Risk Data Validation

7 days ago


Pune, Maharashtra, India Deutsche Bank Full time US$ 80,000 - US$ 1,20,000 per year

In Scope of Position based Promotions (INTERNAL only)

Job Title

Risk Data Validation & Control (RDV&C)

LocationPune, India

Corporate TitleAS

Role Description

Risk Data Validation & Control (RDV&C) team is responsible for quality assurance activities in relation to critical, complex and technical risks and regulatory topics that affect Deutsche Bank (DB). RDV&C are part of the Credit Risk Data Unit (CRDU) team within Group Finance and their key stakeholders include but are not limited to:

- Business Finance
- Risk Management (CRM/MRM)
- Group Reporting
- Regulatory Policy Adherence Group
- Production IT Support

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 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

- Completion of required month end Quality assurance controls and to validate variance
- Credit Risk RWA Exposure Analysis
- Leverage exposure regulatory metric
- Other reg metric like CVA, EC, EL,
- Calculation of the exposure wherever required and posting in relevant platforms
- Navigate through the complex algorithms built in the risk engine to perform root cause analysis on the exposure calculations. Ultimately the calculated output should reflect the economics of the portfolio.
- Data Quality proactively manage the investigation and resolution of month end issues on the regulatory metrics
- Liaising with relevant stakeholder for RCA and reporting
- Providing subject matter expertise and analytics to support Finance and the Risk team
- Presentation of the reg metric to senior audience across the globe
- Participation in CTB initiatives
- Optimisation Focus on the capital number

Your skills and experience

- Good Knowledge of regulatory requirements like ECB CRR, CRD, Basel requirements
- Understanding of exposure calculation under different models e.g. SA-CCR and IMM
- Knowledge of Exposure Metrics like EPE/EE, Statistical Modelling (Monte Carlo Simulation etc.)
- An analytical mindset and good approach to problem solving
- Experience of process change
- Strong interpersonal and communication skills
- Organized and structured working approach
- Strong attention to detail
- Reliable team player who enjoys working in an international environment
- Preferred IT

Skills:
- Python, Advance Excel(VBA), Microstrategy, MS Access

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



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