Ten or more years of financial services credit review/credit risk management experience through: past work in credit/loan review, credit risk management, internal audit credit risk coverage, commercial loan underwriting departments at large banking institutions; regulatory agency credit review/credit risk experience; or credit review/credit risk experience at a large consulting firm.

Knowledge of banking products and behaviors related to credit, interest rate risk, liquidity risk, stress testing and economic capital management. Lead the Credit Risk Management Framework in setting quantitative analytics and modeling strategy approaches employed in the risk rating framework and across the firm.

GRPA covers key aspects of prudential policy, including risk weighted assets (RWAs), capital resources, Liquidity ratios, and leverage ratios, across all relevant risk areas e.g. credit risk, counterparty credit risk, securitization, and Credit Valuation Adjustment ('CVA.

Retail and/or wholesale credit risk models, including underwriting scorecards, loss forecasting models, prepayment models, and/or complex discounted cash flow models; Applying expertise in multiple modeling methodologies including survival analysis, transition rate modeling, time series analysis, credit scoring, Monte Carlo simulation, Artificial Intelligence/Machine Learning techniques such as neural networks and tree based algorithms etc.

We are looking for a product manager with industry domain knowledge around Syndicated Loans or private markets with an emphasis on pricing & valuation and/or risk management. The product manager will be responsible for the design, development, deployment, marketing, adoption and enhancement of our syndicated loans and private credit offering working with multiple internal and external stakeholders to ensure we deliver a market leading pricing solution to our customers.

Through this role, the candidate will need to both evaluate expected impacts to our company’s overall Interest Rate Risk profile as well as potential risks to other key metrics including capital, liquidity, and credit risk.

Knowledge of capital markets (preferably Structured Finance), financial instruments with an emphasis on credit risk modeling are preferred; Knowledge of financial or credit risk modelling preferred.

As a REPO/MMF Credit Analyst for REPO and Money Market Mutual Funds Sweeps, you will be responsible for building out credit research and analysis within Liquidity Product Management, providing fundamental credit research and financial analysis of SVB counterparties, offering recommendations regarding risk, evaluating new counterparties and recommending actions related to existing counterparties.

Working knowledge of counterparty credit risk management - including collateral management, margining, netting, etc. Deloitte Risk and Financial Advisory's Financial Services Industry (FSI) Risk, Data and Regulatory professionals help organizations identify the regulatory changes impacting their business and implement effective and efficient processes to manage regulatory, capital, liquidity and interest rate risks, respond to evolving regulatory environments and implement programs, measures, and tools to help clients with a specific focus on risk, data, and regulatory processes.

As a member of the Risk & Regulatory Advisory team, you will advise financial institutions on a broad range of credit risk management topics including organization and governance; credit process optimization; risk rating model design, build and implementation; credit regulatory assessments; and Current Expected Credit Losses (CECL) process and tools.

Capital management and associated regulatory requirements with Basel III and FRTB, including market risk, counterparty credit risk, credit valuation adjustment (CVA) or stress testing.

GRA partners with the Lines of Business and Enterprise functions to ensure that its models and analytics address both internal and regulatory requirements, such as quarterly Enterprise Stress Testing (EST), the annual Comprehensive Capital Analysis and Review (CCAR), and the Current Expected Credit Losses (CECL) accounting standard.

A Workout credit officer in credit risk management, you'll play an integral role in contributing to the success of Deutsche Bank's Lending franchise. Analyze transactions and credit requests, mostly in the leverage lending and commercial real estate sectors, including amendments and extensions, exit financing from Chapter 11, debt restructuring and insolvency proceedings, Foreign Exchange (FX)/ Inherent Risk/commodity derivatives, transaction banking, etc.

The primary responsibility for this role is to support Global Spread Product Senior Group Market Risk manager, managing price/market risk across a few trading desks over a wide range of traded credit products, including Leverage Credit Businesses (e.g. High Yield and Par Loan Secondary Flow credits), Short-term CPs, Muni, and Primary market syndicate businesses, as well as firm’s two key hedging programs.

Minimum 10 years of experience in credit risk portfolio management, credit administration, loan origination, and/or credit analysis as a commercial lender, regulator or credit review officer.