Deutsche BankCredit Risk & Capital Strats, AVP
AI in this role
Design and implement credit risk calculations and capital optimization models for group strategic analytics.
Job Description:
Job Title: Credit Risk & Capital Strats
Corporate Title: Assistant Vice President
Location: Mumbai, India
Role Description
- Group Strategic Analytics (GSA) is part of Group Chief Operation Office (COO) which acts as the bridge between the Bank’s businesses and infrastructure functions to help deliver the efficiency, control, and transformation goals of the Bank.
- You will join the team with the responsibility of Capital Strat to design and implement credit risk related calculations and associated reporting laying the basis for the allocation of constrained resources and capital efficiency programs.
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
- Analyze and implement regulatory and internal calculations and reporting working closely with Risk, Finance and other stakeholders
- Build prototypes and what-if analysis for capital planning purposes and facilitate the strategic re-development of the calculation platform
- Use output of credit risk parameter models (PD, LGD, CCF) to build and implement Counterparty Credit Risk Calculations on the system.
- Provide expertise in analytics and management of Credit Risk RWA and other key risk metrics to stakeholders
- Design incentive structures for businesses around financial resource consumption, allocation, and capital optimization
- Drive alignment across Front Office, Credit Risk Management, and Finance for financial resource calculations
Your skills and experience
- Strong quantitative and analytical skills
- Strong computing and programming skills, including C++ or Python experience in implementation on production like environments.
- Understanding of banking businesses and products or accounting rules
- In-depth knowledge of European banking regulations and accounting standards (e.g., CRR, IFRS 9) and reporting frameworks (e.g., COREP, FINREP, or AnaCredit).
- A strong understanding of capital requirements for implementing credit risk/counterparty credit risk parameter models (PD, LGD, CCF).
- Knowledge of financial products/derivatives, bank balance sheet accounting, and extensive practical application, or additional qualifications such as CFA, or FRM.
- Experience with data models and designing new calculation processes
- Excellent written and verbal communication skills in English.
Proven ability to leverage AI tools to enhance productivity, optimise workflows to solve business problems, while applying critical judgment to ensure responsible and ethical use of data and AI outputs.
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.
How we rate this
Credit Risk & Capital Strats, AVP at Deutsche Bank rates 1 out of 100 for how much of the daily work is AI. That makes it Little AI (AI Level 1 of 4). The level is about AI in the job, not seniority.
Little AI. AI is not part of the work.
- ●●●● Builds AI80 to 100
- ●●●○ Works on AI60 to 79
- ●●○○ Uses AI40 to 59
- ●○○○ Little AI0 to 39
Levels come from how often the tools, models and workflows of the role are named in the posting itself. Open the description and count.
Prepare for this job
A free preview built only from this posting: what it asks for, what you could be asked in an interview, and how to adjust your resume.
Skills and AI tools this role asks for
Questions you could be asked
- Tell me about a project where credit risk was part of your work. What did you do?
- Tell me about a project where capital planning was part of your work. What did you do?
- Tell me about a project where quantitative analysis was part of your work. What did you do?
- Tell me about a project where banking regulations was part of your work. What did you do?
- Walk me through how you've used Python in your day-to-day work.
Adapt your resume
- List these exact terms on your resume: Credit Risk, Capital Planning, Quantitative Analysis, Banking Regulations, and Python. An applicant tracking system matches the wording, not the idea.
- Attach one line of real, concrete experience to at least one of them — a tool named with nothing behind it rarely survives a human read.
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