54 Ccar Jobs - Page 2

: In Scope of Position based Promotions (INTERNAL only) Job Title: MoRM Risk and Capital, Associate LocationMumbai, India Role Description Model Risk Management (MoRM) is responsible for holistic management of model risk. This includes the independent validation of internal models as well as the identification and the monitoring and controlling of model risk. Within MoRM, the Portfolio Models and Alpha validation team is responsible for the validation of all portfolio models developed for Credit Risk (including validation of the Alpha factor designed to capture wrong way risk in derivatives transactions), Business Risk, Operational Risk and Risk Type Diversification. What well offer you 100% reimbursement under childcare assistance benefit (gender neutral) Sponsorship for Industry relevant certifications and education Accident and Term life Insurance Your key responsibilities Self-contained validation of business and infrastructure models with main focus on AFC models and discussion of validation results with involved stakeholders Analyze the underlying mathematical methods, verify adequacy of models and their implementation. Serve as contact person regarding all methodology aspects of covered models Preparation of impact studies and presentations in relevant governance committees Review and assessment of analyses and changes done by developers to close existing validation issues Presentation of validation results to external supervisors Assess and actively manage the model risk of the relevant models by e.g. ensuring adherence to model documentation standards Your skills and experience Academic degree in Mathematics, Statistics, Physics, Econometrics or similar discipline Ability to explain mathematical concepts and results in layman's terms Professional experience 2 - 4 yrs in Credit risk and Anti-Financial-Crime Risk model development or validation are a requirement Proficient use of programming languages (Python, SAS, R, SQL) as well as experience in Machine Learning IT affinity; proficient user of MS Office Proficiency and experience in data analysis and evaluation and understanding of IT processes Very good knowledge of Monte Carlos methods and modeling/validation of portfolio models Experience in risk management is beneficial Business fluent written and verbal skills in English, German language skills are beneficial How well support you 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.

: Job Title CRO Wealth ManagementPre-Deal Analyst Corporate TitleAssociate LocationMumbai, India Role Description About Chief Risk Office (CRO) The Chief Risk Office function has Group-wide responsibility for the management and control of all credit, market, operational, enterprise and liquidity risks and has the responsibility of continual development of methods for risk measurement, frameworks and creating a bank wide strong risk culture. About the Wealth Management (WM) business in the Private Bank Deutsche Bank's Wealth Management business is one of the largest wealth managers worldwide. As a trusted partner of wealthy individuals and entrepreneurs, family offices and foundations, we create lasting value for clients. We specialize in developing bespoke solutions for our clients around the world, for instance wealth planning across successive generations and international borders, asset management with individual risk management, loans and deposits. All this is possible thanks to our global network, our many years of experience and our close collaboration with the Corporate Bank, Investment Bank and DWS. The Lombard Lending and Derivatives Risk Management Pre-Deal team is responsible for the analysis, monitoring and management of credit risk from Lombard Lending trades and IPB derivative trades across all asset classes. What well offer you , 100% reimbursement under childcare assistance benefit (gender neutral) Sponsorship for Industry relevant certifications and education Accident and Term life Insurance Your key responsibilities You perform Pre-deal trade level Advance Ratio calculation for Lombard Lending collateral as well as Credit Exposure and Initial Margin calculation for derivatives - fixed income, foreign exchange, commodities, credit, Emerging Markets and asset-backed securities. The Pre-Deal assessment uses quantitative and qualitative risk management techniques such as VAR, Potential Future Exposure, back-testing, scenario and stress testing and identification of other non-trivial risks (liquidity, wrong-way, dislocation, concentration risk, gap risk). You review Advance Ratio calculation rules and coordinate the implementation of new rules. You update the WM methodology handbook, business requirement documentations, KOPs and calculation workbooks. You closely interact with Lending Business, IPB & WM credit analysts and the IPB Agile team to discuss new trades, inherent risk and defend risk calculation approach, identify market trends, perform and communicate portfolio impact and concentration risk analysis, and identify and monitor deteriorating collateral. Your skills and experience University degree in Finance, Mathematics, Engineering, Physics, Economics, Econometrics, Statistics and if the degree is in Humanities subjects, then strong programming skills would be essential. Knowledge of financial markets, traded products, risk concepts and strong derivative product knowledge across multiple asset classes. Strong mathematical and statistical background, attention to details and strong analytical skills. Experienced in methodology development for financial products and excellent communication skills with ability to articulate technical and financial topics with Global stakeholders. 2-6 years working experience in Model Risk, Lombard Lending, Derivatives Business or Risk Management. Working experience in Excel and using large data sets in a statistical software package as Python for analysis and risk management. Able to multi-task and deliver under tight deadlines. How well support you . . . . 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.

Roles and Responsibilities Develop and maintain credit risk models using SAS, SQL, and other relevant tools. Ensure compliance with regulatory guidelines such as Basel II/III, CCAR, CECL, LGD, PD, EAD.

