Deutsche Bank | Jobs | Model Validation Analyst – AVP | BigDataKB.com | 13-02-22

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Job Location: Navi Mumbai

Your key responsibilities

Model Risk Management s mission is to manage, independently and actively, model risk globally in line with the banks 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;
  • Designing and implementing a strong Model Risk Management and governance framework ;
  • Creating bank-wide Model Risk related policies.
  • Primarily, you will be responsible for the timely and high-quality delivery of validation reports for all Risk and Capital Models developed for Credit Risk.
  • Additionally, support, coach and guide new and established team members and closely engage with stakeholders from Risk, Finance, IT and Business.

Your skills and experience

  • Professional experience 5-10 yrs in quantitative Credit risk model development or validation is a requirement
  • Perennial professional experience in financial risk management in general with a strong IT affinity
  • Extensive knowledge with relevant statistical and other software packages and programming languages (e.g. SAS, R, SQL, Python)
  • Pronounced conceptual and analytical skills and excellent project management
  • Proven ability to solve problems independently, to show flexibility and to act proactively
  • Business fluent written and verbal skills in English

Apply Here

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