Deutsche Bank India | Risk Analyst, AVP

Responsibilities

• 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 Rates asset class.
• 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.
• 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 exposed to risk management techniques viz. analysis/computation of VaR, SVaR, IRC, Backtesting, FRTB for a diverse range of derivative products.
• You will be expected to be proficient in automation tools (python essentially) with sufficient knowledge of risk to enhance the output of the team.
• 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.

Your skills and experience

• University degree in Economics, Mathematics or other quantitative subject.
• 5+ years’ experience in Market Risk within the Financial Market / Investment Banking industry (other relevant backgrounds e.
• Proficiency in Python/VBA, Tableau, MS Office tools is essential for the role.
• Good understanding of other Market Risk measurement techniques e.
• Excellent communication skills; ability to articulate technical and financial topics with global stakeholders.
• Able to multi-task and deliver under tight deadlines.
• Hands on coding skills(Python specifically) and Tableau skills will be a significant plus.

Deutsche Bank

Deutsche Bank is a leading German bank, founded in Berlin in 1870 and headquartered in Frankfurt. Its businesses span the Corporate Bank, the Investment Bank, the Private Bank and asset management through DWS, serving companies, institutions and individuals worldwide.

Deutsche Bank has been present in India since 1980. Besides its branch banking business, its Indian centres in Mumbai, Pune, Bengaluru and Jaipur support the group globally in technology, operations and finance. Finance professionals typically work in financial control, product control, regulatory reporting, tax, internal audit and risk.

• Industry: Banking and financial services
• Headquarters: Frankfurt am Main, Germany
• In India: Branch banking plus large global capability centres in Mumbai, Pune, Bengaluru and Jaipur