Role & responsibilities Managing multiple projects in multiple geographies Handling teams of multiple projects across different areas of analytics, risk management etc. Handling pre sales meetings with clients Keeping track of latest regulatory updates & preparing offering on them Client Handling - Understanding client requirements, problems etc. Preparing presentation and presenting it to Senior Management Liaison with clients for understanding their problems & providing appropriate solution Preparing presentations and other documents as per client requirements Doing independent research to come up with innovative solutions/ideas Provide thought leadership and hands-on experience for ongoing initiatives Train and guide team of consultants Will be responsible of different project ranging from: Part of Center of Excellence of Credit Risk Modeling IFRS 9 Model Development Development of PD (Application & Behavioral Scorecard), LGD and EAD Retail Models Developing Rating Models for Corporate banking portfolios Stress Testing Models Develop models like Collection, Propensity, Maturity, Pricing, etc. Advanced Analytics Solution (Machine Learning, Digital Lending etc.) Development of acquisition fraud scorecard Loss Forecasting Developing Rating Models for Corporate banking portfolios Developing/Reviewing ICAAP & RAROC Models Preferred candidate profile

Credit Risk Analytics Professional Job Specification: Candidate would be responsible for developing, validating, auditing and maintaining credit risk models. Candidates would be expected to support financial institutions on meeting jurisdictional regulatory requirements and their broader risk management initiatives. Multiple positions required; Experience level 2-12 years of experience; Location: Bangalore Core Skill Requirements Candidate must have relevant experience in in statistical / mathematical modeling, quantitative research, credit risk management, or related field at a reputed bank, investment or broker services, asset management firm, Insurance provider or a consulting firm. Wider skill requirements include: Experience in Credit Risk Modeling PD/LGD/EAD TTC, PIT, Stressed and unstressed portfolio Experience in Model Development, Model Validation, Model Audit (implementation and execution experience will not be considered directly relevant) Knowledge of one or more of global regulatory norms - CECL, IFRS 9, CCAR/DFAST, Basel II/III, SR-11/7, E-23 around data sufficiency, modeling methods, industry standards etc. Well versed with one or more statistical techniques used in credit risk modeling – Logistic Regression, Time series, OLS, Probit models, Survival techniques, Tobit, Fractional Logistic, Beta model, State Transition Matrix, Single Factor Merton model etc. Experience in Machine learning algorithms like Random Forest, SVM, Neural Network etc. and Artificial Learning use cases such as Natural Language Processing, Robotics etc. will be a plus Proficiency in one or more analytical tools such as SAS, R, Python, Matlab, Scala, VBA etc. Experience in Data Science and cloud based analytics platform will be a plus Understanding of credit risk metrics like RWA, Expected loss, Regulatory and Economic capital, OTTI, Watchlist, Asset quality etc. Conceptual understanding of the data and methodology used for credit risk regulatory models Leveraging experiential know-how of a wide range of loan types, including C&I, CRE, RRE, ABL, Leasing, Credit Card, Vehicle, Personal etc. Prior experience in domains like commercial banking, retail banking, treasury, investment management and strong knowledge of risk data analysis and development, strategy design and delivery deployment. Vendor Experience Experience in bureau data from credit unions e.g. D&B, Experian, Equifax, Transunion Experience in vendor models and ratings like Fitch, Credit pro, Moody etc. Knowledge about external / benchmark models on consumer portfolios is a plus (FICO Score, Standards and Poor's, Fitch or Moody's Ratings) Selecting, implementing and/or using commercial credit risk workflow, analytics- e.g., Moody's KMV, S&P and/or, reporting technologies- e.g., Oracle, Cognos, et al. Non-functional skill requirement Preferred candidate profile

