Counterparty Credit Risk Methodology Strat, AS job opportunity at Deutsche Bank.

Home Jobs In India Tag: AS Counterparty Credit Risk Methodology Strat, AS position at Deutsche Bank


DateMore Than 30 Days Ago bot
Deutsche Bank Counterparty Credit Risk Methodology Strat, AS
Experience: 5-years
Pattern: full-time
Country:
apply Apply Now
Salary:
Status:

AS

Copy Link Report
degreeAssociate
loacation Mumbai Nirlon Know. Pk B4-B5, India
loacation Mumbai Nirlon ..........India

Job Description: Job Title: Counterparty Credit Risk Methodology Strat Location: Mumbai, India Corporate Title: Associate Role Description You will be joining Group Strategic Analytics (Strats), which combines expertise in quantitative analytics, modelling, pricing and risk management with deep understanding of system architecture and programming. Within GSA, the Counterparty Credit Risk Methodology team is responsible for Deutsche Bank’s derivatives exposure engine to simulate exposure profiles for derivatives and securities financing transactions by applying regulatory approved simulation models. The profiles are simulated via Monte Carlo and are the basis to calculate exposure metrics such as EPE (Expected Positive Exposure), PFE (Potential Future Exposure) and AEE (Average Expected Exposure) entering the Economic and Regulatory capital calculations for Counterparty Credit Risk.  The team also works closely with Market Risk Management on Basel III projects such as FRTB CVA (Credit Valuation Adjustment) and Prudential Valuation adjustment on XVA.   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 responsib i lities Develop, support and enhance Backtesting, Risk‑Not‑Covered in IMM (RNIEE) and other tools to monitor the performance of the Counterparty Credit Risk models. . Design, build, and maintain analytical tools and scripts , ensuring all code/documentation is maintained within the Kannon repository and compliant with internal governance. Produce high‑quality quarterly Backtesting and RNIEE reports for senior management, providing clear explanations of results, drivers, and methodological updates. Respond to stakeholder and management queries , providing clear, data‑driven explanations of results, assumptions, and methodology choices. Support efforts around internal and external audit response including addressing queries and producing ad hoc analysis. Drive the timely closure of assigned regulatory/audit/validation findings. Provide expertise/support to our main stakeholder in Credit Risk Management, Front Office, Finance and Technology. Your skills and experience Strong educational background in Quantitative discipline such as Engineering, Financial maths, Statistics etc preferably from good colleges in India e.g. IIT, NIT, ISI etc. Demonstrable relevant 3–5 years industry experience in a similar role with an investment bank or financial institution. Familiarity with Counterparty risk will be preferred. Good background in financial maths, statistics, and familiarity with a mainstream programming language preferably Python.  Good knowledge of financial instruments/derivatives and markets across all asset classes. Good computing and programming (coding) skills and experience, utilising programming languages such as Python, SQL etc. Hands-on experience with Bitbucket, including creating, maintaining, and managing code repositories. Strong analytical mindset with excellent problem solving and data interpretation skills. Excellent communication and interpersonal skills, as projects can require interaction and synchronisation with other teams. Highly organized and can work both independently and as part of a team in a fast-paced environment. 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.

Other Ai Matches

SIEM Audit Support, AVP Applicants are expected to have a solid experience in handling AVP related tasks
Senior Full Stack Engineer - Java and React (f/m/x) Applicants are expected to have a solid experience in handling Job related tasks
Production Engineer Applicants are expected to have a solid experience in handling Job related tasks
Credit Trading Quantitative Strategist Applicants are expected to have a solid experience in handling Job related tasks
Business Line Anti-Financial Crime Senior Analyst (f/m/x) Applicants are expected to have a solid experience in handling Job related tasks
Client Data management – Client data Distribution - Senior Analyst, NCT Applicants are expected to have a solid experience in handling NCT related tasks
Valuation Specialist Applicants are expected to have a solid experience in handling Job related tasks
Transaction Monitoring Data Engineering Director  Applicants are expected to have a solid experience in handling Job related tasks
Operational Risk Management (ORM) - Business Functional Analyst - AVP Applicants are expected to have a solid experience in handling Job related tasks
Quantitative Strategist Applicants are expected to have a solid experience in handling Job related tasks
Production Specialist, AVP Applicants are expected to have a solid experience in handling AVP related tasks
Data Automation Engineer, NCT Applicants are expected to have a solid experience in handling NCT related tasks
Operations Analyst Applicants are expected to have a solid experience in handling Job related tasks
Fund Operations Applicants are expected to have a solid experience in handling Job related tasks
Deutsche Bank Graduate Programme (f/m/x) Investment Banking & Capital Markets (IB&CM), Spain Graduates 2026 Applicants are expected to have a solid experience in handling Spain Graduates 2026 related tasks
Software Engineer, AS Applicants are expected to have a solid experience in handling AS related tasks
Associate – {TS9394359} Applicants are expected to have a solid experience in handling Job related tasks
Credit Trading Quantitative Strategist Applicants are expected to have a solid experience in handling Job related tasks
Cyber Hygiene IT Application Owner (ITAO) (f/m/x) Applicants are expected to have a solid experience in handling Job related tasks
Investment Banking & Capital Markets - Banker - Financial Institutions Group - Vice President - New York Applicants are expected to have a solid experience in handling Job related tasks
Compliance Officer, Whole Loans Trading and Securitization Compliance - Director Applicants are expected to have a solid experience in handling Whole Loans Trading and Securitization Compliance - Director related tasks
Senior Cloud Security Engineer – Web Application Firewall Applicants are expected to have a solid experience in handling Job related tasks
Regulatory Reporting Lead - VP Applicants are expected to have a solid experience in handling Job related tasks