Model Risk Management – Treasury Model Validation – AVP
Company Name:-
Deutsche Bank
Job Location:-
Mumbai, Maharashtra
Job Summary:-
Job Title: MoRM Treasury Model Validation Specialist (Associate/AVP)
Location: Mumbai
Brief about Business
Within Deutsche Banks Risk division, Model Risk Management (MoRM) works globally with all business and infrastructure divisions.
MoRM is responsible for independent model validation across all risk types, the measurement and reporting of model risk across Deutsche Bank and ensuring strong model risk governance.
This task offers an excellent opportunity for candidates who have analytical and mathematical bent of mind and look for opportunities to apply their skills in area of finance and risk management.
In this role an individual gets an opportunity to explore and enhance their skills in area of mathematical models and implementation methods used to assess bank wide risks arising out of models used for treasury.
As the person grows in this role, in addition to the model validation for various products, exposure to additional aspects of risk management associated market and liquidity risks inherent to asset & liability management comes along.
The role further involves the provision of modelling guidance to key model stakeholders including: Front Office Quants, Risk Methodology and Risk Managers.
What well offer you
As part of our flexible scheme, here are just some of the benefits that youll enjoy
Best in class leave policy
Gender neutral parental leaves
100% reimbursement under child care assistance benefit (gender neutral)
Flexible working arrangements
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
The focus lies on high complexity processes – requiring detailed interpretation & judgement calls to be taken as well as deep subject-matter/technical expertise.
The candidate needs to lead detailed discussions, build relationships within Treasury / Risk and communicate across all levels of the organization (incl.
senior management).
Task: Complex analysis, evaluation & decision-making
Review and analyze models used to assess the impact of interest rate mov
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