Credit Risk Analytics Professional Job Specification: Candidate would be responsible for developing, validating, auditing and maintaining credit risk models. Candidates would be expected to support financial institutions on meeting jurisdictional regulatory requirements and their broader risk management initiatives. Multiple positions required; Experience level 2-12 years of experience; Location: Bangalore Core Skill Requirements Candidate must have relevant experience in in statistical / mathematical modeling, quantitative research, credit risk management, or related field at a reputed bank, investment or broker services, asset management firm, Insurance provider or a consulting firm. Wider skill requirements include: Experience in Credit Risk Modeling PD/LGD/EAD TTC, PIT, Stressed and unstressed portfolio Experience in Model Development, Model Validation, Model Audit (implementation and execution experience will not be considered directly relevant) Knowledge of one or more of global regulatory norms - CECL, IFRS 9, CCAR/DFAST, Basel II/III, SR-11/7, E-23 around data sufficiency, modeling methods, industry standards etc. Well versed with one or more statistical techniques used in credit risk modeling – Logistic Regression, Time series, OLS, Probit models, Survival techniques, Tobit, Fractional Logistic, Beta model, State Transition Matrix, Single Factor Merton model etc. Experience in Machine learning algorithms like Random Forest, SVM, Neural Network etc. and Artificial Learning use cases such as Natural Language Processing, Robotics etc. will be a plus Proficiency in one or more analytical tools such as SAS, R, Python, Matlab, Scala, VBA etc. Experience in Data Science and cloud based analytics platform will be a plus Understanding of credit risk metrics like RWA, Expected loss, Regulatory and Economic capital, OTTI, Watchlist, Asset quality etc. Conceptual understanding of the data and methodology used for credit risk regulatory models Leveraging experiential know-how of a wide range of loan types, including C&I, CRE, RRE, ABL, Leasing, Credit Card, Vehicle, Personal etc. Prior experience in domains like commercial banking, retail banking, treasury, investment management and strong knowledge of risk data analysis and development, strategy design and delivery deployment. Vendor Experience Experience in bureau data from credit unions e.g. D&B, Experian, Equifax, Transunion Experience in vendor models and ratings like Fitch, Credit pro, Moody etc. Knowledge about external / benchmark models on consumer portfolios is a plus (FICO Score, Standards and Poor's, Fitch or Moody's Ratings) Selecting, implementing and/or using commercial credit risk workflow, analytics- e.g., Moody's KMV, S&P and/or, reporting technologies- e.g., Oracle, Cognos, et al. Non-functional skill requirement Preferred candidate profile

Entity : - Accenture Strategy & Consulting Team : - Global Network – Data & AI Practice : - CFO & EV - Risk Analytics Title : - Ind & Func AI Decision Science Senior Manager/Manager About S&C - Global Network : - Accenture Global Network - Data & AI practice help our clients grow their business in entirely new ways. Analytics enables our clients to achieve high performance through insights from data - insights that inform better decisions and strengthen customer relationships. From strategy to execution, Accenture works with organizations to develop analytic capabilities - from accessing and reporting on data to predictive modelling - to outperform the competition. WHAT’S IN IT FOR YOU? Accenture CFO & EV team under Data & AI team has comprehensive suite of capabilities in Risk, Fraud, Financial crime, and Finance. Within risk realm, our focus revolves around the model development, model validation, and auditing of models. Additionally, our work extends to ongoing performance evaluation, vigilant monitoring, meticulous governance, and thorough documentation of models. Get to work with top financial clients globally Access resources enabling you to utilize cutting-edge technologies, fostering innovation with the world’s most recognizable companies. Accenture will continually invest in your learning and growth and will support you in expanding your knowledge. You’ll be part of a diverse and vibrant team collaborating with talented individuals from various backgrounds and disciplines continually pushing the boundaries of business capabilities, fostering an environment of innovation. What you would do in this role Engagement Execution: Work independently/with minimal supervision in client engagements that may involve model development, validation, governance, strategy, transformation, implementation and end-to-end delivery of risk solutions for Accenture’s clients. Ability to manage workstream of small projects with responsibilities of managing quality of deliverables for junior team members. Demonstrated ability of managing day to day interactions with the Client stakeholders o Practice Enablement o Guide junior team members. o Support development of the Practice by driving innovations, initiatives. o Develop thought capital and disseminate information around current and emerging trends in Risk. Who we are looking for? 2-11+ years of relevant Risk Analytics experience at one or more Financial Services/Banking firms, or Professional Services / Risk Advisory with significant exposure to one or more of the following areas: Development, validation, and audit of: Credit Risk- PD/LGD/EAD Models, CCAR/DFAST Loss Forecasting and Revenue Forecasting Models, IFRS9/CECL Loss Forecasting Models across Retail and Commercial portfolios Credit Acquisition/Behavior/Collections/Recovery Modeling and Strategies, Credit Policies, Limit Management, Acquisition Frauds, Collections Agent Matching/Channel Allocations across Retail and Commercial portfolios Regulatory Capital and Economic Capital Models Liquidity Risk – Liquidity models, stress testing models, Basel Liquidity reporting standards o Anti Money Laundering – AML scenarios/alerts, Network Analysis o Operational risk – AMA modeling, operational risk reporting Conceptual understanding of Basel/CCAR/DFAST/CECL/IFRS9 OR other risk and compliance regulations. Experience in conceptualizing and creating risk reporting and dashboarding solutions. Experience in modeling with statistical techniques such as – linear regression, logistic regression, GLM, GBM, XGBoost, CatBoost, Neural Networks, Time series – ARMA/ARIMA, ML interpretability and bias algorithms etc. Programing Languages - SAS, R, Python, Spark, Scala etc., Tools such as Tableau, QlikView, PowerBI, SAS VA etc. Strong understanding of Risk function and ability to apply them in client discussions and project implementation. Academic Requirements: Master’s degree in a quantitative discipline mathematics, statistics, economics, financial engineering, operations research or related field or MBA from top-tier universities. Strong academic credentials and publications, if applicable. Industry certifications such as FRM, PRM, CFA preferred. Excellent communication and interpersonal skills. Accenture is an equal opportunities employer and welcomes applications from all sections of society and does not discriminate on grounds of race, religion or belief, ethnic or national origin, disability, age, citizenship, marital, domestic or civil partnership status, sexual orientation, gender identity, or any other basis as protected by applicable law.

