Risk Data Validation & Control, Associate
Deutsche Bank (company site, opens in a new tab)PuneOn-siteDirect career pageEst. 13–20 LPA
Posted on 17 Sept
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Job description
Structured overview of role & requirements
About This Role
- Own and complete month-end quality assurance controls validating credit risk regulatory metrics, including RWA Exposure Analysis and other exposure calculations.
- Perform root cause analysis on complex risk engine algorithms to ensure exposure calculations reflect portfolio economics.
- Provide subject matter expertise, analytics, and present regulatory metrics to senior global audiences; coordinate issue resolution with stakeholders.
Minimum Requirements
- Good knowledge of regulatory requirements including ECB CRR, CRD, Basel.
- Understanding of exposure calculation models such as SA-CCR and IMM, and exposure metrics like EPE/EE.
- Experience with Python, Advanced Excel (VBA), Microstrategy, MS Access; ability to leverage AI tools responsibly.
- Work Experience Required: Not explicitly mentioned in the JD.
Ideal Candidate Profile
- Strong analytical mindset with ability to investigate and resolve regulatory metric issues within a complex risk environment.
- Experienced in process change implementation and comfortable working in an international, cross-functional team setup.
- Capable of communicating complex regulatory and risk concepts to senior stakeholders with structured and detail-oriented approach.