Market Risk Management, NCT

Position Overview

In Scope of Position based Promotions (INTERNAL only)

Job Title: Market Risk Management

Corporate Title: NCT

Location: Pune, India

Role Description

About Market Risk Management:

Market Risk Management (MRM) provides an independent view of market risks to Deutsche Bank's senior management and manages Deutsche Bank's Market Risk position in an independent and neutral way.

The Market Risk Analysis and Control (MRAC) function is responsible for the provision of all official market risk metrics and core analysis in support of risk management decision making, on behalf of the Market Risk Management department.

The team has a global presence with staff located in London, New York, Singapore, Mumbai and Pune.

The team operates a business/asset class and risk metric aligned organisational matrix supported by central functions. Functionally the team is organised as follows:

• Asset Class Teams - own the front to back process for the asset class, infrastructure optimization, market data optimization, MRM management interface. This team is divided by business e.g. Equity, Credit, FX, Rates, Emerging Markets, and Treasury etc.
• Metric Production and Analysis - risk position data validation, calculation and reporting of all official market risk exposures and metrics using Historical Simulation, provision of analysis and commentary across all relevant risk metrics
• Strategic Production -FRTB calculations, processes, controls and reporting
• Run the Bank (RTB) Change - continuous improvement, business process reengineering, stability and process optimisation, test execution management
• Data Quality and Operational Governance - data standards, completeness and accuracy, BCBS compliance, governance, documentation (KOP)
• Reporting - strategic reporting and related data requirements, optimisation of reporting inventory and production, branding and quality of key reports
• COO -organisational development, audit management, regulatory liaison

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

This role focuses on a number of activities across LimitsManagement, Data Quality and Reporting for individual asset classes and Deutsche Bank as a whole.

The primary responsibilities will be:

• Limits Management - Generation and reporting of daily, weekly and monthly risk Limit reports
• Investigate risk limit threshold / breaches / near misses and prepare regular reviews of the exposure.
• Ensuring compliance around the Limits framework by working with MRAC functions and MRMs. Resolving the issues, identification of enhancements in the framework and working closely with IT for development and UAT for the change requests.
• Data Quality management - identifying, reporting, analyzing and resolving any data quality issues through Department and Bank's framework for Data quality management by collaborating across teams and stakeholders
• Monitoring Metric production activities to ensure compliance with run-books and to Capture and communicate production issues
• Monitoring & reporting of KPI's across metrics KPI's across metrics towards ensuring a robust governance & control framework across processes
• Work closely with other MRAC functions, MRMs and Finance teams for risk analysis and resolve issues around respective assetclasses
• Collate and analyse data to help highlight the issues that are impacting the daily production process and contribute to initiatives to resolve them.
• Contribute to governance forums around BCBS239

Your skills and experience

• Grad/post-grad degree. Qualified in a numerate discipline (Engineering/Maths/Statistics) will be plus.
• Strong understanding of financial markets, products, derivative pricing, and methodology
• Excellent communication skills - ability to articulate technical and financial topics with global stakeholders
• A reliable team player with the motivation to work in a dynamic, international and diverse environment.
• A committed and motivated individual for self-development and growth
• Keen interest in various risk frameworks and how they are interconnected for bank's capital
• Basic experience in using large datasets with experience in relevant software packages, e.g. MS Excel, MS Access, VBA, and SQL. Experience with additional programming languages is a plus, e.g. Python, Matlab, R, or C++.
• Knowledge of coding in Python and SAS tool will be added advantage
• Able to multi-task and deliver under tight deadlines
• Able to work across different shifts

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.