Job
Description
About The Role :
In Scope of Position based Promotions (INTERNAL only)
Job TitleRisk Analyst CR Capital Management
Corporate TitleNCT
LocationMumbai, India
Role Description
Enterprise Risk Management (ERM)'s mission is to shape Bank strategy and lead risk management at enterprise level, unconstrained by risk types and geographies, together with ERM's partners in Risk and the Bank. ERM manages the enterprise-level risk management framework so that all risks are identified, owned and controlled Bank-wide; and within the agreed risk appetite and culture.The Credit Risk Capital Management team sits within Group Portfolio Management in Enterprise Risk Management and works closely with Credit Risk Management, Global Strategic Analytics, and other areas in Risk and Finance.
The team is responsible for:Owning the Credit Risk Economic Capital (CR EC) and Alpha models from a model governance perspectiveCoordinating capital planning for Credit Risk Risk-weighted Assets (CR RWA) and ECManaging the impact on CR RWA from changes in the regulatory environmentProviding ad-hoc analytics of RWA and EC-related items to senior management and regulatorsOwning and managing the relationship with relevant regulators (principally the ECB, but including all other regulatory interaction) regarding the above topics
The Capital Management team is based in London and Mumbai.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 leaves100% reimbursement under childcare assistance benefit (gender neutral)Sponsorship for Industry relevant certifications and educationEmployee Assistance Program for you and your family membersComprehensive Hospitalization Insurance for you and your dependentsAccident and Term life InsuranceComplementary Health screening for 35 yrs. and above
Your key responsibilities
Coordination of capital planning between CRM, Global Strategic Analytics, Treasury, and Finance, and ensuring planning artefacts are correctly represented in DBs systemsCommunication of changes in capital planning inventory to stakeholders across Risk and FinanceMonitor CR EC movements on a monthly basis, including Settlement and Transfer Risk EC, and work with Finance to resolve production issuesAssist in model overlay design, calculation, implementation, and monthly production submissionAssist in running model governance for the CR EC and Alpha modelsReport on CR EC and Alpha process performance to senior management, and assist in analysing CR EC and Alpha process and methodology and deliver improvementsWork closely with Global Strategic Analytics, Finance, Change teams, and business on implementation of new regulatory requirements and analysis of the impact on DB Group and respective business areas, and on analysis of data, methodologies, and processes in generalProactively drive process, reporting and control improvements
Your skills and experience
You will have:
Masters in Mathematics / Statistics / Econometrics / PGDM / MBA1-3 years professional experience in at least one risk discipline (e.g. credit, market or operational risk).Good business knowledge of derivative and non-derivative productsGood knowledge of credit risk models and measuresQuantitative skills, preferably including probability and statisticsExperience in using large datasets and applying credit risk methodologies across different product/asset classesIT skills as a confident user, capable of scripting, knowledge of mathematical or statistical software would be a plusAbility to deliver against tight deadlines, manage multiple deliverables, and work in fast-paced dynamic environment, across different teams and time zones
You will be:
A self-starter with initiative and ability to drive change and improvementA reliable team player with the motivation to work in a dynamic, international, and diverse environmentAn excellent verbal and written communicatorA committed individual, motivated for self-development and growth
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.
