Risk Portfolio Analyst, AS

Position Overview

In Scope of Position based Promotions (INTERNAL only)

Job Title: Risk Portfolio Analyst, AS

Location: Mumbai, India

Role Description

Market & Valuation Risk Management (MVRM) provides an independent view of market risks to Deutsche Bank's senior management and manages the Market Risk position in an independent and neutral way. MVRM strives to incentivize the trading businesses to implement better risk management practices. MVRM is thus an important partner for the trading business and its contribution is central to ensuring that the levels of risk-return ratios for the Bank are in line with the risk appetite of the bank.
Stress testing is a key risk management technique used to estimate the impact on Deutsche Bank's earnings stability and capital resilience, of a set of specified changes in risk factors, corresponding to extreme but plausible events.
MVRM Portfolio Stress Testing provides a cross-asset top-down approach for senior management to understand the stress P&L for DB Group across a broad range of hypothetical and historical events. It is used extensively for business strategy, risk management and capital planning. The team works closely with Market Risk Managers covering all asset classes along with other key stakeholders across the enterprise.
The MVRM Portfolio Stress Testing team is looking for a strong technical candidate to be accountable for leading multiple deliverables such as Scenario Expansion, Future of Stress Testing, Regulatory Stress Testing etc. The role will also involve liaising with SMEs from Market Risk Management, Risk Methodology, Market risk & FO- IT to identify and resolve methodology / infrastructure issues impacting stress test results.
The candidate will ideally have strong understanding of Market Risk fundamentals and be fluent in Portfolio risk analysis. The candidate will also have strong IT skills (Python, SQL, etc) and willing to join a dynamic environment under high scrutiny.

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

Drive and support various RTB and CTB initiatives across Regulatory Stress Test, Risk Appetite, IRRBB, Thematics Stress Test etc.
Drive the enhancement of scenario design framework and shock expansion for various use cases
Supporting the roll out of Future of Stress Testing for daily risk management
Drive the stakeholder management across Methodology, MR IT, Strats etc for scenario expansion
Develop necessary tools to facilitate more efficient analysis of risk with usage of AI and process re-engineering.

Your skills and experience

University degree in Economics, Mathematics or other quantitative subject.
3-6 years experience in Market Risk within the Financial Market / Investment Banking industry (other relevant backgrounds e.g. Trading, Product Control, IPV will also be considered).
In depth understanding of other Market Risk measurement techniques e.g. Stress Testing, VaR, RNiV, Economic Capital, IRC, etc.
Conversant & interested in macroeconomic / geopolitical events, both current and historical
A reliable team player with the motivation to work in a dynamic, international and diverse environment. Strong interpersonal skills and ability to build relationships across different stakeholder groups.
MS Office proficient, especially Excel and PowerPoint. Python/ VBA / SQL skills would be advantageous.

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:

We strive for a 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.