Evalueserve is a global leader in delivering innovative and sustainable solutions to a diverse range of clients, including over 30% of Fortune 500 companies. With presence in more than 45 countries across five continents, we excel in leveraging state-of-the-art technology, artificial intelligence, and unparalleled subject matter expertise to elevate our clients business impact and strategic decision-making. We have 4,500+ talented professionals operating across 45 countries, including India, China, Chile, Romania, the US, and Canada. Our global network also extends to emerging markets such as Colombia, the Middle East, and the rest of Asia-Pacific. Recognized by Great Place to Work in India, Chile, Romania, the US, and the UK in 2022, we offer a dynamic, growth-oriented, and open culture that prioritizes flexible work-life balance, diverse and inclusive teams, and equal opportunities for all. About Risk and Quant Solutions (RQS) Risk and Quant is one of the fastest growing practices at Evalueserve. As an RQS team member, you will address some of the world's largest financial needs with technology proven solutions. You would solve these banking challenges and improve decision making with award winning solutions. What you will be doing at Evalueserve: The candidate will be working directly with the client on credit risk models for a global investment bank with which we have an existing relationship. As a first assignment, the candidate will be working with model development team of the bank and will work with them to improve the existing models. The role requires good understanding of credit risk models for retail and wholesale portfolio, model structure, variable treatments, variable data framework and process efficiency in model development process. Important responsibilities in this role will include: The candidate needs to have a good knowledge of statistical methods and tools including linear and logistic regression. Knowledge of machine learning and time- series models will be an added advantage. Understanding of credit risk model constructs and different credit risk modeling frameworks. Experience of working with PPNR, stress testing, CCAR, DFAST and time-series models Understanding of the consumption layer of the curated data, ie. Model development for credit risk models, especially PPNR, Stress testing, and Scorecards Understanding of variables treatments, exclusions, transformations and data sources Ability to work directly with client with no handholding Model development/ Model Validation experience using SAS or Python Adhoc data analysis and queries to support questions and process migration Prototype source data migration in established processes and production codes Help build competencies and develop training programs in credit risk Excellent communication skills and team player Sense of urgency and time constraints Skill Set Required Knowledge of Credit Risk Models PPNR, Stress testing, CCAR, DFAST, Scorecards, PD, EAD, and LGD, CECL, IFRS 9, Basel II IRB approach for Credit Risk, Logistic and Linear Regression Models Strong experience in the credit risk model development from the scratch. Good knowledge of SAS or Python Experience working with multiple datasets, cleaning of data, and performing data analysis. Excellent verbal and written communication abilities Ability to articulate ideas and develop recommendations Experience in working as a part of bigger teams working towards a common goal Proficiency in developing and giving presentations Strong client presentation skills 4+ years of experience in Global Banks Strong analytical and interpersonal skills Education & Experience Statisticians/ Econometricians/Engineers with finance background

Roles and Responsibilities Develop credit risk models using SAS, SQL, and statistical modeling techniques to predict defaults, losses, and other credit-related metrics. Collaborate with cross-functional teams to design and implement effective credit risk strategies that meet business objectives. Conduct stress testing and scenario analysis to identify potential risks and opportunities for growth. Provide data insights and recommendations to stakeholders on loss forecasting, scorecards, and portfolio performance. Desired Candidate Profile 2+ years of experience in Credit Risk Modelling/Analytics or related field. Strong expertise in Basel II/III regulations, CECL/CCAR requirements under IFRS9 framework. Proficiency in programming languages such as Python/R/SAS; strong understanding of machine learning algorithms an added advantage.

Roles and Responsibilities Develop credit risk models using SAS, SQL, and statistical modeling techniques to predict defaults, losses, and other credit-related metrics. Collaborate with cross-functional teams to design and implement effective credit risk strategies that meet business objectives. Conduct stress testing and scenario analysis to identify potential risks and opportunities for growth. Provide data insights and recommendations to stakeholders on loss forecasting, scorecards, and portfolio performance. Desired Candidate Profile 2+ years of experience in Credit Risk Modelling/Analytics or related field. Strong expertise in Basel II/III regulations, CECL/CCAR requirements under IFRS9 framework. Proficiency in programming languages such as Python/R/SAS; strong understanding of machine learning algorithms an added advantage.

Experience of 3+ years working with financial products and market risk while employed at an asset management firm or risk technology vendor. Solid working knowledge of all financial products with an emphasis on MBS, ABS and structured products. Strong knowledge of key market risk analytics including DV01/CS01/OAS/option Greeks and Value at Risk (VaR).

