Verified Job
Accounting - Finance
Senior BFA AVP AlgoS CRR3
Accounting - Finance
#307997
Remote / WFH
Job Description
Position Overview
Job Title: Credit Risk Business Analyst
Location: Pune
Corporate Title: multiple positions (AVP, VP)
Overview
The Algorithmic Solutions (AlgoS) team is part of the Risk Finance Treasury IT department. AlgoS is a small, dynamic team of specialists responsible for design and development of the financial algorithms on which regulatory risk measures such credit risk weighted assets, leverage ratio, expected credit losses and economic capital are based.
The team has a deep understanding of existing and newly drafted regulations on capital requirement under both European and US rules with a particular focus on Credit Risk.
SC AlgoS is an international team based in Frankfurt, London, and Pune. As a member of AlgoS, you will interact with a variety of divisions around the firm (Finance, Credit, Market Risk, Regulatory policy, Front Office, Audit and Technology). The interaction with numerous departments and the diverse projects that ensue allow for a challenging varied, and multi-dimensional work environment.
Your Key Responsibilities:
• Algorithmic Design: Understand new and amended capital regime regulations and translate these into intelligent, strategic, and sustainable calculations supporting a more accurate and transparent analysis and reporting of its impact.
• Business Programming: Design, document and write algorithms in a bespoke AlgoS business language, from which machine generated code is automatically created.
• Technical build: Facilitate in direct partnership with other technology department the creation of functional design and actual technical build and assure a precise and complete testing of the changes.
• Change Governance: Run algorithmic book of work in an Agile environment, face off Finance and GT change functions, and ensure successful build of solutions for continuous enhancements on existing and new regulatory framework.
• Sophisticated Data Analysis: Ad hoc analytic services for senior stakeholders on specific topics such as regulatory quantitative impact studies and what-if analysis for capital planning purposes.
Your skills and experience:
• Master’s degree in natural sciences, math, computer science, engineering, finance, or economics.
• At least 3 years of working experience, ideally in banking with exposure to credit risk and associated regulatory concepts.
• Engineer mind-set (curiosity, desire to change things, to design and shape processes, and to make projects happen).
• Work autonomously and feel comfortable working with teams that both welcome and challenge new ideas.
• Practical experience in programming (SAS, R, SQL, or Python) and working with big datasets.
• Practical experience on Basel 4 /CRR3 and US and European local regulations is an added advantage.
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.
We promote good working relationships and encourage high standards of conduct and work performance. We welcome applications from talented people from all cultures, countries, races, genders, ****** orientations, disabilities, beliefs and generations and are committed to providing a working environment free from harassment, discrimination and retaliation.
Click here to find out more about diversity and inclusion at Deutsche Bank
Job Title: Credit Risk Business Analyst
Location: Pune
Corporate Title: multiple positions (AVP, VP)
Overview
The Algorithmic Solutions (AlgoS) team is part of the Risk Finance Treasury IT department. AlgoS is a small, dynamic team of specialists responsible for design and development of the financial algorithms on which regulatory risk measures such credit risk weighted assets, leverage ratio, expected credit losses and economic capital are based.
The team has a deep understanding of existing and newly drafted regulations on capital requirement under both European and US rules with a particular focus on Credit Risk.
SC AlgoS is an international team based in Frankfurt, London, and Pune. As a member of AlgoS, you will interact with a variety of divisions around the firm (Finance, Credit, Market Risk, Regulatory policy, Front Office, Audit and Technology). The interaction with numerous departments and the diverse projects that ensue allow for a challenging varied, and multi-dimensional work environment.
Your Key Responsibilities:
• Algorithmic Design: Understand new and amended capital regime regulations and translate these into intelligent, strategic, and sustainable calculations supporting a more accurate and transparent analysis and reporting of its impact.
• Business Programming: Design, document and write algorithms in a bespoke AlgoS business language, from which machine generated code is automatically created.
• Technical build: Facilitate in direct partnership with other technology department the creation of functional design and actual technical build and assure a precise and complete testing of the changes.
• Change Governance: Run algorithmic book of work in an Agile environment, face off Finance and GT change functions, and ensure successful build of solutions for continuous enhancements on existing and new regulatory framework.
• Sophisticated Data Analysis: Ad hoc analytic services for senior stakeholders on specific topics such as regulatory quantitative impact studies and what-if analysis for capital planning purposes.
Your skills and experience:
• Master’s degree in natural sciences, math, computer science, engineering, finance, or economics.
• At least 3 years of working experience, ideally in banking with exposure to credit risk and associated regulatory concepts.
• Engineer mind-set (curiosity, desire to change things, to design and shape processes, and to make projects happen).
• Work autonomously and feel comfortable working with teams that both welcome and challenge new ideas.
• Practical experience in programming (SAS, R, SQL, or Python) and working with big datasets.
• Practical experience on Basel 4 /CRR3 and US and European local regulations is an added advantage.
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.
We promote good working relationships and encourage high standards of conduct and work performance. We welcome applications from talented people from all cultures, countries, races, genders, ****** orientations, disabilities, beliefs and generations and are committed to providing a working environment free from harassment, discrimination and retaliation.
Click here to find out more about diversity and inclusion at Deutsche Bank
