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Treasury Modelling & Analytics CCAR PPNR - AVP

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Deutsche Bank

10d ago

  • Job
    Full-time
    Senior Level
  • Data
    Banking & Finance
  • Mumbai

AI generated summary

  • You must have 6+ years in PPNR modeling for CCAR, expertise in time-series/regression, proficiency in Python/R/SAS, and knowledge of banking products like CRE, RRE, and deposits.
  • You will develop and calibrate PPNR models, generate forecasts for CCAR submissions, address validation findings, collaborate with technology teams, and monitor model performance.

Requirements

  • Candidate should have minimum 6 years of work experience with exposure to PPNR modelling for CCAR
  • Candidate should have working knowledge of Time-Series and Regression modelling
  • Candidate should have working knowledge of at least one programming language (Python / R / SAS).
  • Candidate should have in-depth knowledge of the various banking products and services – CRE, RRE, Trust, Deposits, etc.

Responsibilities

  • Develop new PPNR models as per business requirement.
  • Work with the business to develop model methodologies constituting robust PPNR models.
  • Work with Business to calibrate existing PPNR models by revisiting modelling assumptions and calculations and perform changes wherever necessary.
  • Generate forecasts by efficiently executing the models twice every year and perform annual CCAR submissions.
  • Work with the validation team to address their concerns and resolve the validation findings.
  • Work with the technology team to implement new models and perform changes to existing models.
  • Perform ongoing model monitoring of the PPNR models.
  • Coordinate with team members, different teams and various stakeholders to achieve the objectives in a timely manner.

FAQs

What is the job title for this position?

The job title is Treasury Modelling & Analytics CCAR PPNR - AVP.

Where is this position located?

This position is located in Mumbai, India.

What is the job ID for this position?

The job ID for this position is R0325239.

What type of employment is being offered?

This is a full-time, regular position.

What are the primary responsibilities of this role?

The primary responsibilities include developing new PPNR models, calibrating existing models, generating forecasts, working with the validation team, implementing models with the technology team, and coordinating with various stakeholders.

What experience is required for this position?

A minimum of 6 years of work experience with exposure to PPNR modeling for CCAR is required.

What technical skills are needed for this role?

Candidates should have working knowledge of Time-Series and Regression modeling, as well as proficiency in at least one programming language (Python, R, or SAS).

What kind of support does the company offer for career development?

The company offers training and development, coaching from experts, a culture of continuous learning, and a range of flexible benefits.

Are there benefits offered for parental leave?

Yes, the company offers gender-neutral parental leaves as part of its benefits.

Does the company provide healthcare benefits?

Yes, the company provides comprehensive hospitalization insurance and accident and term life insurance for employees and their dependents.

Is there a focus on diversity and inclusion within the company?

Yes, the company promotes a positive, fair, and inclusive work environment and welcomes applications from all people.

Deutsche Bank

Finance
Industry
10,001+
Employees
1869
Founded Year

Mission & Purpose

At Deutsche Bank, we give original thinkers the space and support they need to shine. Merging local knowledge with global vision, in-depth insight with industry-leading digital expertise, if you’re an innovator by nature, we can help you to unleash your potential. We see things differently at Deutsche Bank – and we’re proud of our fresh perspective. Today, we’re driving growth through our strong client franchise, investing heavily in digital technologies, prioritising long-term success over short term gains, and serving society with ambition and integrity. Wherever your interests lie – in investment banking, trading, private wealth, asset management, retail banking - or many of the infrastructure functions that support them – you’ll discover resources, training and opportunities designed to keep you ahead of the curve. Intelligence has no boundaries: we welcome high-achieving, talented individuals from any background.

Benefits

  • Home office flexible work time

    We support flexible working, whether that’s working from home, flexible working hours or even part-time working. However, it is important to note that opportunities will vary depending on your particular role.

  • Annual leave & more

    Employees are entitled to generous leave allowance (details should be discussed with local recruitment teams). Additionally, paid leave is granted for special events including, wedding/civil partnerships, compassionate leave, paternity leave or when you’re caring for a sick child. On top of the statutory 36 months of parental leave (Germany), Deutsche Bank offers an extra six months of parental leave – providing you have been with us for more than three years.

  • Support & Counselling

    Whether you need professional help or personal advice: Deutsche Bank offers a comprehensive support network ranging from career advice, mental health support, assistance in finding childcare or social care for the elderly.

  • Health insurance

    You can choose between statutory or a range of private health insurance options. Our statutory health insurance ‘Betriebskrankenkasse BKK’ is available exclusively to Deutsche Bank employees and their families. Aside from shorter waiting times for appointments, BKK provides access to expert medical consultations over the phone and regular health checks.

  • Sick pay

    Beyond statutory sick pay, Deutsche Bank will also cover the difference between your net salary and the statutory sickness benefit allowance. The duration of the sick pay will be dependent on the number of years you’ve worked with us.

  • Pension

    We understand that pensions can be a dry topic; however here at Deutsche Bank, we are dedicated to simplifying the complexities, so that all of our people can enjoy their lives beyond work. To provide a great foundation for your future, we provide our people with a comprehensive pension scheme that delivers all the security and all the flexibility you need.