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Deutsche Bank
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MoRM Risk and Capital: Model Validatior, AS

MoRM Risk and Capital: Model Validatior, AS

Deutsche Bank

2 - 7 years

11 - 15 Lacs

Mumbai

Posted:1 day ago| Platform:

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Skills Required

risk management project management model risk statistics affinity python data validation sas credit risk presentation skills financial risk management sql regulatory requirements r model validation as quantitative model development

Work Mode

Work from Office

Job Type

Full Time

Job Description

:
In Scope of Position based Promotions (INTERNAL only)
Job Title-
MoRM Risk and CapitalModel Validatior, AS
Location- Mumbai, 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;

Designing and recommending Model Risk Appetite;

Effectively managing and mitigating Model Risks;

Designing and implementing a strong Model Risk Management and governance framework;

Creating bank-wide Model Risk related policies.

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

You will be responsible for the timely and high-quality delivery of validation reports for all Risk and Capital Models developed for Credit Risk.

Develop and set state-of-the-art validation approaches and standards adhering to current and upcoming regulatory requirements. Ensure implementation of these standards in particular through review and pre-approval of validation reports. Present and defend work in internal committees.

Pro-actively engage in management of Model Risk to assure Model Risk requirements.

Additionally, support, coach and guide new and established team members and closely engage with stakeholders from Risk, Finance, IT and Business.

Your skills and experience

Masters in Statistics / Mathematics / Quantitative Economics / Quantitative Finance or MBA Finance

Professional experience 2-7 yrs in quantitative Credit risk model development or validation is a requirement

Perennial professional experience in financial risk management in general with a strong IT affinity

Extensive knowledge with relevant statistical and other software packages and programming languages (e.g. SAS, R, SQL, Python)

Pronounced conceptual and analytical skills and excellent project management

Proven ability to solve problems independently, to show flexibility and to act proactively

Business fluent written and verbal skills in English

How well support you

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Deutsche Bank

Banking and Financial Services

Frankfurt

approximately 84,000 Employees

2330 Jobs

Key People

Christian Sewing

CEO
Karl von Rohr

President
Garth Ritchie

Former Head of Corporate & Investment Bank

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MoRM Risk and Capital: Model Validatior, AS