Deutsche Bank Looking for QA at Pune, Maharashtra, India Full Time

Job Title: QA

Location: Pune

Role Description

The role sits within the “Metric Owner” Group in Market Risk Information Technology and is part of the wider Analytics and Reporting Capability that is building out the strategic risk and capital analytics platform for the bank (RF-Labs).

The role would look at helping the user community across Market Risk, Credit Risk, Finance, Treasury, Methodology and FO Strats in enhancing the adoption of Labs.

This would entail:

• Participating in user working groups to prioritize analytics work, taking ownership of specific user requirements
• Working closely with end user to detail and understand the specific requirements leveraging labs and its inherent capabilities in the area of python scripting, analytics and reporting to deliver the requirement
• Contributing to the build out and enhancement to Labs by proposing innovation and enhancements

What We’ll Offer You

As part of our flexible scheme, here are just some of the benefits that you’ll 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

• Part taking in working groups and prioritizing implementation requirements, communicating on issues and blockers
• Reviewing individual use cases with end users and understanding and firming up the analytics needed
• Translating use case into pseudo code and structuring implementation around that
• Ability to structure and model the data for reporting
• Implement the use cases in python using Labs libraries whilst adhering to stability and security standards & controls

Your Skills And Experience

• Excellent understanding of the following areas within Credit Risk, Market Risk and Stress Testing.
• Demonstrate experience in at least one area out of the below:

• Market Risk measurement:
• VaR (any methodology)
• Full reval and sensi based
• FRTB:
• FRTB ES – VaR, DRC, P&L attribution, Back-testing
• FRTB SA calculations
• Market Risk Monitoring & Control:
• Limits Management & Utilization
• Market Risk Reporting
• Credit Risk Exposure models

– PFE, EPE, Netting & Aggregation, Collateral Netting

• Default Risk & Recovery Rates
• Stress Testing:
• Scenario Design
• Scenario Expansion
• P&L calculation
• Aggregation, Reporting
• Regulatory Stress Testing
• Pricing – Demonstrate basic understanding
• Understating of pricing for a particular asset class (IR/FX/Credit/Commodities)
• Experience of model development or scripting using any of the financial modelling languages: python, R, Matlab, C/C++

• Software Dev – Demonstrate experience in any part of the SDLC for atleast one of the following
• Project Feasibility
• Project Initiation
• Requirements Capture
• Validation
• Release & Support

Candidate is able to demonstrate ‘system thinking’ and a structured approach to problem solving.

• Stakeholder Management: Demonstrate experience in any of the below
• Previous work experience in working with users in Risk Management, Quantitative Modelling, FO Strats
• Ability to engage in constructive conversations around user requirements vis a vi feasibility.
• Focus and attention to detail.
• Communicate effectively on milestones, deliveries.

How We’ll Support You

• Training and development to help you excel in your career
• Flexible working to assist you balance your personal priorities
• Coaching and support from experts in your team
• A culture of continuous learning to aid progression
• A range of flexible benefits that you can tailor to suit your needs

About Us And Our Teams

Please visit our company website for further information:

https://www.db.com/company/company.htm

Our values define the working environment we strive to create – diverse, supportive and welcoming of different views. We embrace a culture reflecting a variety of perspectives, insights and backgrounds to drive innovation. We build talented and diverse teams to drive business results and encourage our people to develop to their full potential. Talk to us about flexible work arrangements and other initiatives we offer.

We promote good working relationships and encourage high standards of conduct and work performance. We welcome applications from talented people from all cultures, countries, races, genders, sexual orientations, disabilities, beliefs and generations and are committed to providing a working environment free from harassment, discrimination and retaliation.

Visit Inside Deutsche Bank to discover more about the culture of Deutsche Bank including Diversity, Equity & Inclusion, Leadership, Learning, Future of Work and more besides.