Position Overview
Job Title -Risk Methodology Specialist - Analyst, NCT
Location - Mumbai, India
Role Description
The primary function of this role is to contribute to the bank's balance sheet and income statement modelling methodologies in support of various end uses, such as stress testing, interest rate risk in the banking book, liquidity, and planning. The suitable candidate will have the following responsibilities in this role:
- Analysis of revenue related data for various businesses, identify revenue drivers and macroeconomic relationships.
- Execute on model development protocols to produce models that align with the regulatory range of acceptable practices.
- Use concepts of statistics and programming for developing predictive models
- Work independently with team leads / teams / management.
- Programming skills in R/Python
Candidate should possess a very good English communication skill in order to coordinate and communicate the work effectively with various stakeholders spread across globe. Candidate needs to possess people skills and be able to handle complex situations.
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 position of Analyst Risk Methodology is responsible for (but not limited to):
- Contribution to model development, and the creation of robust and repeatable analytics across usages.
- Author Model Documentation and ad-hoc model analysis reports.
- Contribution to model analysis of assumptions, weaknesses, and compensating controls.
- Contribution to modelling advancements by exploring alternative modelling approaches.
Your Skills And Experience
Degree from top tier institution with a quantitative concentration, e.g., applied statistics / mathematics, engineering, econometrics, etc.- The role requires strong quantitative skills, including:
- Familiarity with time-series, account level, and panel data analysis
- Understanding of linear and non-linear interdependence between risk factors such as variance-covariance or copulas
- Knowledge of key distributions and their implementation in various analysis contexts
- Proficiency in at least one programming language such as R, Python and MATLAB
- Strong written and verbal presentation and communication skills
Behavioral Skills:
- Collaboration and Teamwork
- Integrity, Trust and Fairness
- Effective Communication
- Professional Development Focus
- Business and product knowledge
- Leadership and Influence
- Commercial and Business Acumen
- Openness to innovation and change
- Performance orientation
- Client Relationship Focus
Educational Qualifications:
- University graduate or equivalent degree in finance, economics, mathematics, statistics, econometrics or engineering is a must. Masters qualifications or above would be considered an advantage.
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.