Job Information Job Opening ID ZR_2032_JOB Date Opened 27/10/2023 Industry Technology Job Type Work Experience 3-5 years Job Title Market Risk City Chennai Province Tamil Nadu Country India Postal Code 600001 Number of Positions 4 Experience of 3+ years working with financial products and market risk while employed at an asset management firm or risk technology vendor. Solid working knowledge of all financial products with an emphasis on MBS, ABS and structured products. Strong knowledge of key market risk analytics including DV01/CS01/OAS/option Greeks and Value at Risk (VaR). check(event) ; career-website-detail-template-2 => apply(record.id,meta)" mousedown="lyte-button => check(event)" final-style="background-color:#2B39C2;border-color:#2B39C2;color:white;" final-class="lyte-button lyteBackgroundColorBtn lyteSuccess" lyte-rendered=""> I'm interested

Assist Compliance Officer in compliance duties for regulations & rules issued by SEBI Monitor the resolution of client grievances for all projects Support the Compliance Officer in monitoring the compliance of Operations Provide regular reports Required Candidate profile Understanding of compliance regulations Compliance-related duties for regulations and rules issued by SEBI under KRA Regulation, UIDAI, CCA, GSTN, or the Central Government. Contact-Ankit-8104808547

Entity :- Accenture Strategy & Consulting Job location :- Mumbai About S&C - Global Network :- Accenture Global Network - Data & AI practice help our clients grow their business in entirely new ways. Analytics enables our clients to achieve high performance through insights from data - insights that inform better decisions and strengthen customer relationships. From strategy to execution, Accenture works with organizations to develop analytic capabilities - from accessing and reporting on data to predictive modelling - to outperform the competition WHAT'S IN IT FOR YOU? Accenture CFO & EV team under Data & AI team has comprehensive suite of capabilities in Risk, Fraud, Financial crime, and Finance. Within risk realm, our focus revolves around the model development, model validation, and auditing of models. Additionally, our work extends to ongoing performance evaluation, vigilant monitoring, meticulous governance, and thorough documentation of models. Get to work with top financial clients globally Access resources enabling you to utilize cutting-edge technologies, fostering innovation with the world's most recognizable companies. Accenture will continually invest in your learning and growth and will support you in expanding your knowledge. You'll be part of a diverse and vibrant team collaborating with talented individuals from various backgrounds and disciplines continually pushing the boundaries of business capabilities, fostering an environment of innovation. What you would do in this role Engagement Execution Work independently/with minimal supervision in client engagements that may involve model development, validation, governance, strategy, transformation, implementation and end-to-end delivery of risk solutions for Accenture's clients. Ability to manage workstream of large projects / small projects with responsibilities of managing quality of deliverables for junior team members. Demonstrated ability of managing day to day interactions with the Client stakeholders Practice Enablement Guide junior team members. Support development of the Practice by driving innovations, initiatives. Develop thought capital and disseminate information around current and emerging trends in Risk. Qualifications Who we are looking for? 7 - 12 years of relevant Risk Analytics experience at one or more Financial Services firms, or Professional Services / Risk Advisory with significant exposure to one or more of the following areas: Development, validation, and audit of: Credit Risk- PD/LGD/EAD Models, CCAR/DFAST Loss Forecasting and Revenue Forecasting Models, IFRS9/CECL Loss Forecasting Models across Retail and Commercial portfolios Credit Acquisition/Behavior/Collections/Recovery Modeling and Strategies, Credit Policies, Limit Management, Acquisition Frauds, Collections Agent Matching/Channel Allocations across Retail and Commercial portfolios Regulatory Capital and Economic Capital Models Liquidity Risk Liquidity models, stress testing models, Basel Liquidity reporting standards Anti Money Laundering AML scenarios/alerts, Network Analysis Operational risk AMA modeling, operational risk reporting Conceptual understanding of Basel/CCAR/DFAST/CECL/IFRS9 and other risk regulations Experience in conceptualizing and creating risk reporting and dashboarding solutions. Experience in modeling with statistical techniques such as linear regression, logistic regression, GLM, GBM, XGBoost, CatBoost, Neural Networks, Time series ARMA/ARIMA, ML interpretability and bias algorithms etc. Programing Languages - SAS, R, Python, Spark, Scala etc., Tools such as Tableau, QlikView, PowerBI, SAS VA etc. Strong understanding of Risk function and ability to apply them in client discussions and project implementation. Academic Requirements: Masters degree in a quantitative discipline mathematics, statistics, economics, financial engineering, operations research or related field or MBA from top-tier universities. Strong academic credentials and publications, if applicable. Industry certifications such as FRM, PRM, CFA preferred. Excellent communication and interpersonal skills.

