Treasury Modelling - Mumbai, India - Deutsche Bank

Deutsche Bank
Deutsche Bank
Verified Company
Mumbai, India

1 month ago

Deepika Kaur

Posted by:

Deepika Kaur

beBee Recuiter
Description

Job Title:
Treasury Modelling & Analytics CCAR PPNR -
AVP

Corporate Title:

AVP

Location:
Mumbai

Role Description

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

  • Develop new PPNR models as per business requirement.
  • Work with the business to develop model methodologies constituting robust PPNR models. (Knowledge of regression and timeseries 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

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
Our values define the working environment we strive to create - diverse, supportive and welcoming of different views. We embrace a culture reflecting a variety of perspectives, insights and backgrounds to drive innovation.

We build talented and diverse teams to drive business results and encourage our people to develop to their full potential.

Talk to us about flexible work arrangements and other initiatives we offer.


Visit Inside Deutsche Bank to discover more about the culture of Deutsche Bank including Diversity, Equity & Inclusion, Leadership, Learning, Future of Work and more besides.

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