Role Description
- Risk Data Validation & Control (RDV&C) team is responsible for quality assurance activities in relation to critical, complex and technical risks and regulatory topics that affect Deutsche Bank (DB). RDV&C are part of the Credit Risk Data Unit (CRDU) team within Group Finance and their key stakeholders include but are not limited to:
- Business Finance
- Risk Management (CRM/MRM)
- Group Reporting
- Regulatory Policy Adherence Group
- Production IT Support
What we'll 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 childcare assistance benefit (gender neutral)
- 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
- Perform quality assurance for Counterparty Credit Risk (CCR) for RWA calculation as well as Leverage exposure metric based on the Basel/CRR regulatory rules in line with BCBS 239 controls.
- Validate figures against prior month and business flash;
- provide explains if variances are over a certain threshold
- Preparation and posting of relevant correcting adjustments in relevant systems
- Navigate through the complex algorithms built in the risk engine to perform root cause analysis on the exposure calculations. Ultimately the calculated output should reflect the economics of the portfolio.
- Data Quality proactively manage the investigation and resolution of month end issues on the regulatory metrics.
- Providing subject matter expertise and analytics to support Finance and the Risk team regarding risk and regulatory topics or initiatives e.g. optimisation topics
- Change Book of Work - support the change BoW by engaging with business, CDO and IT on change Initiatives for strategic implementations and DQ remediation
- Liaising with relevant stakeholder for RCA and reporting
- Presentation of the Regulatory metric to senior audience across the Bank
Your skills and experience
- Good Knowledge of regulatory requirements like ECB, CRR, CRD, Basel3 & Basel3.1 requirements
- Understanding of exposure calculation under different models e.g. SA-CCR and IMM
- Knowledge of Exposure Metrics like EPE/EE, Statistical Modelling (Monte Carlo Simulation etc.)
- Team management experience
- An analytical mindset and good approach to problem solving
- Experience of process change
- Strong interpersonal and communication skills
- Organized and structured working approach
- Strong attention to detail
- Reliable team player who enjoys working in an international environment
- Preferred IT
Skills:
- Python, Advance Excel(VBA), Microstrategy, MS Access