About The Role : Job Title Model Validation Senior Specialist- Derivative Pricing, AVP LocationMumbai, India Role Description Model Risk Managements mission is to manage, independently and actively, model risk globally in line with the bank's risk appetite with responsibility for: Performing robust independent model validation; Ensuring early and proactive identification of Model Risks; Designing and recommending Model Risk Appetite; Effectively managing and mitigating Model Risks; Establishing Model Risk metrics; Designing and implementing a strong Model Risk Management and governance framework; Creating bank-wide Market Risk policies The Pricing Model Validation team as part of MoRM is responsible for the independent review and analysis of all derivative pricing models used for valuation and pricing across the bank. 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 The role is to independently review and analyse derivative models for pricing and risk management across Rates, FX and Hybrids. The role as a Quantitative Analyst in Mumbai will work closely with the pricing validation team in London and Berlin to produce, analyse and document validation testing. Reviews and analysis require a good understanding of the mathematical models used, implementation methods, products traded in these markets, and the associated risks. The outcome of review and analysis and independent implementation will form the basis of discussion with key model stakeholders including Front Office Trading; Front Office Quants; Market Risk Managers; and Finance Controllers. Your skills and experience Excellent mathematical ability with an understanding of Stochastic Calculus, Partial Differential Equations, Monte-Carlo Methods, Finite Difference Methods, and Numerical Algorithms. Strong interest in financial markets (especially derivative pricing) demonstrated by qualifications and/or experience. Experience coding in a high level language primarily Python. Excellent communication skills both written and oral. Education/Qualifications Academic degree in a quantitative discipline (e.g. Mathematical Finance / Statistics, Maths, Physics, Engineering) with a focus on application. 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.

We are seeking a highly skilled and motivated CCAR/CECL Modeler to join our team. In this role, you will develop and deploy regulatory models used for regulatory reporting and financial forecasting. The ideal candidate should have expertise in statistical modeling, data analysis, and financial risk assessment, with a strong emphasis on understanding CCAR and CECL requirements. Responsibilities: Conducting specific aspects of the model development life cycle, which involves data acquisition, assessing data integrity, model development, documentation, and implementation assistance. Obtain, clean, and verify data used in model development, ensuring data integrity and quality. Design, develop, test, and validate statistical models for forecasting credit losses and assessing portfolio risk Provide comprehensive documentation for models and present findings to stakeholders Qualifications: 3-5+ years of experience in analytics, preferably in Banking and Financial Services. Hands-on experience working on regulatory models. Proficient in various statistical techniques, including regression, time series analysis. Understanding of credit risk, portfolio risk, and regulatory frameworks (e.g., CCAR, CECL). Excellent problem-solving and analytical skills, with the ability to work on complex projects and deliver high-quality results. Proficiency in programming languages such as Python Strong communication skills, both written and verbal, with the ability to convey complex ideas to stakeholders.

SUMMARY Job Role: Credit Risk Business Analyst Location: Pune Experience: 6+ years Must-Have: 6 years of relevant experience in Credit Risk Business Analysis and Risk Analysis. Job Description The Credit Risk Business Analyst is responsible for evaluating, monitoring, and reporting on counterparty credit risk exposure within trading activities. This role involves close collaboration with traders, risk managers, and other stakeholders to ensure effective risk measurement and management in alignment with regulatory requirements and internal risk tolerance. Key Responsibilities Counterparty Credit Risk (CCR) Assessment & Monitoring: Evaluate and monitor counterparty credit risk exposure for derivatives, securities financing transactions (SFTs), and other trading activities. Utilize methodologies such as the Standardized Approach for Counterparty Credit Risk (SA-CCR) and Potential Future Exposure (PFE) to quantify risk. Assess counterparty financials, credit ratings, and market behavior to gauge default risk. Conduct stress testing and scenario analysis to evaluate potential adverse impacts on counterparty risk exposure. Assist in establishing and monitoring counterparty risk limits, ensuring adherence to internal risk policies. Collaborate with market risk teams to assess the impact of market movements (e.g., interest rates, FX rates, volatility) on counterparty exposure. Identify and monitor exposure concentration risks across products, counterparties, and sectors. Support pre-trade risk analysis by evaluating potential counterparty risk for new transactions and trading strategies. Ensure compliance with Basel III/IV, SA-CCR, and other relevant counterparty risk regulations. Prepare risk reports for internal stakeholders and regulators, offering clear insights into counterparty risk profiles. Support regulatory capital calculations and reporting, ensuring accurate assessment of risk-weighted assets (RWA). Requirements Requirements: 6+ years of experience in Credit Risk Business Analysis and Risk Analysis Knowledge of methodologies such as SA-CCR and PFE Familiarity with Basel III/IV regulations and other relevant counterparty risk regulations

We are looking for a highly skilled and experienced Field Risk Officer to join our team at Equitas Small Finance Bank Ltd. The ideal candidate will have 1-5 years of experience in the BFSI industry. Roles and Responsibility Conduct risk assessments and evaluations to identify potential threats to the organization. Develop and implement strategies to mitigate risks and ensure compliance with regulatory requirements. Collaborate with cross-functional teams to monitor and manage risk exposure. Analyze market trends and competitor activity to inform risk management decisions. Provide expert guidance on risk management best practices to stakeholders. Identify and report on key performance indicators (KPIs) related to risk management. Job Requirements Strong understanding of risk management principles and practices. Excellent analytical and problem-solving skills. Ability to work effectively in a fast-paced environment and prioritize multiple tasks. Strong communication and interpersonal skills. Experience working with financial institutions or similar organizations. Knowledge of relevant regulations and standards, such as Basel II or CCAR/CECL. Additional Info The company offers a competitive salary and benefits package.

