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Assistant Vice President, GTO - CCAR Credit Risk
Deutsche Bank
New York, NY, United States
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Position Overview
DB USA Core Corporation seeks an Assistant Vice President, GTO – CCAR Credit Risk in New York, NY to liaise with the risk management and risk change teams to elicit and gather credit and market risk related requirements, pertaining to US and European regulations. Requires a Master’s degree in Business Administration, Finance, or related field or equivalent, and two (2) years of experience analyzing and deriving requirements from regulations, including US Basel3, and CCAR; handling gap analysis; documenting business requirements, functional specifications and system requirements; performing functional testing, working with collateral stress models; handling data modelling in the areas of credit risk and market risk; and handling risk metrics, including probability of default (PD), loss given default (LGD), exposure at default (EAD), allowance for loan and lease losses(ALLL), provision for loan and leases(PLLL), net charge offs(NCO), VaR and Greeks. Must include at least two (2) years of experience populating line items based on MDRM codes for FRY-14A/M/Q and FRY-9c forms; utilizing VaR methodologies (including Monte Carlo, Historical Simulation and Variance-Covariance approaches); handling data analysis; and generating reports for business review with data visualization and reporting tools (including Qlikview, Micro Strategy, SQL Developer, Data Warehouse, and Spotfire). In the alternative, the employer will accept a Bachelor’s degree and five (5) years of progressively responsible experience.
Technology
Our technology teams are responsible for the Bank’s entire information technology (“IT”) infrastructure, and the development, implementation, and protection of the software required to support all of the Bank’s businesses. We move over EUR 1.6 trillion across the Bank's platforms, support thousands of trading desks, and enable millions of banking transactions, share trades and emails every day.
With award-winning mobile banking apps and trading systems, our technology platforms help Deutsche Bank deliver high quality products to clients. Naturally, we make sure that the phones work, emails are delivered and PCs run - but we also develop collaboration platforms and workspaces that help our people share their knowledge, expertise and passion for our business.
Developments in technology are changing the way we communicate, work and think. Join us here, and you’ll constantly be looking ahead. We’ll look to you to capitalize on new technological trends that can reshape our business and deliver value for our clients, whilst still meeting the demands of customers, regulators and the markets.