EBA Stress Test – Net Interest Income - Regulatory Reporting

Job Description:

Job Title: EBA Stress Test – Net Interest Income - Regulatory Reporting

Corporate Title: Vice-President

Location: Mumbai, India

Role Description

• This role is responsible for supporting the end-to-end execution and regulatory reporting of the European Banking Authority (EBA) stress testing exercises for the net interest income, ensuring compliance with EBA guidelines and alignment with internal risk and finance frameworks.
• The candidate will play a key role in data preparation, validation, template population, and submission of regulatory deliverables, while also contributing to process improvements and regulatory change initiatives.

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

• Assist the lead in designing an approach, developing the process, and execution of EBA stress testing of net interest Income for the DB group.
• Interpret and implement EBA guidelines and methodologies, ensuring alignment with internal risk frameworks.
• Collaborate with Finance, Risk, and Business teams to gather, validate, and analyze NII data inputs.
• Understand and assist in building models and assumptions for projecting NII under baseline and adverse scenarios.
• Actively participate in data governance frameworks and quality assurance best practices.
• Prepare and present detailed reports and insights to senior management and regulatory bodies.
• Drive continuous improvement in stress testing processes, automation, and governance.
• Actively participate and assist in leading change agenda, including UAT etc.
• Monitor regulatory developments and assess their impact on stress testing requirements.

Your skills and experience

• Basic understanding of IFRS 9, particularly in the classification and measurement of financial instruments and hedge accounting.
• Proficient in handling big data, with experience managing large and complex datasets across multiple systems (e.g., finance, risk, treasury).
• Advanced knowledge of core banking products, including loans, deposits, repos, and reverse repos.
• Strong understanding of interest rate derivatives, such as swaps, caps/floors, and their impact on financial performance.
• Proficiency in programming and ETL tools, including Python, Alteryx, and Tableau, is preferred.
• Prior exposure to EBA stress testing, including familiarity with EBA templates, scenario assumptions, and regulatory expectations, is an advantage.
• General understanding of macroeconomic indicators, such as GDP, inflation, unemployment, and interest rates.
• Competent in statistical analysis techniques, including normal distribution, standard deviation, correlation, and regression.
• Solid mathematical foundation, particularly in linear algebra and financial mathematics.
• 10+ years of experience in regulatory reporting or data analytics, preferably from BITS/IIT with additional professional qualifications such as CFA or FRM or regulatory reporting consulting background from Big 4s.

How we’ll support you

• Training and development to help you excel in your career.
• 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

We strive for a culture in which we are empowered to excel together every day. This includes acting responsibly, thinking commercially, taking initiative and working collaboratively.

Together we share and celebrate the successes of our people. Together we are Deutsche Bank Group.

We welcome applications from all people and promote a positive, fair and inclusive work environment.