Market and Valuation Risk Management (MVRM) provides an independent view of market risks and valuation to Deutsche Bank's senior management. Market risk team manages Deutsche Bank's Market Risk position in an independent and neutral way.
You will be a part of the Market Risk Analysis and Control (MRAC) function within MVRM and will be responsible for the provision of all official market risk metrics and core analysis in support of risk management decision making for APAC region covering all asset class like Credit/Rates/FX/Treasury etc. The team operates a business/asset class and risk metric aligned organizational matrix supported by central functions. The team has a global presence with staff located in London, New York, Berlin, Singapore, Mumbai and Bangalore.
You will be exposed to risk management techniques viz. analysis/computation of VaR, SVaR, IRC, Backtesting, FRTB for a diverse range of derivative products. The team is also proficient in combining this risk knowledge with best in class automation and visualization skills including python/VBA/Tableau to provide value added analytical outputs to its stakeholders
You will be expected to be proficient in automation tools (python essentially) with sufficient knowledge of risk to enhance the output of the team.
What we'll offer you
Your key responsibilities
- Best in class leave policy
- Gender neutral parental leaves
- 100% reimbursement under child care assistance benefit (gender neutral)
- Flexible working arrangements
- 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
This role is within the APAC MRAC Team. The primary responsibilities are:
Your skills and experience
- Risk validation and ensure appropriate controls in place
- Review and understand the historical simulation VaR, FRTB and Backtesting(outlier analysis), including staying abreast of the development of this metric and related drivers
- Facilitating better risk analysis and automated reporting infrastructure to stakeholders using required programming tools(python/Tableau etc.) is a critical part of profile
- Perform deep dive analysis into concentrations of risk or emerging items of interest, providing high quality and accurate information at a level for senior management consumption
- Perform analytical analysis of our limit to generate proposals for limit changes and for new limits
- Support the analysis and communication of business portfolio level topics to senior management and their committees
How we'll support you
- University degree in Economics, Mathematics or other quantitative subject.
- 3-5 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)
- Proficiency in Python/VBA, Tableau, MS Office tools is essential for the role
- Good understanding of other Market Risk measurement techniques e.g. VaR, RNiV, Economic Capital, IRC.
- 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
- Able to multi-task and deliver under tight deadlines
- A committed and motivated individual for self-development and growth
About us and our teams
- 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
Please visit our company website for further information:
Our values define the working environment we strive to create - diverse, supportive and welcoming of different views. We embrace a culture reflecting a variety of perspectives, insights and backgrounds to drive innovation. We build talented and diverse teams to drive business results and encourage our people to develop to their full potential. Talk to us about flexible work arrangements and other initiatives we offer.
We promote good working relationships and encourage high standards of conduct and work performance. We welcome applications from talented people from all cultures, countries, races, genders, sexual orientations, disabilities, beliefs and generations and are committed to providing a working environment free from harassment, discrimination and retaliation.
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