Job Description: Understanding of Basel Framework, PD, EAD, LGD and Regulatory Capital. Proficiency in SAS and Python for Model Development Good Understanding of Regulations and has experience of IRB Model Development Good understanding of retail credit risk products and their key variables.

Please Note: ========== One of our Gulf client is looking for Credit Risk Analyst in their financial department. Spectrum Consulting is acting as Recruitment Services company for this position. You can email your CV directly to: spectrumconsulting1977@gmail.com ========== Job Title: Credit Risk Analyst Onsite Job Location: Dubai - UAE Doha - Qatar Riyadh - Saudi Arabia Onsite Monthly Salary: 15k to 20k AED [ Depending on Experience ] , Full Tax free Salary Gulf Work permit & visa will be sponsored by the company Offshore Job Location: Mumbai Bangalore Hyderabad Offshore India Annual CTC: INR. 15 LPA to 40 LPA (Depending on Experience) No. of positions: 03 Project Duration: 24 Months Experience Needed: 10 - 20 Years Job Description: We are looking for an experienced Credit Risk Analyst with BASEL / IFRS9 / CCAR Skills Job Responsibilities As a credit risk analyst, you should be: Expert in 1 or more of the following: - Credit Risk Modelling with: - BASEL - IFRS9 - CCAR - Structural Models - Strong knowledge of credit risk measures, PFE, xVA, compliance rules, and collateral management. - Experience with Basel 2, Basel 2.5, Basel 3, SA-CCR, SIMM, FRTB-xVA. - Able to do credit evaluations of counter parties for financial/non-financial institutions - Carry out financial qualification of service providers for new assignments and new projects - Conduct in-depth analysis of financial statements and employ the company internal credit model to derive credit ratings. - Ensure new business transactions and related risks are appropriately defined, captured, and managed, by the Company's risk methodologies and systems. - Maintain approved credit limits and ratings in credit database. - Actively monitor counterparty credit ratings and latest market developments to keep management informed on potential risks. - Perform stress testing on various portfolios in order to identify and mitigate unwanted exposure. - Review policies, procedures, and align risk policies across the Group - Assist in the consolidation and preparation of reports for top management Nice to have: - Experience with Murex (MLC), Markit, Calypso, Finastra is added advantage but not mandatory Experience Level: 5 - 20 Years Business Verticals: Banking and Financial Services -- Insurance / Banking Insurance Stock Market / Investment Banking Retail Telecom Healthcare Oil and Gas Travel and Hospitality Supply Chain / Logistics Capital Markets / Stock Markets / Forex Trading Job REF Code: CREDITRISK_0525 You can EMAIL your CV to: spectrumconsulting1977@gmail.com If you are interested, please email your CV as ATTACHMENT & - write about your CREDIT RISK experience as covering note and - explaining your CREDIT RISK experience with job ref. code [ CREDITRISK_0525 ] as subject

Roles and Responsibilities Develop credit risk models using SAS, SQL, and statistical modeling techniques to predict defaults, losses, and other credit-related metrics. Collaborate with cross-functional teams to design and implement effective credit risk strategies that meet business objectives. Conduct stress testing and scenario analysis to identify potential risks and opportunities for growth. Provide data insights and recommendations to stakeholders on loss forecasting, scorecards, and portfolio performance. Desired Candidate Profile 2+ years of experience in Credit Risk Modelling/Analytics or related field. Strong expertise in Basel II/III regulations, CECL/CCAR requirements under IFRS9 framework. Proficiency in programming languages such as Python/R/SAS; strong understanding of machine learning algorithms an added advantage.

