Assistant Vice President - Risk Analyst

Risk Analyst - AVP

Job Description:

Job Title: Risk Analyst - AVP

Location: Mumbai, India

Role Description

• As part of the Chief Risk Office (CRO), the Enterprise & Treasury Risk Management (ETRM) function provides a cross-risk view of the Bank’s risk profile across risk types, businesses and geographies. The function is also responsible for key risk management capabilities across risk types, such as risk appetite, risk identification and group wide stress testing, and is the risk control function for credit risk.
• The Credit Risk Control Function is a recently established team within ETRM responsible for independent portfolio monitoring of the overall credit risk profile across the bank and its divisions, Credit Loss Provision (CLP) reporting, forecasting and monitoring, as well as ownership of key credit risk models.  The Credit Capital & Model Management team owns and governs Pillar 1 and Pillar 2 models ensuring their robust, compliant and efficient use. The team works closely with a wide range of stakeholders across the Credit Risk and Model Risk organizations, Risk methodology and Finance, offering a broad exposure to key risk and capital topics. 

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

• For the management of key credit risk models, identify automation opportunities across existing data platforms, processes and reporting streams and develop data-driven automation initiatives to improve operational performance and scalability.
• Perform structured and automated analysis of underlying data to assess model performance and translate into clear, actionable recommendations.
• Support remediation of data- and model-related validation findings.
• Produce regular and ad-hoc quality assured reporting on credit risk model topics.
• Engage with various model risk stakeholders globally, such as Risk Methodology and Model Risk Management functions.

Your skills and experience

• University degree (Master’s or PhD) in a quantitative discipline (e.g. Mathematical Finance/ Statistics/ Econometrics), supplemented by relevant professional experience.
• Preferred background in a Risk function within the financial services industry and good understanding of Credit Risk Management processes, models and credit risk parameters (PD, LGD, CCF).
• Strong IT / data management and analytical skills as well as advanced experience with relevant statistical and other software packages, advanced Python skills required.
• Flexibility in dealing with news tasks and the ability to work efficiently and professionally under tight timelines.
• Good inter-personal and communication skills with the ability to effectively communicate with a diverse range of stakeholders, including Senior Management and team members across different locations and time zones.
• Excellent written and verbal skills in English.

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.html

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.

Experience Level

Executive Level