to identify trends and risks in large data sets. Experience supporting internal/external regulatory audits. Knowledge of industry surveillance tools (e.g., Actimize, SMARTS, NICE, Bloomberg Vault). To know more Call Kanika on 9953939776 or email resume to kanika@manningconsulting.in

Sound domain knowledge on Performance Management, Liquidity Risk Management, Profitability, Capital Adequacy, IFRS9, BASEL, Credit Risk Management. Experience in Risk Modelling (PD, LGD, EAD etc), Asset Liability Management, Funds Transfer Pricing, Balance Sheet. Experience as a Business Analyst in implementing OFSAA EPM, ERM (ALM, LRM, LLFP-IFRS9, FTP, PFT, BASEL, IFRS9.

4–6+ yrs BA in banking. Knowledge of regulations, corporate banking (FX, loans, deposits). SQL basics, data analysis, requirement gathering. Understands SDLC. Strong in Excel. Good communication & virtual team experience.

Hands-on experience in OFSAA EPM, ERM implementation. String technical expertise in implementation of Performance Management, Liquidity Risk Management, Profitability, Asset Liability Management, Funds Transfer Pricing, LLFP-IFRS9, BASEL. Excellent working knowledge on JAVA, PLSQL and Linux.

Location : Mohali City : Mohali State : Punjab (IN-PB) Country : India (IN) Requisition Number : 40581 Job Description Business Title Team Lead - RTR Global Job Title Senior Anl Finance RTR Global Function Finance Global Department Finance - RTR Organizational Level 9 Reporting to Assistant General Manager - RTR Size of team reporting in and type NA Role Purpose Statement We are seeking an accomplished candidate with 5-7 years of experience to work in RTR vertical managing One Stream, SOX controls, Pnl Analysis, Balance Sheet Reconciliations, Month end closing & Reporting and Compliance. Main Accountabilities Perform monthly financial close activities on a timely basis. Responsible for review & posting of Manual Journal Entry (JEs) in system post approval from Country Finance Team. Analyze and post monthly expense accruals/amortization JEs Perform monthly/quarterly PnL and Balance sheet analysis Run currency revaluation and update exchange rates, as and when required Reconciliations of Bank Accounts / Balance sheet Accounts before the specified timelines Complying with Sarbanes Oxley Standards Identifying and reporting the exposure in relation to Market Risk (Price Risk, FX Risk, Interest Rate risk), Liquidity Risk and Credit Risk. Adjusting the Hedged Item with Hedging Instrument for identifying the net risk exposure. Reconciling Accounting PL with Business along the expected lines and identifying the reasons of differences, if any. Ensure the internal finance controls , procedures in place and in compliance with company Ensure the internal finance controls, procedures in place and in compliance with company policies. Preparing and updating process documentation and to keep up to date all the time. Liaising with auditors (Internal and external) and responding to their queries Responsible for managing RTR KPI Targets as per the defined SLAs. Identify & implement process improvements to generate process efficiency. Knowledge and Skills Behavior Improve Bunges outcomes by making data-driven decisions, keeping the customer at the forefront of all they do, and proactively gaining insight into the global strategy. Collaborate, effectively communicate with others and take initiative to continually develop themselves. Pursue opportunities to solve problems and take action while maintaining the ability to manage work, even in times of challenge or change. Technical Experience in Agribusiness/Commodity trading industry preferred Ability to provide high quality level of customer service for end-to-end Accounting & reporting process Ability to partner with other BBS Team Managers to optimize processes across the SSC Strong written & oral communications skills in English. Knowledge of Asian or European languages added advantage. Strong problem solving & organization skills Excellent computer skills and competency in Microsoft Office (Word, PowerPoint, Excel, Outlook) Experience in SAP Education & Experience Chartered Accountant or CPA, ICWA, MBA Finance, additional certification in US GAAP or IFRS will be an advantage. 6+ years of work experience in a similar role Strong communication & Interpersonal skills to work effectively with internal/external teams across the Globe. Experience in ERP/ Accounting systems (SAP) and Reporting tool (One Stream) will be added advantage