5.0 - 9.0 years

0 Lacs

maharashtra

On-site

The Valuation Services Group (VSG) is a global team responsible for client valuations across various asset classes. As a VSG Specialist in Mumbai, India, you will play a pivotal role in the daily production of non-Books & Records (B&R) or Non-Straight Through Processing valuations. Your responsibilities will include interacting with senior stakeholders, ensuring adherence to valuation deadlines, implementing quality controls, and overseeing the migration of valuations to strategic systems. In this role, you will need to demonstrate your ability to manage multiple projects simultaneously while meeting tight deadlines. Your expertise in control and governance frameworks will be essential in assuring the quality of client deliverables. Proficiency in technical knowledge related to complex structured trades, including Structured Notes Issuances and risk management systems, will be beneficial. Strong analytical skills, Excel proficiency, and the ability to collaborate effectively with other teams are crucial for success in this position. Additionally, knowledge of Python would be advantageous. As part of our team, you will have access to comprehensive training and development opportunities to enhance your career growth. You will receive coaching and support from industry experts, fostering a culture of continuous learning and progression. Our flexible benefits package includes industry-relevant certifications, parental leave policies, childcare assistance, insurance coverage, and employee assistance programs for you and your family members. At Deutsche Bank, we cultivate a culture of empowerment, responsibility, commercial thinking, and collaboration. We are committed to creating a positive, fair, and inclusive work environment where every individual is valued. Join us in celebrating the successes of our people and making a difference as part of the Deutsche Bank Group. For more information about our company and values, please visit our website: https://www.db.com/company/company.htm,

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Business Analyst - Countparty Credit Risk KPMG India

5.0 - 9.0 years

0 Lacs

maharashtra

On-site

The role involves and covers the following support from a Business Analyst (BA) perspective. As a Business Analyst, you will be responsible for understanding data and data architecture, metrics, and their significance in the design and delivery of new dashboards. You should be able to identify and engage data owners. Your role will require you to translate business requirements into technical requirements and conduct process mapping, with experience in Risk Transformation. Additionally, you should possess knowledge of requirement gathering and BRD/FRD documentation. Relevant experience of controls is necessary to ensure the quality and completeness of the solution and its data. You should also have the ability to challenge current practices and enhance dashboard designs through innovative design and technology utilization. Collaboration with cross-line-of-business working groups to design dashboards and approve solutions will be part of your responsibilities. Demonstrable experience in designing dashboards to meet the needs of diverse user groups is essential, along with a solid understanding of risk management and knowledge of the latest dashboard technologies and trends. Other Desirable Experience: - Programme delivery on strategic programmes - Interaction with executive-level management - TOM development - Regulatory requirements mapping and gap analysis - Governance, Reporting, and MI/dashboarding delivery - Knowledge of Counterparty Credit Risk, Exposure calculation methodologies (simulation, aggregation, limit monitoring), and experience in implementing Modelled and Non-Modelled calculation algorithms - Previous experience in capturing and analyzing the daily movement of EAD numbers for Financing Products, calculating counterparty credit risk - Experience in validated counterparty exposure on a daily, monthly, and quarterly basis using various metrics including Exposure metrics (PFE, EPE, EEPE, EAD, etc.) and VAR computation using both Internal Model (IMM) and Standardized approaches like CEM - Hands-on Experience of Exposure Calculation (EAD/PFE) at Portfolio level for both Modeled (IMM) and Non-Modeled (CEM/SACCR, Credit VAR, CEF) transactions - Working knowledge of calculating and reporting default risk for traded products - Understanding of adjustments at the counterparty level where traded product exposure (derivatives, debt, and equity financing) was found to be erroneous and material to mitigate impact on risk monitoring, CVA, and RWA - Some exposure to credit risk reporting platforms and risk engine Skills and Qualifications: - CFA/FRM certification is a plus - Strong analytical skills and statistical background,

Posted 1 month ago

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