Job Description:In Scope of Position based Promotions (INTERNAL only)
Job Title: Treasury Modelling & Analytics CCAR PPNR
Corporate Title: AVP
Location: Mumbai, India
Role Description
The candidate will be part of the Risk Methodology team. The role is meant to provide senior support for CCAR PPNR modeling team. The candidate will support the execution of CCAR and internal stress tests for DB USA. The person sought here will ensure accurate and timely forecasts for CCAR.
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
- The role requires the candidate to demonstrate the following capabilities:
- Develop new PPNR models as per business requirement.
- Work with the business to develop model methodologies constituting robust PPNR models. (Knowledge of regression and time-series models is required).
- Work with Business to calibrate existing PPNR models by revisiting modelling assumptions and calculations and perform changes wherever necessary. Generate forecasts by efficiently executing the models twice every year and perform annual CCAR submissions.
- Work with the validation team to address their concerns and resolve the validation findings Work with the technology team to implement new models and perform changes to existing models (familiarity with Python or R is required)
- Perform ongoing model monitoring of the PPNR models Coordinate with team members, different teams and various stakeholders to achieve the objectives in a timely manner
Your skills and experience
- Candidate should have minimum 6 years of work experience with exposure to PPNR modelling for CCAR
- Candidate should have working knowledge of Time-Series and Regression modelling
- Candidate should have working knowledge of at least one programming language (Python / R / SAS).
- Candidate should have in-depth knowledge of the various banking products and services – CRE, RRE, Trust, Deposits, etc.
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.htm
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.
