Deutsche Bank India
Deutsche Bank India | Valuations Senior Specialist, AVP
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Job Highlights
Responsibilities
- Performance of monthly and intra-month Independent Price Verification (IPV), Reserves and Prudential Capital.
- Oversight and development of valuation, reserve and Prudential Capital methodologies.
- Analysis and management of key valuation uncertainty issues through DB's senior management.
- Review of bespoke derivative and structured financing trades.
- Report and provide analysis of pricing variance drivers, perform due diligence on the reliability of market data from multiple sources such as Bloomberg, Markit-Totem, brokers and other independent sources.
- Develop strong relationships with product control, risk management and quantitative departments on valuation and modeling issues.
- Ensure controls around processes such as completeness and accuracy, and adherence to key operating procedure.
- Ensure proper back-ups are created and assist other teams during contingencies (Staff shortage, high volumes etc).
- Create / modify / update the supporting documentation like KOP/SOP etc.
- Take ownership of the process and models, thoroughly understand the underlying financial and mathematical concepts, and make change / improvements, in consultation with other stakeholders, if situation warrants.
Your skills and experience
- Ideally the candidate will have several years of experience within the Valuation / Market Risk departments of a large investment bank with in-depth knowledge of Credit, Rates, or Currency markets.
- Specific exposure to IPV, reserving, pricing and modelling aspects of valuation control of trading businesses is preferred.
- Good working knowledge of Excel, VBA and possibly Python, hands-on experience of market data providers including Reuters, Bloomberg, ISMA and Markit.
About the company
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.
