Deutsche Bank - Assistant Vice President - Credit Risk & Capital Strats

Assistant Vice President - Credit Risk & Capital Strats

Your key responsibilities:

- Analyze and implement regulatory and internal calculations and reporting working closely with Risk, Finance and other stakeholders

- Build prototypes and what-if analysis for capital planning purposes and facilitate the strategic re-development of the calculation platform

- Use output of credit risk parameter models (PD, LGD, CCF) to build and implement Counterparty Credit Risk Calculations on the system.

- Provide expertise in analytics and management of Credit Risk RWA and other key risk metrics to stakeholders

- Design incentive structures for businesses around financial resource consumption, allocation, and capital optimization

- Drive alignment across Front Office, Credit Risk Management, and Finance for financial resource calculations

Your skills and experience:

- Strong quantitative and analytical skills

- Strong computing and programming skills, including C++ or Python experience in implementation on production like environments.

- Understanding of banking businesses and products or accounting rules

- In-depth knowledge of European banking regulations and accounting standards (e.g., CRR, IFRS 9) and reporting frameworks (e.g., COREP, FINREP, or AnaCredit).

- A strong understanding of capital requirements for implementing credit risk/counterparty credit risk parameter models (PD, LGD, CCF).

- Knowledge of financial products/derivatives, bank balance sheet accounting, and extensive practical application, or additional qualifications such as CFA, or FRM.

- Experience with data models and designing new calculation processes

- Excellent written and verbal communication skills in English.

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.html