About The Role : In Scope of Position based Promotions (INTERNAL only) Job Title Model Validation Specialist Associate Location Mumbai, India Role Description Model Risk Managements mission is to manage, independently and actively, model risk globally in line with the bank's risk appetite with responsibility for: Performing robust independent model validation; Ensuring early and proactive identification of Model Risks; Effectively managing and mitigating Model Risks; Establishing Model Risk metrics; Designing and implementing a strong Model Risk Management and governance framework; Supporting bank-wide Model Risk-related policies. This role spans all aspects of validation applicable to the portfolio of estimation approaches within the Deutsche Bank Combined US Operations (CUSO) across all relevant business units and risk types. 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 The core responsibility will be to validate IB Stress testing models used within the larger CCAR PPNR umbrella for DB USA. Its important for incumbent to grasp and understand Investment Banking side of the banks business. However, the role might necessitate model validator to be flexible in moving around different risk areas within US model validation team outside of core area of responsibility. Key tasks include, but not limited to model performance testing, scenario analysis, sensitivity analysis, and conceptual assessment of model assumptions/limitations/weaknesses. Developing challenger models including independent data collection and by performing complex analysis and testing. Follow regulatory guidelines and the Banks policies and procedures for model risk management, especially CCAR-specific guidelines. Bringing efficiency by automating processes and uplifting frameworks. Your skills and experience 3-6 years of professional experience in model development/ validation or related areas. Previous experience in stress testing (DFAST/CCAR/ICAAP) would be a plus. Ability to analyse and understand financial statements (Balance sheet, Income statement) will be advantageous. Candidate needs to have decent knowledge about financial products and the associated risk factors. Candidate needs to have above average report drafting skills and should be able to independently compile model validation reports, follow-through on mitigation of validation findings, and documentation thereof. Very strong data management and analysis skills with experience in relevant software packages, e.g., R and Python. Good presentation & communication skills Candidates with Mathematics/Statistics/Economics/Engineering/ MBA or allied background holding Graduate/Post-Graduate degrees are preferred. CFA / FRM certification will be a plus for the role. 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.

About The Role : Job TitleModel Validation Lead- Derivative Pricing Corporate TitleVP LocationMumbai, India Role Description Model Risk Managements mission is to manage, independently and actively, model risk globally in line with the bank's risk appetite with responsibility for: Performing robust independent model validation; Ensuring early and proactive identification of Model Risks; Designing and recommending Model Risk Appetite; Effectively managing and mitigating Model Risks; Establishing Model Risk metrics; Designing and implementing a strong Model Risk Management and governance framework; Creating bank-wide Market Risk policies The Pricing Model Validation team as part of MoRM is responsible for the independent review and analysis of all derivative pricing models used for valuation and pricing across the bank. 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 The role is to independently review and analyse derivative models for pricing and risk management across Rates, FX and Hybrids. The role as a Quantitative Analyst in Mumbai will work closely with the pricing validation team in London and Berlin to produce, analyse and document validation testing. Reviews and analysis require a good understanding of the mathematical models used, implementation methods, products traded in these markets, and the associated risks. The outcome of review and analysis and independent implementation will form the basis of discussion with key model stakeholders includingFront Office Trading; Front Office Quants; Market Risk Managers; and Finance Controllers. Your skills and experience Excellent mathematical ability with an understanding of Stochastic Calculus, Partial Differential Equations, Monte-Carlo Methods, Finite Difference Methods, and Numerical Algorithms. Strong interest in financial markets (especially derivative pricing) demonstrated by qualifications and/or experience. Experience coding in Python an advantage. Excellent communication skills both written and oral. Education/Qualifications Academic degree in a quantitative discipline (e.g. Mathematical Finance / Statistics, Maths, Physics, Engineering) with a focus on application. 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.

Role & responsibilities Managing multiple projects in multiple geographies Handling teams of multiple projects across different areas of analytics, risk management etc. Handling pre sales meetings with clients Keeping track of latest regulatory updates & preparing offering on them Client Handling - Understanding client requirements, problems etc. Preparing presentation and presenting it to Senior Management Liaison with clients for understanding their problems & providing appropriate solution Preparing presentations and other documents as per client requirements Doing independent research to come up with innovative solutions/ideas Provide thought leadership and hands-on experience for ongoing initiatives Train and guide team of consultants Will be responsible of different project ranging from: Part of Center of Excellence” of Credit Risk Modeling IFRS 9 Model Development & Validation Development/Validation of PD (Application & Behavioral Scorecard), LGD and EAD Retail Models Developing/Validation Rating Models for Corporate banking portfolios Stress Testing Models Develop/validate models like Collection, Propensity, Maturity, Pricing, etc. Advanced Analytics Solution (Machine Learning, Digital Lending etc.) Development of acquisition fraud scorecard Loss Forecasting Developing/Validating Rating Models for Corporate banking portfolios Developing/Reviewing ICAAP & RAROC Models A

Location: PAN India Immediate joiner required Experienced in end to end capital or Impairment process management RWA calculation engine using Standardized approach (BASEL 1/2/3) for Credit Risk Asset classification for Retail and Wholesale Products, Collateral Adjustment, on balance/ off balance exposure calculation Migration RWA calculation from BASEL 3 to 3.1 using Standardized or AIRB approach Knowledge of Banking domain/ banking products like Retail, corporate, banks, SME, Sovereign Project management / stakeholder management Keywords : Standardized approach - BASEL 1/2/3 Capital Reporting (Standardized approach) RWA Calculation Credit Risk (RWA) capital management